Lecture Notes

Lecture Note 1

In this lecture, we mainly talk about bitcoin and the blockchain technology behind it.

Lecture Note 2

In this lecture, we mainly talk about BIPs, Forks, and different consensus algorithms.

Guest Speakers

To join the Zoom meeting, please click here.

Yu Bai, Research Fellow at Bocconi University
Bayesian vector autoregressions (BVARs) and its applications

Yangfan Sun, Associate Professor in Wenlan School of Business, ZUEL
Fintech Lending

Cheng Li, Professor in Wenlan School of Business, ZUEL
Game Theory And The Law

Abdelaziz AlSharawy, Postdoctoral Research Associate at Princeton University
Uncovering the black box of economic decision-making: what is neuroeconomics?

Zibin Xu, Associate professor at the City University of Hong Kong
Biased Personalized Recommendation under Compliance Rules

Lin Zhao, Assistant Professor in Wenlan School of Business, ZUEL
Credence Goods

Class Requirements

1. Presentation

Presentations are scheduled on Jun 3rd, Jun 10th and 17th , 90 minutes per person, slides should be written in English.

Please send me the name of your paper before May 13th.

You can choose from the following papers to present:

Risks and Returns of Cryptocurrency (RFS, 2021)

This is an empirical paper. This paper studies the factors that may affect cryptocurrency returns.

Trading and arbitrage in cryptocurrency market (JFE, 2019)

This is an empirical paper. This paper studies the relationship between capital control and price dispersion between different exchanges.

Cryptocurrencies, currency competition, and the impossible trinity (JIE, 2022)

This is a theory paper. This paper studies currency competition.

Can currency competition work? (JME, 2019)

This is a theory paper. This paper studies currency competition.

Common Risk Factors in Cryptocurrency (JF, 2022)

This is an empirical paper. This paper studies the factors that drive crypto returns.

Equilibrium Bitcoin Pricing (JF, Forthcoming)

This is a theory paper. This paper studies equilibrium bitcoin pricing.

An Equilibrium Model of the Market for Bitcoin Mining (JPE, 2021)

This is a theory paper. This paper studies bitcoin mining.

A Model of Cryptocurrencies (WP, 2021)

This is a theory paper. This paper studies cryptocurrency market fragility.

2. Referee Report

Write a referee report for one of the papers presented by your classmates. 2-3 pages, 1.5 line space, font: Times New Roman, font size: 12.
Referee Report Template Download