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Anne Haubo Dyhrberg

Anne Haubo Dyhrberg

PhD Candidate

The University of Sydney
NSW 2006 Australia


Anne Haubo Dyhrberg is a PhD candidate at the University of Sydney. She graduated with a Master of Arts in Economics from University College Dublin with first class honours and has a Bachelor in International Business from Copenhagen Business School. Her main area of research is digital currencies, specifically investigating their market characteristics and financial capabilities compared to other existing assets. In published work Anne explored the hedging possibilities and asset similarities between bitcoin, gold and the dollar. Her PhD research will focus on further investigation of digital currencies in the space of market microstructure.

Thesis working title

An analysis of the possibilities in digital currencies

Anne's research will examine the capabilities of digital currencies in the space of market microstructure. The thesis will be looking specifically at dark pools, liquidity and market manipulation to identify the trading characteristics and the advantages and disadvantages of digital currencies compared to existing financial assets. Understanding the possibilities of digital currencies can have implications for risk management, hedging and foreign exchange and contribute to the wide array of research surrounding financial assets.

Supervisors: Sean Foley, Jiri Svec


Journal Article/s

Dyhrberg AHaubo 2016 'Bitcoin, gold and the dollar - a GARCH volatility analysis', Finance Research Letters, vol.16, pp. 85-92 [Link]

Dyhrberg AHaubo 2016 'Hedging capabilities of Bitcoin. Is it the virtual gold?', Finance Research Letters, vol.16, pp. 139-44 [Link]