Crypto Exchanges and Credit Risk: Modeling and Forecasting the Probability of Closure

While there is increasing interest in crypto assets, the credit risk of these exchanges is still relatively unexplored. To fill this gap, we considered a unique dataset of 144 exchanges, active from the first quarter of 2018 to the first quarter of 2021. We analyzed the determinants surrounding the...

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Autores principales: Dean Fantazzini, Raffaella Calabrese
Formato: article
Lenguaje:EN
Publicado: MDPI AG 2021
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Acceso en línea:https://doaj.org/article/068c905f1a074ae9af9c1c73427947f9
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