Liquidation, leverage and optimal margin in bitcoin futures markets
Year of publication: |
2021
|
---|---|
Authors: | Cheng, Zhiyong ; Deng, Jun ; Wang, Tianyi ; Yu, Mei |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 53.2021, 47, p. 5415-5428
|
Subject: | Bitcoin futures | generalized extreme value theory | leverage | liquidation | margin | Theorie | Theory | Kapitalstruktur | Capital structure | Derivat | Derivative | Liquidität | Liquidity | Betriebliche Liquidität | Corporate liquidity | Ausreißer | Outliers | Finanzmarktregulierung | Financial market regulation | Virtuelle Währung | Virtual currency |
-
Hedging with automatic liquidation and leverage selection on bitcoin futures
Alexander, Carol, (2023)
-
Liquidation, Leverage and Optimal Margin in Bitcoin Futures Markets
Cheng, Zhiyong, (2021)
-
The role of collateral in supporting liquidity
Baranova, Yuliya, (2016)
- More ...
-
Liquidation, Leverage and Optimal Margin in Bitcoin Futures Markets
Cheng, Zhiyong, (2021)
-
Arbitrage Opportunities and Efficiency Tests in Crypto Options
Alexander, Carol, (2023)
-
Overnight volatility, realized volatility, and option pricing
Wang, Tianyi, (2022)
- More ...