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Understanding the latest trends in cryptocurrencies and their derivatives

Posted by on 04 June 2019
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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?

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