Can fiat currencies really hedge Bitcoin? : evidence from dynamic short-term perspective
Year of publication: |
2021
|
---|---|
Authors: | Majdoub, Jihed ; Ben Sassi, Salim ; Bejaoui, Azza |
Published in: |
Decisions in economics and finance : a journal of applied mathematics. - Milano : Springer Italia, ISSN 1129-6569, ZDB-ID 2023516-1. - Vol. 44.2021, 2, p. 789-816
|
Subject: | Bitcoin | Fiat currency | Hedging | Portfolio strategies | Dynamic perspective | Risk management | GARCH-type models | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikomanagement | Papierwährung | Fiat money |
-
Hedging with automatic liquidation and leverage selection on bitcoin futures
Alexander, Carol, (2023)
-
Chemkha, Rahma, (2021)
-
A view inside corporate risk management
Bodnar, Gordon M., (2019)
- More ...
-
Market dynamics, cyclical patterns and market states
Bejaoui, Azza, (2019)
-
Ben Slimane, Ikrame, (2019)
-
Volatility spillover and hedging effectiveness among China and emerging Asian Islamic equity indexes
Majdoub, Jihed, (2017)
- More ...