Giver and the receiver : understanding spillover effects and predictive power in cross-market Bitcoin prices
Marc Gillaizeau, Ranadeva Jayasekera, Ahmad Maaitah, Tapas Mishra, Mamata Parhi, Evgeniia Volokitina
| Year of publication: |
2019
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|---|---|
| Authors: | Gillaizeau, Marc ; Jayasekera, Ranadeva ; Maaitah, Ahmad ; Mishra, Tapas ; Parhi, Mamata ; Volokitina, Evgeniia |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 63.2019, p. 86-104
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| Subject: | Cross-market Bitcoin prices | Inefficiency | Prediction | Return and volatility spillovers | Uncertainty | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Virtuelle Währung | Virtual currency | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Preis | Price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2019.03.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012207422