The Optimal Foreign Exchange Futures Hedge on the Bitcoin Exchange Rate: An Application to the U.S. Dollar and the Euro (Q5148846)
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scientific article; zbMATH DE number 7306695
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Optimal Foreign Exchange Futures Hedge on the Bitcoin Exchange Rate: An Application to the U.S. Dollar and the Euro |
scientific article; zbMATH DE number 7306695 |
Statements
The Optimal Foreign Exchange Futures Hedge on the Bitcoin Exchange Rate: An Application to the U.S. Dollar and the Euro (English)
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5 February 2021
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bitcoin
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bitcoin exchange rate
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FX futures
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optimal hedge ratio
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VECM
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DCC GARCH
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