Does Bitcoin dominate the price discovery of the Cryptocurrencies market? : a time-varying information share analysis
Le Chang, Yanlin Shi
| Year of publication: |
2020
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|---|---|
| Authors: | Chang, Le ; Shi, Yanlin |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 48.2020, 5, p. 641-645
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| Subject: | Cryptocurrencies | Information share | Price discovery | Time-varying VECM | Virtuelle Währung | Virtual currency | Börsenkurs | Share price | Informationsverbreitung | Information dissemination | Schätzung | Estimation | Kointegration | Cointegration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.orl.2020.08.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012303431