DeFi liquidations: Volatility and liquidity
This work delves into the liquidations mechanism inherent in Decentralised Finance (DeFi) lending protocols and the connection between liquidations and price volatility in decentralised exchanges (DEXs). The analysis employs transactional data of three of the largest DeFi lending protocols and provi...
Gespeichert in:
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Paris
OECD Publishing
2023
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| Schriftenreihe: | OECD Working Papers on Finance, Insurance and Private Pensions
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| Schlagworte: | |
| Online-Zugang: | Volltext |
| Zusammenfassung: | This work delves into the liquidations mechanism inherent in Decentralised Finance (DeFi) lending protocols and the connection between liquidations and price volatility in decentralised exchanges (DEXs). The analysis employs transactional data of three of the largest DeFi lending protocols and provides evidence of a positive relation between liquidations and post-liquidations price volatility across the main DEX pools. Without directly observing the behaviour of liquidators, these findings indirectly indicate that liquidators require market liquidity to carry out large liquidations and affect market conditions while doing so |
| Beschreibung: | 1 Online-Ressource (36 Seiten) 21 x 28cm |
| DOI: | 10.1787/0524faaf-en |
Internformat
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Datensatz im Suchindex
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| author | Sasi-Brodesky, Ana |
| author2 | Kaousar Nassr, Iota |
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| indexdate | 2025-02-10T11:06:47Z |
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| language | English |
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| spelling | Sasi-Brodesky, Ana Verfasser aut DeFi liquidations Volatility and liquidity Ana, Sasi-Brodesky and Iota, Kaousar Nassr Paris OECD Publishing 2023 1 Online-Ressource (36 Seiten) 21 x 28cm txt rdacontent c rdamedia cr rdacarrier OECD Working Papers on Finance, Insurance and Private Pensions This work delves into the liquidations mechanism inherent in Decentralised Finance (DeFi) lending protocols and the connection between liquidations and price volatility in decentralised exchanges (DEXs). The analysis employs transactional data of three of the largest DeFi lending protocols and provides evidence of a positive relation between liquidations and post-liquidations price volatility across the main DEX pools. Without directly observing the behaviour of liquidators, these findings indirectly indicate that liquidators require market liquidity to carry out large liquidations and affect market conditions while doing so Finance and Investment Kaousar Nassr, Iota ctb https://doi.org/10.1787/0524faaf-en Verlag kostenfrei Volltext |
| spellingShingle | Sasi-Brodesky, Ana DeFi liquidations Volatility and liquidity Finance and Investment |
| title | DeFi liquidations Volatility and liquidity |
| title_auth | DeFi liquidations Volatility and liquidity |
| title_exact_search | DeFi liquidations Volatility and liquidity |
| title_full | DeFi liquidations Volatility and liquidity Ana, Sasi-Brodesky and Iota, Kaousar Nassr |
| title_fullStr | DeFi liquidations Volatility and liquidity Ana, Sasi-Brodesky and Iota, Kaousar Nassr |
| title_full_unstemmed | DeFi liquidations Volatility and liquidity Ana, Sasi-Brodesky and Iota, Kaousar Nassr |
| title_short | DeFi liquidations |
| title_sort | defi liquidations volatility and liquidity |
| title_sub | Volatility and liquidity |
| topic | Finance and Investment |
| topic_facet | Finance and Investment |
| url | https://doi.org/10.1787/0524faaf-en |
| work_keys_str_mv | AT sasibrodeskyana defiliquidationsvolatilityandliquidity AT kaousarnassriota defiliquidationsvolatilityandliquidity |