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Portfolio diversification with virtual currency : evidence from bitcoin

Guesmi, Khaled; Saadi, Samir; Abid, Ilyes; Ftiti, Zied - In: International review of financial analysis 63 (2019), pp. 431-437

Persistent link: https://www.econbiz.de/10012208197

Who trades bitcoin futures and why?

Ferko, Alex; Moin, Amani; Onur, Esen; Penick, Michael - In: Global finance journal 55 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014248644

How are Bitcoin forks related to Bitcoin?

Bazán-Palomino, Walter - In: Finance research letters 40 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10012819626

Bitcoin futures : an effective tool for hedging cryptocurrencies

Sebastião, Helder Miguel Correia Virtuoso; Godinho, … - In: Finance research letters 33 (2020), pp. 1-6

Persistent link: https://www.econbiz.de/10012430975

The effects of the introduction of Bitcoin futures on the volatility of Bitcoin returns

Kim, Wonse; Lee, Junseok; Kang, Kyungwon - In: Finance research letters 33 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012430906

Bitcoin volatility and the introduction of bitcoin futures : a portfolio construction approach

Bouteska, Ahmed; Harasheh, Murad - In: Finance research letters 57 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014513636

Is the introduction of futures responsible for the crash of Bitcoin?

Liu, Ruozhou; Wan, Shanfeng; Zhang, Zili; Zhao, Xuejun - In: Finance research letters 34 (2020), pp. 1-7

Persistent link: https://www.econbiz.de/10012436942

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 as a hedge against the American dollar in the short-term. Bitcoin thereby …

Persistent link: https://www.econbiz.de/10011347560

Hedging bitcoin with other financial assets

Pal, Debdatta; Mitra, Subrata Kumar - In: Finance research letters 30 (2019), pp. 30-36

Persistent link: https://www.econbiz.de/10012420183

Holding Bitcoin longer : the dynamic hedging abilities of Bitcoin

Chan, Wing Hong; Le, Minh; Wu, Yan Wendy - In: The quarterly review of economics and finance : journal … 71 (2019), pp. 107-113

Persistent link: https://www.econbiz.de/10012175814

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