Does bitcoin dominate the price discovery of the cryptocurrencies market? A time-varying information share analysis (Q2661537): Difference between revisions
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| Property / DOI: 10.1016/j.orl.2020.08.005 / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/j.orl.2020.08.005 / rank | |||
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| Property / OpenAlex ID: W3080722761 / rank | |||
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| Property / cites work: Asymmetric volatility in cryptocurrencies / rank | |||
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| Property / cites work: Long memory interdependency and inefficiency in bitcoin markets / rank | |||
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| Property / cites work: Smooth coefficient estimation of a seemingly unrelated regression / rank | |||
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| Property / cites work: An analysis of price discovery between Bitcoin futures and spot markets / rank | |||
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| Property / DOI: 10.1016/J.ORL.2020.08.005 / rank | |||
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Latest revision as of 14:29, 19 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Does bitcoin dominate the price discovery of the cryptocurrencies market? A time-varying information share analysis |
scientific article |
Statements
Does bitcoin dominate the price discovery of the cryptocurrencies market? A time-varying information share analysis (English)
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7 April 2021
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cryptocurrencies
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price discovery
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information share
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time-varying VECM
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