Role of hedging on crypto returns predictability : a new habit-based explanation
Year of publication: |
2023
|
---|---|
Authors: | Dunbar, Kwamie ; Owusu-Amoako, Johnson |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 55.2023, 2, p. 1-10
|
Subject: | Bitcoin futures | Financial market uncertainty | Hedging factor | Risk aversion | Hedging | Risiko | Risk | Virtuelle Währung | Virtual currency | Finanzmarkt | Financial market | Risikoaversion | Portfolio-Management | Portfolio selection | Theorie | Theory | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Derivat | Derivative |
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