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Impact of the Bitcoin futures introduction on the spot market

Malevez, Augustin
(2019)

Files

Malevez_37241300_2019.pdf
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  • Adobe PDF
  • 5.59 MB

Details

Supervisors
Petitjean, Mikael ; Desagre, Christophe
Faculty
Louvain School of Management
Degree label
Master [120] en ingénieur de gestion
Abstract
The goal of this thesis is to determine the impact of the futures introduction on the spot market. We would like to check if the introduction of CME and CBOE Bitcoin futures improves the underlying market by lowering volatility, transaction costs and increasing market liquidity. We used data from November 2017 to July 2018 to conduct our analysis and compared different periods.