An analysis of price discovery between Bitcoin futures and spot markets
Burcu Kapar, Jose Olmo
| Year of publication: |
2019
|
|---|---|
| Authors: | Kapar, Burcu ; Olmo, Jose |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 174.2019, p. 62-64
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| Subject: | Bitcoin | Cointegration | Information share | Permanent-transitory decomposition | Price discovery | Kointegration | Virtuelle Währung | Virtual currency | Spotmarkt | Spot market | Börsenkurs | Share price | Theorie | Theory | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2018.10.031 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012121020