Exploring Cryptocurrency: Commodity Basket-Based Stablecoin, Asia Cryptocurrency Regulatory Risk Index, and Futures Exchange (FTX) Herding Behaviour
Cryptocurrency is an innovative creation. In this study, a commodity basket-based stablecoin is proposed through the employment of interviews, portfolio optimisation, and wavelet analysis. An Asia Cryptocurrency Regulatory Risk Index is constructed using Latent Dirichlet Allocation (LDA), and the he...
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| Format: | Thesis |
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Curtin University
2024
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| Online Access: | http://hdl.handle.net/20.500.11937/97085 |
| _version_ | 1848766220230197248 |
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| author | Chin, Tze Chi |
| author_facet | Chin, Tze Chi |
| author_sort | Chin, Tze Chi |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | Cryptocurrency is an innovative creation. In this study, a commodity basket-based stablecoin is proposed through the employment of interviews, portfolio optimisation, and wavelet analysis. An Asia Cryptocurrency Regulatory Risk Index is constructed using Latent Dirichlet Allocation (LDA), and the herding behaviour during the FTX collapse is examined. Collectively, this study explores the diverse aspects of stability and risk within the cryptocurrency market, providing valuable information for effective decision-making and risk management. |
| first_indexed | 2025-11-14T11:47:41Z |
| format | Thesis |
| id | curtin-20.500.11937-97085 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T11:47:41Z |
| publishDate | 2024 |
| publisher | Curtin University |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-970852025-02-11T07:45:57Z Exploring Cryptocurrency: Commodity Basket-Based Stablecoin, Asia Cryptocurrency Regulatory Risk Index, and Futures Exchange (FTX) Herding Behaviour Chin, Tze Chi Cryptocurrency is an innovative creation. In this study, a commodity basket-based stablecoin is proposed through the employment of interviews, portfolio optimisation, and wavelet analysis. An Asia Cryptocurrency Regulatory Risk Index is constructed using Latent Dirichlet Allocation (LDA), and the herding behaviour during the FTX collapse is examined. Collectively, this study explores the diverse aspects of stability and risk within the cryptocurrency market, providing valuable information for effective decision-making and risk management. 2024 Thesis http://hdl.handle.net/20.500.11937/97085 Curtin University restricted |
| spellingShingle | Chin, Tze Chi Exploring Cryptocurrency: Commodity Basket-Based Stablecoin, Asia Cryptocurrency Regulatory Risk Index, and Futures Exchange (FTX) Herding Behaviour |
| title | Exploring Cryptocurrency: Commodity Basket-Based Stablecoin, Asia Cryptocurrency Regulatory Risk Index, and Futures Exchange (FTX) Herding Behaviour |
| title_full | Exploring Cryptocurrency: Commodity Basket-Based Stablecoin, Asia Cryptocurrency Regulatory Risk Index, and Futures Exchange (FTX) Herding Behaviour |
| title_fullStr | Exploring Cryptocurrency: Commodity Basket-Based Stablecoin, Asia Cryptocurrency Regulatory Risk Index, and Futures Exchange (FTX) Herding Behaviour |
| title_full_unstemmed | Exploring Cryptocurrency: Commodity Basket-Based Stablecoin, Asia Cryptocurrency Regulatory Risk Index, and Futures Exchange (FTX) Herding Behaviour |
| title_short | Exploring Cryptocurrency: Commodity Basket-Based Stablecoin, Asia Cryptocurrency Regulatory Risk Index, and Futures Exchange (FTX) Herding Behaviour |
| title_sort | exploring cryptocurrency: commodity basket-based stablecoin, asia cryptocurrency regulatory risk index, and futures exchange (ftx) herding behaviour |
| url | http://hdl.handle.net/20.500.11937/97085 |