Tomonori Yuyama

Georgetown University

Visiting Scholar

37th and O Streets, N.W.

Washington, DC 20057

United States

  • Georgetown University

SCHOLARLY PAPERS

6

DOWNLOADS

1,158

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (6)

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1.

Can Crypto Assets Be Safe-Haven Assets During Crisis Periods?

Georgetown McDonough School of Business Research Paper No. 4346079
Number of pages: 14 Posted: 02 Feb 2023 Last Revised: 19 May 2023
Tomonori Yuyama, Yusuke Ikeno, Shuran Zhang, Shin’ichiro Matsuo and James Angel
Georgetown University, Trust Base Co Ltd, Georgetown University - McDonough School of Business, Georgetown University - McDonough School of Business and Georgetown University - McDonough School of Business
Downloads 593 (89,087)

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Bitcoin, Ethereum, Gold, Crypto asset, Safe-haven, DCC-GARCH

2.

Retail & Wholesale Central Bank Digital Currencies: Comparison of Select Models, Use Case Analysis & Exploration of Potential Technical Features

Number of pages: 43 Posted: 25 May 2023 Last Revised: 26 May 2023
Gerard P. Presto, Michi Kakebayashi, Tomonori Yuyama, Masato Yamanaka and Shin’ichiro Matsuo
Georgetown University, University of California, Berkeley, Georgetown University, Georgetown University and Georgetown University - McDonough School of Business
Downloads 202 (287,597)

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CBDC - Central Bank Digital Currency; w-CBDC - Wholesale Central Bank Digital Currency; m-CBDC - Multiple Central Bank Digital Currency; FMI - Financial Market Infrastructure; PoC - Proof of Concept; DvP - Delivery vs Payment

3.

Policy Design of Retail Central Bank Digital Currencies: Embedding AML/CFT Compliance

Number of pages: 44 Posted: 28 Feb 2023
Michi Kakebayashi, Gerard P. Presto, Tomonori Yuyama and Shin’ichiro Matsuo
University of California, Berkeley, Georgetown University, Georgetown University and Georgetown University - McDonough School of Business
Downloads 194 (298,363)

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(CBDC) Central Bank Digital Currency, (AML) Anti Money Laundering, (CFT) Combating the Financing of Terrorism, (DLT) Distributed Ledger Technology, (FATF) Financial Action Task Force, regulatory compliance

4.

The Effectiveness of Volatility Control Strategies in Incorporating Crypto or Digital Assets Into Portfolios

Georgetown McDonough School of Business Research Paper No. 4548964
Number of pages: 65 Posted: 27 Aug 2023
Tomonori Yuyama, Yusuke Ikeno, Shuran Zhang, Shin’ichiro Matsuo and James Angel
Georgetown University, Trust Base Co Ltd, Georgetown University - McDonough School of Business, Georgetown University - McDonough School of Business and Georgetown University - McDonough School of Business
Downloads 105 (489,563)

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Crypto-asset, Bitcoin, Portfolio strategy, Volatility control strategy, Volatility target, 1/N, Markovitz, Black-Litterman, Risk parity

5.

Will the collapse of the crypto-asset market also lead to the collapse of the stock market?

Number of pages: 13 Posted: 30 Mar 2023 Last Revised: 15 Mar 2024
Tomonori Yuyama, Masato Yamanaka, Shuran Zhang, Shin’ichiro Matsuo and James Angel
Georgetown University, Georgetown University, Georgetown University, Georgetown University - McDonough School of Business and Georgetown University - McDonough School of Business
Downloads 64 (656,844)

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Crypto-asset, Bitcoin, Correlation, Spillover effects, Specific risk

6.

Proposal of Principles of DeFi Disclosure and Regulation

Study report of IKP (IAM, Privacy and Key Management)-WG, Blockchain Governance Initiative Network (BGIN), 2023 *The full paper can be downloaded from BGIN website (https://bgin-global.org/).
Posted: 25 May 2023 Last Revised: 31 May 2023
Tomonori Yuyama, Ken Katayama and Paul Brigner
Georgetown University, Nomura Research Institute, Ltd. and Independent

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DeFi, Disclosure, Regulation, Innovation trilemma, Token, DEX, AML/CFT