Bitcoin futures -- what use are they?

DOI10.1016/j.econlet.2018.07.031zbMath1406.91438OpenAlexW2887817809WikidataQ120498535 ScholiaQ120498535MaRDI QIDQ1629615

Maurice Peat, Shaen Corbet, Brian M. Lucey, Samuel A. Vigne

Publication date: 12 December 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2018.07.031

zbMATH Keywords

volatilitycurrenciesfutures marketscryptocurrenciesBitcoinspeculative assets

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (10)

Asymmetric volatility in cryptocurrencies ⋮ Price discovery between bitcoin spot markets and exchange traded products ⋮ Assessing the accuracy of exponentially weighted moving average models for Value-at-Risk and Expected Shortfall of crypto portfolios ⋮ Hedging cryptos with Bitcoin futures ⋮ The Speculative (In)Efficiency of the CME Bitcoin Futures Market ⋮ Optimal bitcoin trading with inverse futures ⋮ Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin ⋮ Price discovery in US money market benchmarks: LIBOR vs. SOFR ⋮ Blockchain and cryptocurrencies: economic and financial research ⋮ The destabilising effects of cryptocurrency cybercriminality

Uses Software

• cpm

Cites Work

• Speculative bubbles in bitcoin markets? An empirical investigation into the fundamental value of bitcoin

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