Global ETD Search
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Showing 1 to 2 of 2 for “"Perpetual Futures"”.
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ARBITRAGE STRATEGIES IN PERPETUAL FUTURES AND STOCK INDEX FUTURES
… markets. The first part analyzes arbitrage in perpetual futures, which track underlying prices through a funding swap mechanism. We show that the clamping function embedded in the mechanism—previously overlooked in the literature—creates inherent no-arbitrage bounds that persist even in the …
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ESSAYS ON FINANCIAL MARKETS, NETWORKS, AND TECHNOLOGIES
… in the U.S. equity market; the market impact of perpetual contracts (perps), a financial innovation that has seen phenomenal trading volume in the cryptocurrency space; and the transactions between cryptocurrencies, stablecoin, and fiat currency in India. Chapter 1 investigates the network …