An analysis of arbitrage and cointegration based pairs trading in the cryptocurrency market
Furlan, Alessandro (A.A. 2017/2018) An analysis of arbitrage and cointegration based pairs trading in the cryptocurrency market. Tesi di Laurea in Theory of finance, Luiss Guido Carli, relatore Nicola Borri, pp. 121. [Master's Degree Thesis]
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Abstract/Index
The cryptocurrency market. A glimpse of the distributed ledger technology. Arbitrage and pairs trading: literature review. Empirical analysis.
References
Bibliografia: pp. 93-98.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Theory of finance |
| Thesis Supervisor: | Borri, Nicola |
| Thesis Co-Supervisor: | Benigno, Pierpaolo |
| Academic Year: | 2017/2018 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 30 Jul 2019 07:52 |
| Last Modified: | 30 Jul 2019 07:52 |
| URI: | https://tesi.luiss.it/id/eprint/24313 |
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