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Year
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
362019
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
132019
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
52020
Market efficiency of the bitcoin exchange rate: Evidence from co-integration tests
Z Nan, T Kaizoji
Available at SSRN 3179981, 2017
22017
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
2020
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