Hedging cryptos with Bitcoin futures
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- Francis Liu & Natalie Packham & Meng-Jou Lu & Wolfgang Karl Härdle, 2023. "Hedging cryptos with Bitcoin futures," Quantitative Finance, Taylor & Francis Journals, vol. 23(5), pages 819-841, May.
References listed on IDEAS
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Cited by:
- Zuo Xiaorui & Chen Yao-Tsung & Härdle Wolfgang Karl, 2024. "Emoji driven crypto assets market reactions," Management & Marketing, Sciendo, vol. 19(2), pages 158-178.
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More about this item
Keywords
Cryptocurrencies; risk management; hedging; copulas;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CWA-2022-02-14 (Central and Western Asia)
- NEP-FMK-2022-02-14 (Financial Markets)
- NEP-HIS-2022-02-14 (Business, Economic and Financial History)
- NEP-PAY-2022-02-14 (Payment Systems and Financial Technology)
- NEP-RMG-2022-02-14 (Risk Management)
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