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Can I read SSRN 6239518 on EtoBox?
SSRN 6239518 by sbabuikus is a document available to read on EtoBox.
What is SSRN 6239518 about?
This paper investigates market inefficiencies in digital asset markets, focusing on fragmented arbitrage across spot, derivatives, and stablecoin markets. It develops a model that highlights the impact of capital constraints and settlement frictions on price discrepancies, revealing significant cross-exchange price dispersion and the effects of regulatory events on market integration. The findings suggest that improved market structures enhance efficiency and that stress transmission increases during crises
- Author
- sbabuikus
- Language
- EN