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The 2nd Crypto Asset Lab Conference Program

CAL2020 is a joint event with DG Joint Research Centre, European Commission

October 27, 2020

See also the CAL conference main page.


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


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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
(sildes)
Eric Ghysels, University of North Carolina at Chapel Hill

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


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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 monetary engineering, (slides)
Ferdinando M. Ametrano, Digital Gold Institute and University of Milano-Bicocca

Crypto Covered Interest Parity Deviations, (slides)
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, (slides)
Maarten van Oordt, Bank of Canada
Rodney Garratt, University of California, Santa Barbara
Presented by Maarten van Oordt

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Legal and Regulatory Session

Moderator: Francesca Mattassoglio, University of Milano-Bicocca

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

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

Company Law during the Blockchain Revolution. The rise of “CorpTech”, (slides)
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

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Quantitative Modelling Session

Moderator: Gianna Figà-Talamanca, University of Perugia

Financial risk management for cryptocurrencies: a quantitative analysis​, (slides)
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, (slides)
Thomas H. A. Joubert, LEMMA, University Paris II Panthéon-Assas

Multivariate hidden Markov model for cryptocurrency, (slides)
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, (slides)
Alexis Derviz, Monetary Dept., Czech National Bank

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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, (slides)
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, (slides)
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, (slides)
Nikolaos A. Kyriazis, Department of Economics, University of Thessaly

Does mining fuel bubbles? An experimental study on cryptocurrency markets, (slides)
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)


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Panel Session: Developments in Crypto-Assets Policy and Regulation

Moderator: Antonella Sciarrone Alibrandi, Università Cattolica del Sacro Cuore

Filippo Annunziata, Bocconi University (slides)
Maria Teresa Chimienti, European Central Bank (slides)
Marco Petracco Giudici, DG Joint Research Centre, European Commission (slides)
Dirk Andreas Zetzsche, University of Luxembourg (slides)

Organizing Committee


  • Program Chairs
    • Ferdinando M. Ametrano, Digital Gold Institute and University of Milano-Bicocca
    • Paola A. Bongini, University of Milano-Bicocca
  • General Chair
    • Lucia Mandelli, Digital Gold Institute
    • Paolo Mazzocchi, Digital Gold Institute
  • Program Committee - Academic Perspective
    • Lucia Alessi, DG Joint Research Centre, European Commission
    • Filippo Annunziata, Bocconi University
    • Fabio Bellini, University of Milano-Bicocca
    • Luca Fantacci, Bocconi University
    • Gianna Figà-Talamanca, University of Perugia
    • Gianfranco Forte, University of Milano-Bicocca
    • Paolo Giudici, University of Pavia
    • Daniele Marazzina, Politecnico di Milano
    • Francesca Mattassoglio, University of Milano-Bicocca
    • Andrea Perrone, Università Cattolica del Sacro Cuore
    • Marco Petracco, DG Joint Research Centre, European Commission
    • Antonella Sciarrone Alibrandi, Università Cattolica del Sacro Cuore
  • Program Committee - Business and Technical Perspective
    • Riccardo Casatta, Blockstream
    • Gregorio De Felice, Intesa Sanpaolo
    • Paolo Gianturco, Deloitte Consulting
    • Elaine Ou, Global Financial Access

Enquires


For information please visit also the CAL 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