Price discovery in bitcoin futures
Athanasios P. Fassas, Stephanos Papadamou, Alexandros Koulis
| Year of publication: |
2020
|
|---|---|
| Authors: | Fassas, Athanasios P. ; Papadamou, Stephanos ; Koulis, Alexandros |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 52.2020, p. 1-13
|
| Subject: | Bitcoin | Futures market | Information shares | Multivariate GARCH | Price discovery | Recursive cointegration analysis | Kointegration | Cointegration | Börsenkurs | Share price | Virtuelle Währung | Virtual currency | Derivat | Derivative | ARCH-Modell | ARCH model | Finanzmarktregulierung | Financial market regulation | Schätzung | Estimation | Rohstoffderivat | Commodity derivative | Futures | Informationsverbreitung | Information dissemination |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2019.101116 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012543280