人工智能事件和危险对人工智能主题的加密货币回报有影响吗？

IF 6.9 2区经济学 Q1 BUSINESS, FINANCE

Finance Research Letters Pub Date : 2025-01-08 DOI:10.1016/j.frl.2025.106777

Jying-Nan Wang , Hung-Chun Liu , Yuan-Teng Hsu

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引用次数: 0

摘要

是的!我们使用经合组织提供的人工智能事件和危害（AIIH）的新存储库。衡量人工智能系统的风险和危害，并调查它们对人工智能主题和非人工智能加密货币回报的影响。采用增强的GJR-GARCH模型，我们的结果表明，在ChatGPT-3.5推出之前，AIIH对两种加密货币的收益没有影响；然而，在ChatGPT推出后，aih对人工智能主题的加密货币回报产生了负面影响。此外，与经合组织人工智能原则相关的AI (i)透明度和可解释性，（ii）稳健性，安全性和安全性，或（iii）问责制，都会对以人工智能为主题的加密货币的回报产生负面影响。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Do AI incidents and hazards matter for AI-themed cryptocurrency returns?

Yes! We use a novel repository of AI incidents and hazards (AIIH) provided by OECD.AI to measure the risks and harms of AI systems and investigate their effects on returns of both AI-themed and non-AI cryptocurrencies. Employing an augmented GJR-GARCH model, our results show that AIIH has no effect on returns of the two types of cryptocurrencies before the launch of ChatGPT-3.5; however, after ChatGPT's launch, AIIH has a negative impact on AI-themed cryptocurrency returns. Furthermore, AIIHs associated with OECD AI principles (i) transparency and explainability, (ii) robustness, security and safety, or (iii) accountability, negatively affect returns of AI-themed cryptocurrencies.

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来源期刊

Finance Research Letters BUSINESS, FINANCE-

CiteScore

11.10

自引率

14.40%

发文量

863

期刊介绍： Finance Research Letters welcomes submissions across all areas of finance, aiming for rapid publication of significant new findings. The journal particularly encourages papers that provide insight into the replicability of established results, examine the cross-national applicability of previous findings, challenge existing methodologies, or demonstrate methodological contingencies. Papers are invited in the following areas: Actuarial studies Alternative investments Asset Pricing Bankruptcy and liquidation Banks and other Depository Institutions Behavioral and experimental finance Bibliometric and Scientometric studies of finance Capital budgeting and corporate investment Capital markets and accounting Capital structure and payout policy Commodities Contagion, crises and interdependence Corporate governance Credit and fixed income markets and instruments Derivatives Emerging markets Energy Finance and Energy Markets Financial Econometrics Financial History Financial intermediation and money markets Financial markets and marketplaces Financial Mathematics and Econophysics Financial Regulation and Law Forecasting Frontier market studies International Finance Market efficiency, event studies Mergers, acquisitions and the market for corporate control Micro Finance Institutions Microstructure Non-bank Financial Institutions Personal Finance Portfolio choice and investing Real estate finance and investing Risk SME, Family and Entrepreneurial Finance