What is the expected return on Bitcoin? : extracting the term structure of returns from options prices
Sean Foley, Simeng Li, Hamish Malloch, Jiri Svec
| Year of publication: |
2022
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| Authors: | Foley, Sean ; Li, Simeng ; Malloch, Hamish ; Svec, Jiri |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 210.2022, p. 1-4
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| Subject: | Bitcoin | Cryptocurrency | Expected return | Term structure | Risk premium | Risikoprämie | Virtuelle Währung | Virtual currency | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income | Optionspreistheorie | Option pricing theory | Erwartungsbildung | Expectation formation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2021.110196 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013171301