124 citations · 152 across the 13 of their papers we have counts for
4 papers · 1 filter
Stablecoins under Stress in a National Economy: Transaction-Level Evidence from Austrian Crypto-Asset Service Providers
Pietro Saggese, Michael Sigmund, Burkhard Raunig +3
Cryptoassets are increasingly entangled with the traditional financial system, and how this activity integrates into national economies and behaves under stress bears on financial…
Towards Verifiability of Total Value Locked (TVL) in Decentralized Finance
Pietro Saggese, Michael Fröwis, Stefan Kitzler +2
Total Value Locked (TVL) aims to measure the aggregate value of cryptoassets deposited in Decentralized Finance (DeFi) protocols. Although blockchain data is public, the way TVL is…
Assessing the Solvency of Virtual Asset Service Providers: Are Current Standards Sufficient?
Pietro Saggese, Esther Segalla, Michael Sigmund +3
Entities like centralized cryptocurrency exchanges fall under the business category of virtual asset service providers (VASPs). As any other enterprise, they can become insolvent.…
Who are the arbitrageurs? Empirical evidence from Bitcoin traders in the Mt. Gox exchange platform
Pietro Saggese, Alessandro Belmonte, Nicola Dimitri +2
We mine the leaked history of trades on Mt. Gox, the dominant Bitcoin exchange from 2011 to early 2014, to detect the triangular arbitrage activity conducted within the platform. T…