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The impact of index futures crash risk on bitcoin futures returns and volatility

Chia-Hsien Tang1, Yen-Hsien Lee2, Ya-Ling Huang3

  • 1Economics and Management Department, Guangxi Minzu Normal University, Chongzuo, Guangxi, China.

Heliyon
|January 31, 2024
PubMed

Keywords:
Bitcoin futuresCOVID-19Crash riskIndex futuresReturns volatility

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