DeFi vault risk is decomposed into three levels with six on-chain mechanical features generating new loss channels, yielding five aggregated credit risk metrics and an on-chain estimation architecture.
author Pedersen, L
9 Pith papers cite this work. Polarity classification is still indexing.
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Regenerative bonds are proposed as debt tools that strengthen local commitment pools, with Monte Carlo modeling identifying a guardrail region where debt service and mutual-aid circulation are preserved under reported assumptions.
A new SMAR model is introduced and fit to 2021-2025 DJIA data, finding that volatility drives trading volume and that cross-asset spillovers explain over half of volume variation at longer horizons.
Non-unique time arising from event-driven order flow points to a foundational market incompleteness beyond usual no-arbitrage assumptions.
Empirical finance is limited to ex post causal inference because self-reference in markets makes unidirectional causation unstable or fallacious.
citing papers explorer
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Vault as a credit instrument
DeFi vault risk is decomposed into three levels with six on-chain mechanical features generating new loss channels, yielding five aggregated credit risk metrics and an on-chain estimation architecture.
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Regenerative Bonds: Formal Debt, Mutual-Aid, and Local Settlement Capacity
Regenerative bonds are proposed as debt tools that strengthen local commitment pools, with Monte Carlo modeling identifying a guardrail region where debt service and mutual-aid circulation are preserved under reported assumptions.
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A Structural Matrix Autoregressive Model for the Joint Dynamics of Volume, Volatility, and Returns
A new SMAR model is introduced and fit to 2021-2025 DJIA data, finding that volatility drives trading volume and that cross-asset spillovers explain over half of volume variation at longer horizons.
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Non-unique time and market incompleteness
Non-unique time arising from event-driven order flow points to a foundational market incompleteness beyond usual no-arbitrage assumptions.
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Epistemic Limits of Empirical Finance: Causal Reductionism and Self-Reference
Empirical finance is limited to ex post causal inference because self-reference in markets makes unidirectional causation unstable or fallacious.
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