Price discovery in bitcoin spot or futures during the Covid-19 pandemic? : Evidence from the time-varying parameter vector autoregressive model with stochastic volatility
Azhar Mohamad, Sarveshwar Kumar Inani
| Year of publication: |
2023
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|---|---|
| Authors: | Mohamad, Azhar ; Inani, Sarveshwar Kumar |
| Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 30.2023, 19, p. 2749-2757
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| Subject: | Bitcoin | Covid-19 | futures | Markov Chain Monte Carlo | price discovery | TVP-VAR | Coronavirus | VAR-Modell | VAR model | Markov-Kette | Markov chain | Volatilität | Volatility | Monte-Carlo-Simulation | Monte Carlo simulation | Börsenkurs | Share price | Schätzung | Estimation | Epidemie | Epidemic | Virtuelle Währung | Virtual currency | Wirkungsanalyse | Impact assessment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2022.2106030 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014368575