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Bitcoin, gold and the dollar : a GARCH volatility analysis
Dyhrberg, Anne Haubo - 2015
This paper sets out to explore the hedging capabilities of bitcoin by applying the asymmetric GARCH methodology used in investigation of gold. The results show that bitcoin can clearly be used as a hedge against stocks in the Financial Times Stock Exchange Index. Additionally bitcoin can be used...
Persistent link: https://www.econbiz.de/10011347560
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Hedging capabilities of bitcoin : is it the virtual gold?
Dyhrberg, Anne Haubo - 2015
This paper sets out to explore the hedging capabilities of bitcoin by applying the asymmetric GARCH methodology used in investigation of gold. The results show that bitcoin can clearly be used as a hedge against stocks in the Financial Times Stock Exchange Index. Additionally bitcoin can be used...
Persistent link: https://www.econbiz.de/10011348399
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Hedging, speculation, and investment in balance-sheet triggered currency crises
Röthig, Andreas; Semmler, Willi; Flaschel, Peter - 2006
Persistent link: https://www.econbiz.de/10003325223
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The risk management of minimum return guarantees
Mahayni, Antje; Schlögl, Erik - 2003
Persistent link: https://www.econbiz.de/10002250900
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Hedging diffusion processes by local risk-minimisation with applications to index tracking
Cowell, David; Hassan, Nadima el; Kwon, Oh Kang - 2004
Persistent link: https://www.econbiz.de/10002253916
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Deep Quadratic Hedging
Gnoatto, Alessandro; Lavagnini, Silvia; Picarelli, Athena - 2022
Persistent link: https://www.econbiz.de/10013535748