DeFi Protocols for Loanable Funds:Interest Rates, Liquidity and Market Efficiency

This repository contains the source code and data used for the paper: DeFi Protocols for Loanable Funds:Interest Rates, Liquidity and Market Efficiency, to be presented at the second ACM conference on Advances in Financial Technologies (AFT'20).

If you use this for an academic paper, we would be grateful if you could cite the following:

@misc{gudgeon2020defi,
    title={DeFi Protocols for Loanable Funds: Interest Rates, Liquidity and Market Efficiency},
    author={Lewis Gudgeon and Sam M. Werner and Daniel Perez and William J. Knottenbelt},
    year={2020},
    eprint={2006.13922},
    archivePrefix={arXiv},
    primaryClass={q-fin.GN}
}