Hedging cryptos with Bitcoin futures
The introduction of derivatives on Bitcoin enables investors to hedge risk exposures in cryptocurrencies. Because of volatility swings and jumps in cryptocurrency prices, the traditional variance-based approach to obtain hedge ratios may not be suitable for hedgers. In this work, we consider two ext...
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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2023
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/skbi/35 https://ink.library.smu.edu.sg/context/skbi/article/1034/viewcontent/Hedging_cryptos_with_Bitcoin_futures.pdf |
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| Institution: | Singapore Management University |
| Language: | English |