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  • Search: subject:"Time-varying VECM"
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Subject
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Börsenkurs 2 Cointegration 2 Estimation 2 Kointegration 2 Price discovery 2 Schätzung 2 Share price 2 Time-varying VECM 2 Virtual currency 2 Virtuelle Währung 2 Agrarmarkt 1 Agrarpreis 1 Agricultural commodity price 1 Agricultural market 1 Agricultural price 1 Australia 1 Australien 1 Bitcoin hardware efficiency 1 Commodity derivative 1 Commodity exchange 1 Commodity price 1 Cryptocurrencies 1 Efficient market hypothesis 1 Effizienzmarkthypothese 1 Electronic payment 1 Elektronisches Zahlungsmittel 1 Information dissemination 1 Information share 1 Informationsverbreitung 1 Market efficiency 1 Preis 1 Price 1 Production costs 1 Produktionskosten 1 Rohstoffderivat 1 Rohstoffpreis 1 Spot market 1 Spotmarkt 1 Threshold effect 1 Warenbörse 1
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Undetermined 2 Free 1
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Article 3
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Article in journal 3 Aufsatz in Zeitschrift 3
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English 3
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Chang, Le 1 Chen, Zhuo 1 Gottschalk, Sylvia 1 Kang, Hanwen 1 Liu, Liyu 1 Shi, Yanlin 1 Yan, Bo 1
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Operations research letters 1 Quantitative finance and economics 1 Review of economic design 1
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ECONIS (ZBW) 3
Showing 1 - 3 of 3
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Digital currency price formation : a production cost perspective
Gottschalk, Sylvia - In: Quantitative finance and economics 6 (2022) 4, pp. 669-695
Persistent link: https://www.econbiz.de/10013500694
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Asymmetric price adjustment and price discovery in spot and futures markets of agricultural commodities
Chen, Zhuo; Yan, Bo; Kang, Hanwen; Liu, Liyu - In: Review of economic design 27 (2023) 1, pp. 139-162
Persistent link: https://www.econbiz.de/10013489698
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Does Bitcoin dominate the price discovery of the Cryptocurrencies market? : a time-varying information share analysis
Chang, Le; Shi, Yanlin - In: Operations research letters 48 (2020) 5, pp. 641-645
Persistent link: https://www.econbiz.de/10012303431
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