Hedging inflation expectations in the cryptocurrency futures market
Year of publication: |
2024
|
---|---|
Authors: | Liu, Jinan ; Valcarcel, Victor J. |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2165108-5. - Vol. 70.2024, Art.-No. 101205, p. 1-19
|
Subject: | Bitcoin futures | Cryptocurrencies | GARCH-in-Mean | Inflation expectations | Local projections | Structural VAR | Inflationserwartung | Virtuelle Währung | Virtual currency | Hedging | VAR-Modell | VAR model | Derivat | Derivative | Prognose | Forecast |
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