Price Changes and Compound APYs
This dashboard aims to investigate whether there is a statistically significant relationship between token price volatility and borrowing rates on the Compound interest rate protocol. It tests the hypothesis that borrowing demand falls during periods of significant price volatility for fear of liquidations in overcollateralized loans, finding some evidence that this is the case. All commentary is as of June 5th, 2021. (Answer to Flipside Bounty #43)