FinTech Seminar - December

The Asian Institute of Digital Finance (AIDF) is a university-level institute in the National University of Singapore (NUS), jointly founded by The Monetary Authority of Singapore (MAS), the National Research Foundation (NRF) and NUS. AIDF aspires to be a thought leader, a FinTech knowledge hub, and an experimental site for developing digital financial technologies as well as for nurturing current and future FinTech researchers and practitioners in Asia.In the modern era of data-driven decision making and the digital future, while the society is facing various challenges in digital finance, we will provide thought leadership through an integrated approach to education, research, and business incubation.

NUS Asian Institute of Digital Finance

Innovation 4

<p>The NUS–SKKU FinTech Seminar Series is a collaborative effort by the <a href="https://www.aidf.nus.edu.sg/" target="_blank" data-msys-clicktrack="0" rel="nofollow noopener noreferrer">Asian Institute of Digital Finance (AIDF)</a> at NUS and <a href="https://skb.skku.edu/eng_FinTech/index.do" target="_blank" data-msys-clicktrack="0" rel="nofollow noopener noreferrer">Department of FinTech</a> at SKKU. </p><p>This seminar will be conducted in a hybrid format (In-Person and Online Live Webinar).</p>

<h3>Please note the different locations for the event:</h3><p>- In-Person (NUS) : Innovation 4 (i4.0) Building, 3 Research Link, Level 01-05 (Conference Room), Singapore, 117602 (please note that the speaker will be online)</p><p>- Online (Zoom Link will be sent via email 2 days before  and the morning of the event)</p>

<h1>Volatile Safe-Haven Asset</h1><h3>FinTech Seminar (December): <a href="https://www.bauer.uh.edu/directory/profile.asp?firstname=James&lastname=Yae" target="_blank" data-msys-clicktrack="0" rel="nofollow noopener noreferrer">James Yae</a></h3><p>Despite its high volatility, Bitcoin is alleged to offer diversification benefits through its relatively low correlation with stock markets. However, Bitcoin differs from traditional safe-haven assets; its price is highly sensitive to time-varying correlations and diversification benefits. We find that a decrease (an increase) in correlation between Bitcoin and S&P500 index strongly predicts higher (lower) Bitcoin returns the next day. Following the mean-variance framework, we develop a stylized model of Bitcoin prices utilizing extreme disagreement among Bitcoin investors. When the model is calibrated to Bitcoin's predictability results, it simultaneously explains the lack of predictability in gold and long-term treasuries.</p>

<p><a href="https://www.bauer.uh.edu/directory/profile.asp?firstname=James&lastname=Yae" target="_blank" data-msys-clicktrack="0" rel="nofollow noopener noreferrer">James Yae</a>, University of Houston</p>

Our {communityGuidelinesLink} describe the sort of content we prohibit on Eventbrite. If you suspect an event may be in violation, you can report it to us so we can investigate.

To report other categories of prohibited or illegal content, submit {link}

FinTech Seminar - December

More events from NUS Asian Institute of Digital Finance

Discover more events from NUS Asian Institute of Digital Finance, from Business to other experiences you might love.

Still looking for the right event?

Explore all events in Singapore and filter by date, category, and more to find the perfect fit.

FinTech Seminar - December

More events from NUS Asian Institute of Digital Finance

Discover more events from NUS Asian Institute of Digital Finance, from Business to other experiences you might love.

More Business events

Browse more Business events with different dates, prices, and formats to find your next great experience.

Still looking for the right event?

Explore all events in Singapore and filter by date, category, and more to find the perfect fit.