For the first time, Carol Alexander, Visiting Professor at Peking University HSBC Business School at Oxford & Professor of Finance at University of Sussex, presents her latest research on cryptocurrencies and their derivatives, covering:
- Echo the gecko and fix the CRIX
- Tether and Bitfinex issues
- Can profits still be made from exchange arbitrage?
- Introducing the BITIX – the bitcoin fear gauge
- Analysing crypto volatility and variance risk premium
- Have CBOE bitcoin futures prices led the spot-price decline?