Information transmission between bitcoin derivatives and spot markets : high-frequency causality analysis with Fourier approximation

Efe Caglar Cagli, Pinar Evrim Mandaci

Year of publication:	2021
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 \| Virtuelle Währung \| Virtual currency \| Kausalanalyse \| Causality analysis \| Volatilität \| Volatility \| Theorie \| Theory \| Finanzmarkt \| Financial market \| Spotmarkt \| Spot market

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