Zheng Nan

Zheng Nan

International Christian University - Mitaka / Japan
Economics & Econometrics / Economics
AD Scientific Index ID: 4769136
国際基督教大学
person_outline Zheng Nan's MOST POPULAR ARTICLES
1-) Market efficiency of the bitcoin exchange rate: Weak and semi-strong form tests with the spot, futures and forward foreign exchange ratesZ Nan, T KaizojiInternational Review of Financial Analysis 64, 273-281, 2019312019
2-) Bitcoin-based triangular arbitrage with the Euro/US dollar as a foreign futures hedge: modeling with a bivariate GARCH modelZ Nan, T KaizojiQuantitative Finance and Economics 3 (2), 347-365, 2019142019
3-) Time series analysis of ether cryptocurrency prices: Efficiency, predictability, and arbitrage on exchange ratesL Pichl, Z Nan, T KaizojiAdvanced studies of financial technologies and cryptocurrency markets, 183-196, 202062020
4-) Market efficiency of the bitcoin exchange rate: Evidence from co-integration testsZ Nan, T KaizojiAvailable at SSRN 3179981, 201752017
5-) The Optimal Foreign Exchange Futures Hedge on the Bitcoin Exchange Rate: An Application to the US Dollar and the EuroZ Nan, T KaizojiAdvanced Studies of Financial Technologies and Cryptocurrency Markets, 163-181, 202032020