The effect of the launch of bitcoin futures on the cryptocurrency market: an economic efficiency approach
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The effect of the launch of bitcoin futures on the cryptocurrency market: an economic efficiency approach

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The effect of the launch of bitcoin futures on the cryptocurrency market: an economic efficiency approach

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dc.contributor.author Vidal Tomás, David
dc.contributor.author Ibáñez Escribano, Ana María
dc.contributor.author Farinós, José Emilio
dc.date.accessioned 2022-04-29T12:05:59Z
dc.date.available 2022-04-30T04:45:06Z
dc.date.issued 2021 es_ES
dc.identifier.uri https://hdl.handle.net/10550/82466
dc.description.abstract We analyze the economic efficiency of the cryptocurrency market after the launch of Bitcoin futures by means of the Data Envelopment Analysis and Malmquist Indexes. Our results show that the introduction of Bitcoin futures did not affect the economic efficiency of the cryptocurrency market. However, we observe that Bitcoin obtained the highest risk-return trade-off due to its liquidity compared to the rest of cryptocurrencies. Therefore, our paper underlines the support of investors on Bitcoin to the detriment of the rest of cryptocurrencies. es_ES
dc.language.iso en es_ES
dc.source Vidal-Tomás D, Ibáñez AM, Farinós JE. The Effect of the Launch of Bitcoin Futures on the Cryptocurrency Market: An Economic Efficiency Approach. Mathematics. 2021; 9(4):413. es_ES
dc.subject dea es_ES
dc.subject malmquist index es_ES
dc.subject cryptocurrency es_ES
dc.subject risk-return trade-off es_ES
dc.subject economic efficiency es_ES
dc.title The effect of the launch of bitcoin futures on the cryptocurrency market: an economic efficiency approach es_ES
dc.type info:eu-repo/semantics/article es_ES
dc.subject.unesco UNESCO::CIENCIAS ECONÓMICAS es_ES
dc.identifier.doi https://doi.org/10.3390/math9040413 es_ES
dc.accrualMethod S es_ES
dc.embargo.terms 0 days es_ES

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