Free Registration

The 2nd Crypto Asset Lab Conference Program

October 27, 2020


Registered attendees receive Zoom links to join the interactive live sessions.
YouTube non-interactive live streaming links are avaliable below for the (unregistered) general public and archival (watch later) purposes.

See also the conference page.


Plenary Session, 15:00 CET (UTC+1)


Watch on
YouTube

CAL2020
Opening Session


Introduction
Lucia Alessi, DG Joint Research Centre, European Commission
Ferdinando M. Ametrano, Digital Gold Institute and University of Milano-Bicocca
Paola A. Bongini, University of Milano-Bicocca

Welcome Address
Giovanna Iannantuoni, University of Milano-Bicocca

Keynote Speech: Bloggers and Bitcoin Prices: A Textual Machine Learning Analysis
Eric Ghysels, University of North Carolina at Chapel Hill

Parallel Sessions, 16:00 CET (UTC+1)


Watch on
YouTube

Crypto-Economics Session

Moderator: Paola A. Bongini, University of Milano-Bicocca

What makes private stablecoins stable?
Mario Bellia, DG Joint Research Centre, European Commission
Sebastian Schich, Organisation for Economic Co-operation and Development
Presented by Mario Bellia

Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers
Paolo Pagnottoni, Politecnico di Milano
Paolo Giudici, Università degli Studi di Pavia
Thomas Leach, Università degli Studi di Pavia
Presented by Paolo Pagnottoni

The cryptocurrency frontier in commodity monetary standard
Ferdinando M. Ametrano, Digital Gold Institute and University of Milano-Bicocca

Crypto Covered Interest Parity Deviations
Alexander Valentin, Goethe University Frankfurt
Friedrich-Carl Franz, Goethe University Frankfurt
Presented by Alexander Valentin

Why fixed costs matter for Proof-of-Work based cryptocurrencies
Maarten van Oordt, Bank of Canada
Rodney Garratt, University of California, Santa Barbara
Presented by Maarten van Oordt

Watch on
YouTube

Legal and Regulatory Session

Moderator: Francesca Mattassoglio, University of Milano-Bicocca

The classification of tokens and its regulatory implications
Riccardo de Caria, University of Turin

Cryptocurrency Regulation in the EU AML Regime: the path towards effective harmonization?
Eduardo Silva de Freitas, K.U. Leuven

Company Law during the Blockchain Revolution. The rise of “CorpTech”
Salvatore Luciano Furnari, Università di Roma Tor Vergata, Studio Legale Lener & Partners
Raffaele Lener, Università di Roma Tor Vergata, Studio Legale Lener & Partners
Presented by Salvatore Luciano Furnari

Watch on
YouTube

Quantitative Modelling Session

Moderator: Gianna Figà-Talamanca, University of Perugia

Financial risk management for cryptocurrencies: a quantitative analysis​
Eline Van der Auwera, K.U. Leuven
Wim Schoutens, K.U. Leuven
Marco Petracco, DG Joint Research Centre, European Commission
Lucia Alessi, DG Joint Research Centre, European Commission
Presented by Eline Van der Auwera

The changing nature of cryptocurrencies. An analysis of Bitcoin and its copies during their clonings
Thomas H. A. Joubert, LEMMA, University Paris II Panthéon-Assas

Multivariate hidden Markov model for cryptocurrency
Fulvia Pennoni, University of Milano-Bicocca
Francesco Bartolucci, University of Perugia
Gianfranco Forte, University of Milano-Bicocca
Ferdinando M. Ametrano, Digital Gold Institute and University of Milano-Bicocca
Presented by Fulvia Pennoni

Coexistence of Physical and Crypto Assets in a Stochastic Endogenous Growth Model
Alexis Derviz, Monetary Dept., Czech National Bank

Watch on
YouTube

Investments Session

Moderator: Gianfranco Forte, University of Milano-Bicocca

Monetary flows and feedback trading in cryptocurrency markets: Effects of stablecoin transfers on Bitcoin returns and trading volume
Lennart Ante, Blockchain Research Lab, University of Hamburg
Ingo Fiedler, Blockchain Research Lab, University of Hamburg, Concordia University
Elias Strehle, Blockchain Research Lab
Presented by Lennart Ante

On the performance of cryptocurrency funds
Daniele Bianchi, School of Economics and Finance, Queen Mary, University of London
Mykola Babiak, Lancaster School of Management
Presented by Daniele Bianchi

Herding behaviour in cryptocurrency markets
Nikolaos A. Kyriazis, Department of Economics, University of Thessaly

Does mining fuel bubbles? An experimental study on cryptocurrency markets
Marco Lambrecht, University of Heidelberg and Hanken School of Economics (Helsinki)
Andis Sofianos, University of Heidelberg
Yilong Xu, University of Heidelberg
Presented by Marco Lambrecht

Plenary Session, 18:00 CET (UTC+1)


Watch on
YouTube

Panel Session: Developments in Crypto-Assets Policy and Regulation

Moderator: Antonella Sciarrone Alibrandi, Università Cattolica del Sacro Cuore

Filippo Annunziata, Bocconi University
Maria Teresa Chimienti, European Central Bank
Jon Fink Isaksen, DG Financial Stability, Financial Services and Capital Markets Union, European Commission
Marco Petracco, DG Joint Research Centre, European Commission

Enquires


For any information please visit the conference main page or contact us via mail.

Organized by

Crypto Asset Lab
DG Joint Research Centre, European Commission
Milano-Bicocca University
Digital Gold Institute