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Optimal investment strategies under stochastic volatility : estimation and applications

Chiarella, Carl; Hsiao, Chih-ying - 2010

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The performance of model based option trading strategies

Eraker, Bjørn - In: Review of derivatives research 16 (2013) 1, pp. 1-23

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A note on Stein's overreaction puzzle

Lin, Yuehao; Lehnert, Thorsten - In: Decisions in economics and finance : a journal of … 43 (2020) 1, pp. 269-276

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Oil shocks and investor attention

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The impact of ECB’s Quantitative Easing on cryptocurrency markets during times of crisis

Aloui, Donia; Zouaoui, Riadh; Rachdi, Houssem; Guesmi, … - In: Research in international business and finance 69 (2024), pp. 1-10

In this paper, we investigate non-linear linkages between Bitcoin and the unconventional monetary policies of the European Central Bank (ECB). In particular, we examine whether a low-interest rate environment resulting from QE indirectly encourages investors to move towards Bitcoin. Using a...

Persistent link: https://www.econbiz.de/10015052228