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Corporate risk management : costs and benefits

Fatemi, Ali M.; Luft, Carl F. - In: Global finance journal 13 (2002) 1, pp. 29-38

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An empirical test of the commodity option pricing model using Ginnie Mae call options

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"Chicago mercantile exchange bitcoin futures : volatility, liquidity and margin"

Luft, Carl F.; Lee, Jin Man; Choi, Jin W. - In: Spoudai : journal of economics and business 69 (2019) 3, pp. 55-74

This paper explores empirically the behavior of the Chicago Mercantile Exchange (CME) bitcoin futures contract. The analysis focuses on the time period between the launch of the CME bitcoin futures contract on December 18, 2017, and September 17, 2018. The behavior of the bitcoin spot market and...

Persistent link: https://www.econbiz.de/10012172784