On-chain flows, off-chain volatility: Tokenized real assets in financial markets

2026/05/14 by Ihlas Sovbetov · 1 voice
Economics, Econometrics and Finance · #Banking stability, regulation, efficiency #Financial Markets and Investment Strategies #Stochastic processes and financial applications

paper · doi:10.1016/j.qref.2026.102156

openalex publication_date 2026/05/14 · crossref created 2026/05/14 · openalex created_date 2026/05/15 · openalex updated_date 2026/05/18 · crossref issued 2026/06/01 · crossref published 2026/06/01 · crossref published-print 2026/06/01 · crossref deposited 2026/06/10 · crossref indexed 2026/06/10

Citations

• The Extreme Value Method for Estimating the Variance of the Rate of Return
• Large Sample Properties of Generalized Method of Moments Estimators
• On the Estimation of Security Price Volatilities from Historical Data
• Generalized reduced rank tests using the singular value decomposition
• Institutional Backing and Crypto Volatility: A Hybrid Framework for DeFi Stabilization

Discussions

• 📢 [SSCI Q1]: The Quarterly Review of Economics and Finance 📋 On-chain Flows, Off-chain Volatility: Tokenized Real Assets in Financial Markets ✍️ Author: Ihlas Sovbetov 📌 doi.org/10.1016/j.qr... 🔗 [bsky, 0 points, 0 comments]