Liquidation, leverage and optimal margin in bitcoin futures markets
Zhiyong Cheng, Jun Deng, Tianyi Wang and Mei Yu
| Year of publication: |
2021
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|---|---|
| Authors: | Cheng, Zhiyong ; Deng, Jun ; Wang, Tianyi ; Yu, Mei |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 53.2021, 47, p. 5415-5428
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| Subject: | Bitcoin futures | generalized extreme value theory | leverage | liquidation | margin | Kapitalstruktur | Capital structure | Virtuelle Währung | Virtual currency | Theorie | Theory | Derivat | Derivative | Finanzmarktregulierung | Financial market regulation | Betriebliche Liquidität | Corporate liquidity | Liquidität | Liquidity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2021.1922597 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012626891