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CRIX or evaluating blockchain based currencies
Härdle, Wolfgang; Trimborn, Simon - 2015
More and more companies start offering digital payment systems. Smartphones evolve to a digital wallet such that it seems like we are about to enter the era of digital finance. In fact we are already inside an digital economy. The market of e-x (x = "finance", "money", "book", you name it . . ....
Persistent link: https://www.econbiz.de/10011349496
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Proof-of-work blockchains and settlement finality : a functional interpretation
Wandhöfer, Ruth; Berndsen, Ron - In: The journal of financial market infrastructures 7 (2019) 4, pp. 71-104
Persistent link: https://www.econbiz.de/10012104994
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Inter-markets volatility spillover in U.S. bitcoin and financial markets
Qarni, Muhammad Owais; Gulzar, Saqib; Fatima, Syeda Tamkeen - In: Journal of business economics and management 20 (2019) 4, pp. 694-714
insignificant effect on U.S. financial markets. This non-contagion nature of Bitcoin markets provides significant risk hedging and …This paper investigates the volatility spillover dynamics between U.S. Bitcoin and financial markets from July 19, 2010 … varying dynamics of volatility spillover among U.S. Bitcoin and financial markets. The findings of the study indicate the …
Persistent link: https://www.econbiz.de/10012175787
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Disentangling the relationship between Bitcoin and market attention measures
Figà-Talamanca, Gianna; Patacca, Marco - In: Journal of industrial and business economics 47 (2020) 1, pp. 71-91
Persistent link: https://www.econbiz.de/10012237349
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Asymmetric volatility of the US dollar index in the stock and cryptocurrency market during the Russia-Ukraine war
Velip, Suraj; Jambotkar, Mrunali - In: International journal of banking, accounting and … 14 (2024) 1, pp. 97-112
Persistent link: https://www.econbiz.de/10015057210
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A copula-based regime-switching GARCH model for optimal futures hedging
Lee, Hsiang-tai - In: The journal of futures markets 29 (2009) 10, pp. 946-972
Persistent link: https://www.econbiz.de/10003900947
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Measuring risk for large hedgers and large speculators' risk in major US futures markets
Gurrib, Ikhlaas - In: Journal of risk 12 (2009/10) 2, pp. 79-103
Persistent link: https://www.econbiz.de/10003924077
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Hedging with zero-value at risk hedge ratio
Hung, Jui-cheng; Chiu, Chien-liang; Lee, Mingchih - In: Applied financial economics 16 (2006) 3, pp. 259-269
Persistent link: https://www.econbiz.de/10003291892
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Relationships among US S&P500 stock index, its futures and NASDAQ index futures with volatility spillover and jump diffusion : modeling and hedging performance
Liu, Hsiang-Hsi; Lin, Yu-Cheng - In: Bulletin of applied economics 8 (2022) 1, pp. 121-148
Persistent link: https://www.econbiz.de/10013271045
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Return and volatility transmission between world-leading and Latin American stock markets : portfolio implications
Yousaf, Imran; Ali, Shoaib; Wong, Wing Keung - In: Journal of risk and financial management : JRFM 13 (2020) 7/148, pp. 1-19
This study uses the BEKK-GARCH model to examine the return-and-volatility spillover between the world-leading markets (USA and China) and four emerging Latin American stock markets over the global financial crisis of 2008 and the crash of the Chinese stock market of 2015. Regarding return...
Persistent link: https://www.econbiz.de/10012309325