Risk analyses of the crypto-market: A literature review

Jean-Guillaume Dumas (), Sonia Jimenez-Garces () and Florentina Șoiman ()
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Jean-Guillaume Dumas: CASC - Calcul Algébrique et Symbolique, Sécurité, Systèmes Complexes, Codes et Cryptologie - LJK - Laboratoire Jean Kuntzmann - Inria - Institut National de Recherche en Informatique et en Automatique - CNRS - Centre National de la Recherche Scientifique - UGA - Université Grenoble Alpes - Grenoble INP - Institut polytechnique de Grenoble - Grenoble Institute of Technology - UGA - Université Grenoble Alpes
Sonia Jimenez-Garces: CERAG - Centre d'études et de recherches appliquées à la gestion - UGA - Université Grenoble Alpes
Florentina Șoiman: CASC - Calcul Algébrique et Symbolique, Sécurité, Systèmes Complexes, Codes et Cryptologie - LJK - Laboratoire Jean Kuntzmann - Inria - Institut National de Recherche en Informatique et en Automatique - CNRS - Centre National de la Recherche Scientifique - UGA - Université Grenoble Alpes - Grenoble INP - Institut polytechnique de Grenoble - Grenoble Institute of Technology - UGA - Université Grenoble Alpes, CERAG - Centre d'études et de recherches appliquées à la gestion - UGA - Université Grenoble Alpes

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Abstract: This paper studies the literature on the vulnerabilities and risks of the crypto-market. Since their creation, crypto-assets have experienced remarkable market growth and performance, solidifying their position as an indispensable instrument within financial markets. The existing literature has often addressed the crypto-market risks independently based on their nature. Consequently, in this paper, we aim to provide a holistic analysis of the various risks that exist in the crypto-market. Notably, we focus on the financial and technological types of risk and emphasize their influence on price stability. Furthermore, to complete this study, we propose a conceptual metric to determine the likelihood of technological vulnerabilities triggering financial risks. Our contributions are twofold. First, we perform a cross-disciplinary literature review addressing financial and technological crypto-market risks together. Secondly, we show that these risks can become a trigger one for another.

Keywords: Risk assessment; Financial risks; Technological characteristics; Stakeholders; Financial behavior; Blockchain literacy; Socially responsible investment; Blockchain (search for similar items in EconPapers)
Date: 2021-03-09
New Economics Papers: this item is included in nep-cwa and nep-pay
Note: View the original document on HAL open archive server: https://hal.science/hal-03112920v4
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Published in 12th International Conference on Complexity, Informatics and Cybernetics (IMCIC 2021), International Institution of Informatics and Systemics, Mar 2021, Orlando, United States. pp.30--37, ⟨10.2139/ssrn.4762603⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03112920

DOI: 10.2139/ssrn.4762603

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