The development of Bitcoin futures : exploring the interactions between cryptocurrency derivatives

Akyildirim, E., Corbet, S., Katsiampa, P. orcid.org/0000-0003-0477-6503 et al. (2 more authors) (2019) The development of Bitcoin futures : exploring the interactions between cryptocurrency derivatives. Finance Research Letters. ISSN 1544-6123

Abstract

Metadata

Authors/Creators:
Copyright, Publisher and Additional Information: © 2019 Elsevier. This is an author produced version of a paper subsequently published in Finance Research Letters. Uploaded in accordance with the publisher's self-archiving policy. Article available under the terms of the CC-BY-NC-ND licence (https://creativecommons.org/licenses/by-nc-nd/4.0/).
Keywords: Bitcoin; Cryptocurrencies; Futures markets; Volatility; Derivatives; Information share
Dates:
  • Accepted: 10 July 2019
  • Published (online): 10 July 2019
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Social Sciences (Sheffield) > Sheffield University Management School
Depositing User: Symplectic Sheffield
Date Deposited: 18 Sep 2019 09:44
Last Modified: 10 Jul 2020 00:38
Status: Published online
Publisher: Elsevier
Refereed: Yes
Identification Number: https://doi.org/10.1016/j.frl.2019.07.007

Share / Export

Statistics