4 citations · 4 across the 2 of their papers we have counts for
2 papers
q-fin.TR2023
DeFi: data-driven characterisation of Uniswap v3 ecosystem & an ideal crypto law for liquidity pools
Deborah Miori, Mihai Cucuringu
Uniswap is a Constant Product Market Maker built around liquidity pools, where pairs of tokens are exchanged subject to a fee that is proportional to the size of transactions. At t…
q-fin.MF2022★ 4 cited
Returns-Driven Macro Regimes and Characteristic Lead-Lag Behaviour between Asset Classes
Deborah Miori, Mihai Cucuringu
We define data-driven macroeconomic regimes by clustering the relative performance in time of indices belonging to different asset classes. We then investigate lead-lag relationshi…