The impact of bitcoin futures trading on cryptocurrency spot prices

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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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Bibliographic Details
Main Author:	Sukumaran, Shankara
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2022
Subjects:	bitcoin cryptocurrency stock market leverage effect symmetric effect
Online Access:	https://eprints.nottingham.ac.uk/66609/

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