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Search: subject:"Time-varying VECM"
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Börsenkurs
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Cointegration
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Price discovery
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Time-varying VECM
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Operations research letters
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ECONIS (ZBW)
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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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2
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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3
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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