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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
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Is Bitcoin ready to be a widespread payment method? : using price volatility and setting strategies for merchants
Oprea, Simona-Vasilica; Georgescu, Irina; Bâra, Adela - In: Electronic commerce research 24 (2024) 2, pp. 1267-1305
Persistent link: https://www.econbiz.de/10015063300
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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
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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
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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 as a hedge against the American dollar in the short-term. Bitcoin thereby …
Persistent link: https://www.econbiz.de/10011347560
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What effect did the introduction of Bitcoin futures have on the Bitcoin spot market?
Jalan, Akanksha; Matkovskyy, Roman; Urquhart, Andrew - In: The European journal of finance 27 (2021) 13, pp. 1251-1281
Persistent link: https://www.econbiz.de/10012653090
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The impact of expected and unexpected events on Bitcoin price development : introduction of futures market and COVID-19
Cevik, Emrah Ismail; Gunay, Samet; Dibooglu, Sel; … - In: Finance research letters 54 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014472736
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Discovering interlinkages between major cryptocurrencies using high‑frequency data : new evidence from COVID‑19 pandemic
Yousaf, Imran; Ali, Shoaib - In: Financial innovation : FIN 6 (2020) 45, pp. 1-18
Through the application of the VAR-AGARCH model to intra-day data for three cryp-tocurrencies (Bitcoin, Ethereum, and … period and the COVID-19 period. We also estimate the optimal weights, hedge ratios, and hedging effectiveness during both … sample periods. We find that the return spillovers vary across the two periods for the Bitcoin-Ethereum, Bitcoin …
Persistent link: https://www.econbiz.de/10012317582
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Hedging cryptocurrency options
Matic, Jovanka Lili; Packham, Natalie; Härdle, Wolfgang - In: Review of derivatives research 26 (2023) 1, pp. 91-133
Persistent link: https://www.econbiz.de/10014266383
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Regime-dependent good and bad volatility of Bitcoin
Jha, Kislay Kumar; Baur, Dirk G. - In: Journal of risk and financial management : JRFM 13 (2020) 12/312, pp. 1-16
This paper analyzes high-frequency estimates of good and bad realized volatility of Bitcoin. We show that volatility …
Persistent link: https://www.econbiz.de/10012392557