Information transmission between bitcoin derivatives and spot markets : high-frequency causality analysis with Fourier approximation
Year of publication: |
2021
|
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Authors: | Cagli, Efe Çaglar ; Mandacı, Pınar Evrım |
Published in: |
Economics and Business Letters : EBL. - Oviedo : Univ., ISSN 2254-4380, ZDB-ID 2708683-5. - Vol. 10.2021, 4, p. 394-402
|
Subject: | Bitcoin | Price Discovery | High-Frequency Data | Fourier approximation | Structural Shifts | Derivat | Derivative | Volatilität | Volatility | Theorie | Theory | Kointegration | Cointegration | Kausalanalyse | Causality analysis | Börsenkurs | Share price | Spotmarkt | Spot market |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.17811/ebl.10.4.2021.394-402 [DOI] hdl:11159/8482 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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