Arben Imeraj

Technische Universität München (TUM)

Arcisstrasse 21

Munich, 80333

Germany

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1.

Introducing the BITIX: The Bitcoin Fear Gauge

Number of pages: 11 Posted: 13 May 2019 Last Revised: 16 May 2019
Carol Alexander and Arben Imeraj
University of Sussex Business School and Technische Universität München (TUM)
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Abstract:

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Bitcoin, BITIX, Cryptocurrency, Derivatives, ETHIX, Futures, Implied Volatility, Options, Variance Risk Premium, VIX