Opening Session

09:00 – 09:30

Arrival and Registration

09:30 – 09:45

Welcome Speech

09:45 – 10:30

Michael Kumhof (Bank of England)

The Macroeconomics of Central-Bank-Issued Digital Currencies

10:30 – 11:00

Coffee Break

Presentations: Morning Session

Chair: Michael Burda

11:00 – 11:30

Wolfgang Karl Härdle (HU Berlin)

Pricing Cryptocurrency options: with applications to CRIX

11:30 – 12:00

Jörg Osterrieder (ZHAW)

Cryptocurrencies – Not for the faint-hearted

12:00 – 12:30

Simon Trimborn (NUS)

Investing with cryptocurrencies - A liquidity constrained investment approach

13:00 – 14:00

Lunch

Presentations: Afternoon Session

Chair: Wolfgang Karl Härdle

14:00 – 14:30

Cathy YH Chen (HU Berlin)

Dynamic Topic Modelling and Crypto Fora

14:30 – 14:50

Ying Chen (NUS)

A sparse network autoregressive model for Cryptocurrencies

14:50 – 15:10

Shi Chen & Chong Liang (KIT)

Time-varying volatility estimation with high frequency Cryptocurrencies

15:10 – 15:30

Florian Tschorsch (TU Berlin/ Einstein Center Digital Future)

Towards a Distributed Route Selection for Payment Channel Networks

15:30 – 16:00

Coffe break

Presentations: Blockchain nights

Chair: Hermann Elendner

16:00 – 16:30

Nicolas Brand (Lakestar)

Blockchain technology, the tokenisation of the world and investing in the sector

16:30 – 16:50

Vytautas Karalevičius (SpectroCoin.com/ KU Leuven University )

The impact of blockchain technology for securities transaction lifecycle

16:50 – 17:10

Tobias Schulz (High-Tech Gründerfonds Management GmbH)

ICOs and what I learned from a Bitcoin Millionaire

17:10 – 17:30

Oliver Beige (Agnostic Consulting)

Just another database format? Why economists should pay attention to blockchains.

Opening Session II

Chair: Stefan Lessmann

09:00 – 09:30

Breakfast

09:30 – 10:00

Michael Burda (HU Berlin)

The Macroeconomics of Digital Currrencies in Broad Brushstrokes

10:00 – 10:30

Li Guo( SMU )

Understanding Latent Group Structure of Cryptocurrencies: Covariate-assisted Spectral Clustering for Dynamic Network

10:30 – 11:00

Tony Klein & Thomas Walther (TU Dresden)

Are Cryptocurrencies the New Gold? – A Portfolio-Based Analysis 

11:00 – 11:30

Coffee Break

Presentations: Morning Session II

Chair: Björn Scheuermann

11:30 – 12:00

Hermann Elendner (HU Berlin)

The resiliency of crypto currency markets

12:00 – 12:30

Paolo Giudici (University of Pavia)

What determines the price in cryptocurrency markets?

12:30 – 13:00

Anna Almosova (HU Berlin)

Costs of the Digital Currency Provision from the Macroeconomic Prospective

13:00 – 13:30

Coffee Break

Presentations: Blockchain nights

Chair: Simon Trimborn

16:00 – 16:30

Hao Cheng (SMU)

What drives Bitcoin?

13:50 – 14:10

Alla Petukhina (HU Berlin)

Risk-based asset allocation strategies in Crypto-currency market

14:10 – 14:30

Closing speech