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by yoquan 1342 days ago
For a deeper look into stablecoin mechanism and performance of them during May 2022 event, I would recommend [1] which I think is much more interesting for curious readers.

[1] https://www.fdic.gov/analysis/cfr/bank-research-conference/a...

1 comments

The modeling of convenience yield looks way off. Some actors get way more utility; there’s an impact cost to purchasing large amounts; bounding utility by r makes no sense in real-world markets.