Hedging capabilities of Bitcoin for Asian currencies
Year of publication: |
2022
|
---|---|
Authors: | Kinkyō, Takuji |
Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 27.2022, 2, p. 1769-1784
|
Subject: | Asian currencies | Bitcoin | hedge | stochastic volatility model | wavelet transform | Asien | Asia | Hedging | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Wechselkurs | Exchange rate | Zustandsraummodell | State space model | ARCH-Modell | ARCH model | US-Dollar | US dollar |
-
Estimating and forecasting generalized fractional long memory stochastic volatility models
Peiris, Shelton, (2017)
-
Daily exchange rate behaviour and hedging of currency risk
Bos, Charles S., (1999)
-
Daily exchange rate behaviour and hedging of currency risk
Bos, Charles S., (2001)
- More ...
-
Moving up the ladder : development challenges for low and middle-income Asia
Kabe, Shigesaburō, (2016)
-
Chen, Wang, (2019)
-
Random forests-based early warning system for bank failures
Tanaka, Katsuyuki, (2016)
- More ...