Market efficiency of the bitcoin exchange rate: Weak and semi-strong form tests with the spot, futures and forward foreign exchange rates Z Nan, T Kaizoji International Review of Financial Analysis 64, 273-281, 2019 | 53 | 2019 |
Bitcoin-based triangular arbitrage with the Euro/US dollar as a foreign futures hedge: modeling with a bivariate GARCH model Z Nan, T Kaizoji Quantitative Finance and Economics 3 (2), 347-365, 2019 | 17 | 2019 |
Time series analysis of ether cryptocurrency prices: Efficiency, predictability, and arbitrage on exchange rates L Pichl, Z Nan, T Kaizoji Advanced studies of financial technologies and cryptocurrency markets, 183-196, 2020 | 7 | 2020 |
Market efficiency of the bitcoin exchange rate: Evidence from co-integration tests Z Nan, T Kaizoji Available at SSRN 3179981, 2017 | 4 | 2017 |
The Optimal Foreign Exchange Futures Hedge on the Bitcoin Exchange Rate: An Application to the US Dollar and the Euro Z Nan, T Kaizoji Advanced Studies of Financial Technologies and Cryptocurrency Markets, 163-181, 2020 | 2 | 2020 |
Investigating the Evolution of Bitcoin Markets: An Analysis From the Perspective of the USD/EUR Foreign Exchange Spot Market Z Nan, T Kaizoji JPS Conference Proceedings of Blockchain Kaigi 2023 (BCK23) 43, 2024 | | 2024 |
ビットコイン市場における通貨取引:⽶ ドル/ユーロペアに関する研究 Z Nan | | |