Search Results - subject:"Futures trading activity"

Futures trading activity and the jump risk of spot market : evidence from the bitcoin market

Zhang, Chuanhai; Ma, Huan; Liao, Xiaosai - In: Pacific-Basin finance journal 78 (2023), pp. 1-21

Persistent link: https://www.econbiz.de/10014463770

The impacts of futures trading on volatility and volatility asymmetry of Bitcoin returns

Zhang, Chuanhai; Ma, Huan; Arkorful, Gideon Bruce; Peng, Zhe - In: International review of financial analysis 86 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014248982

Does Bitcoin futures trading reduce the normal and jump volatility in the spot market? : evidence from GARCH-jump models

Zhang, Chuanhai; Chen, Haicui; Peng, Zhe - In: Finance research letters 47 (2022) 2, pp. 1-9

Persistent link: https://www.econbiz.de/10013553852

Currency Futures and Currency Crises

Röthig, Andreas - 2004

futures trading activity and spot market turbulence is modelled using a VAR-GARCH approach for the exchange rates of Australia … relationship between currency futures trading activity and spot volatility. Moreover, in the case of four out of the total of five … currencies discussed in this paper, futures trading activity adds significantly to spot volatility. …

Persistent link: https://www.econbiz.de/10010262985

Currency futures and currency crises

Röthig, Andreas - Fachbereich Rechts- und Wirtschaftswissenschaften, … - 2004

Persistent link: https://www.econbiz.de/10008587213