Minimum-variance hedging of Bitcoin inverse futures
Jun Deng, Huifeng Pan, Shuyu Zhang and Bin Zou
| Year of publication: |
2020
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|---|---|
| Authors: | Deng, Jun ; Pan, Huifeng ; Zhang, Shuyu ; Zou, Bin |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 52.2020, 58, p. 6320-6337
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| Subject: | Bitcoin | futures | hedging effectiveness | risk management | Hedging | Risikomanagement | Risk management | Virtuelle Währung | Virtual currency | Derivat | Derivative | Futures | Rohstoffderivat | Commodity derivative | Warenbörse | Commodity exchange |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2020.1789549 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012415993