The impact of bitcoin futures trading on cryptocurrency spot prices
This research examines the impact of Bitcoin futures trading on six different cryptocurrencies spot prices using EGARCH. Additionally, this research examines the existence of leverage effect and symmetric effect in the event of an unanticipated price movement by conducting a time-varying analysis fo...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
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2022
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| Online Access: | https://eprints.nottingham.ac.uk/66609/ |