Hedging bitcoin with other financial assets
Sign Up to like & getrecommendations! Published in 2019 at "Finance Research Letters"
DOI: 10.1016/j.frl.2019.03.034
Abstract: Abstract We compute optimal hedge ratios between bitcoin and other financial assets by using conditional volatility estimates of different GARCH models for a period over January 03, 2011 to February 19, 2018. Gold is found… read more here.
Keywords: bitcoin financial; finance; financial assets; hedging bitcoin ... See more keywords