Tomonori Yuyama

Georgetown University

Visiting Scholar

37th and O Streets, N.W.

Washington, DC 20057

United States

  • Georgetown University

SCHOLARLY PAPERS

6

DOWNLOADS

785

SSRN CITATIONS

0

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 484 (98,897)

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

2.

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 127 (366,872)

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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

3.

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 103 (427,036)

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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

4.

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 May 2023
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 38 (709,239)

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

5.

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

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 33 (751,526)

Abstract:

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

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

Abstract:

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