Currency
- Deviations from Covered Interest Rate Parity: The Case of British Pound Sterling versus EuroFrank Lehrbass and Thamara Sandra SchusterThe Journal of Financial Data Science January 2021, 3 (1) 140-151; DOI: https://doi.org/10.3905/jfds.2020.1.050
- From Risk Factors to Networks: A Case Study on Interconnectedness Using Currency FundsGueorgui Konstantinov and Jonas RebmannThe Journal of Financial Data Science July 2019, 1 (3) 108-123; DOI: https://doi.org/10.3905/jfds.2019.1.3.108
- Operational Due Diligence on Cryptocurrency and Digital Asset FundsJason ScharfmanThe Journal of Alternative Investments December 2021, 24 (3) 44-50; DOI: https://doi.org/10.3905/jai.2021.1.146
- Modeling Price Dynamics, Optimal Portfolios, and Option Valuation for CryptoassetsYuan Hu, W. Brent Lindquist and Frank J. FabozziThe Journal of Alternative Investments June 2021, 24 (1) 75-93; DOI: https://doi.org/10.3905/jai.2021.1.133
- Initial Exchange Offerings: The Next Evolution in CryptocurrenciesMark AnsonThe Journal of Alternative Investments March 2021, 23 (4) 110-121; DOI: https://doi.org/10.3905/jai.2021.1.127
- Optimal Currency Hedging: Horizon MattersNelson Arruda, Alain Bergeron and Mark KritzmanThe Journal of Alternative Investments March 2021, 23 (4) 122-130; DOI: https://doi.org/10.3905/jai.2021.1.126
- The Bitcoin VIX and Its Variance Risk PremiumCarol Alexander and Arben ImerajThe Journal of Alternative Investments March 2021, 23 (4) 84-109; DOI: https://doi.org/10.3905/jai.2020.1.112
- Blockchain: Data Malls, Coin Economies, and Keyless PaymentsZura Kakushadze and Ronald P. RussoThe Journal of Alternative Investments June 2018, 21 (1) 8-16; DOI: https://doi.org/10.3905/jai.2018.21.1.008
- Cryptocurrency: A New Investment Opportunity?David LEE Kuo Chuen, Li Guo and Yu WangThe Journal of Alternative Investments December 2017, 20 (3) 16-40; DOI: https://doi.org/10.3905/jai.2018.20.3.016
- The Joint Dynamics of Hedge Fund Returns,
Illiquidity, and VolatilityJan WrampelmeyerThe Journal of Alternative Investments June 2012, 15 (1) 43-67; DOI: https://doi.org/10.3905/jai.2012.15.1.043
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