Bitcoin, VIX futures and CDS: a triangle for hedging the international equity portfolios
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DOI: 10.1108/ijoem-01-2020-0065
Abstract: PurposeIn this paper, our aim is to estimate the time varying correlations between Bitcoin, VIX futures and CDS indexes and to examine in what ways these assets can act as beneficial hedge and safe haven… read more here.
Keywords: vix futures; methodology; hand; futures cds ... See more keywords