Niranjan Sapkota

University of Vaasa

P.O. Box 700

FIN-65101 Vaasa, FI-65101

Finland

SCHOLARLY PAPERS

9

DOWNLOADS

584

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (9)

1.

Predicting Cryptocurrency Defaults

Number of pages: 23 Posted: 16 May 2019 Last Revised: 24 Nov 2019
Niranjan Sapkota and Klaus Grobys
University of Vaasa and University of Vaasa
Downloads 141 (248,889)
Citation 1

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Cryptocurrency, Bitcoin, Bankruptcy, Default, Credit Risk, Linear Discriminant Analysis

2.

Blockchain Consensus Protocols, Energy Consumption and Cryptocurrency Prices

Number of pages: 29 Posted: 20 Jun 2019 Last Revised: 27 Nov 2019
Niranjan Sapkota and Klaus Grobys
University of Vaasa and University of Vaasa
Downloads 108 (302,810)
Citation 1

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Cryptocurrency, Bitcoin, Blockchain, Consensus protocol, Energy efficiency, Momentum

3.

Contagion of Uncertainty: Transmission of Risk from the Cryptocurrency Market to the Foreign Exchange Market

Number of pages: 34 Posted: 25 Jun 2019
Klaus Grobys and Niranjan Sapkota
University of Vaasa and University of Vaasa
Downloads 75 (380,054)
Citation 1

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Cryptocurrency, Bitcoin, Volatility Spillover, Foreign Exchange, G10 Currency

4.

On the Stability of Stablecoins

Number of pages: 48 Posted: 04 Mar 2021
University of Vaasa, Jyväskylä University School of Business and Economics, Texas A&M University - Department of Finance and University of Vaasa
Downloads 72 (388,681)

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Bitcoin, financial technology, power laws, spillovers, stablecoins, volatility

5.

Asset Market Equilibria in Cryptocurrency Markets: Evidence from a Study of Privacy and Non-Privacy Coins

Number of pages: 28 Posted: 25 Jun 2019
Niranjan Sapkota and Klaus Grobys
University of Vaasa and University of Vaasa
Downloads 66 (407,262)
Citation 1

Abstract:

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Cryptocurrency, Bitcoin, Privacy Coins, Non-Privacy Coins, Market Equilibria

6.

On the Tail Risk of Cyberattacks in the Bitcoin Market

Number of pages: 21 Posted: 09 Jan 2021
Klaus Grobys, Josephine Dufitinema and Niranjan Sapkota
University of Vaasa, University of Vaasa and University of Vaasa
Downloads 44 (489,365)

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Bitcoin, Cryptocurrency, Cyberattacks, Financial technology, Extreme-Value-Theory, Dual distribution, Hacking incidents

7.

How Much Are We Willing To Lose in Cyberspace? On the Tail Risk of Scam in the Market for Initial Coin Offerings

Number of pages: 22 Posted: 09 Jan 2021
Niranjan Sapkota, Klaus Grobys and Josephine Dufitinema
University of Vaasa, University of Vaasa and University of Vaasa
Downloads 33 (542,001)

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Crowd funding, Financial technology, Fraud, Initial Coin Offering, Plug-in estimation, Scam.

8.

Equilibrium in Asset Prices: Evidence from Cryptocurrencies

Number of pages: 23 Posted: 25 Jun 2019
Klaus Grobys and Niranjan Sapkota
University of Vaasa and University of Vaasa
Downloads 23 (601,725)

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Cryptocurrency, Bitcoin, Market Equilibrium, Cointegration

9.

Fear Sells: Determinants of Fund-Raising Success in the cross-section of Initial Coin Offerings

Number of pages: 61 Posted: 11 May 2021
Niranjan Sapkota and Klaus Grobys
University of Vaasa and University of Vaasa
Downloads 22 (608,521)

Abstract:

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Initial Coin Offering (ICO), Natural Language Processing (NLP), Sentiment Dictionaries, Deep Learning, Artificial Neural Networks (ANN)