Zheng Nan

Time Series Analysis of Ether Cryptocurrency Prices: Efficiency, Predictability, and Arbitrage on Exchange Rates

L. Pichl, Zheng Nan, T. Kaizoji, 2020 .

Market efficiency of the bitcoin exchange rate: Weak and semi-strong form tests with the spot, futures and forward foreign exchange rates

Zheng Nan, T. Kaizoji, 2019, International Review of Financial Analysis.

Market Efficiency of the Bitcoin Exchange Rate: Evidence From Co-Integration Tests

Zheng Nan, T. Kaizoji, 2017 .

Bitcoin-based triangular arbitrage with the Euro/U.S. dollar as a foreign futures hedge: modeling with a bivariate GARCH model

Taisei Kaizoji, Zheng Nan, Zheng Nan, 2019, Quantitative Finance and Economics.

The Optimal Foreign Exchange Futures Hedge on the Bitcoin Exchange Rate: An Application to the U.S. Dollar and the Euro

Zheng Nan, T. Kaizoji, 2020 .