An analysis of price discovery between Bitcoin futures and spot markets (Q2328515)
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scientific article; zbMATH DE number 7115351
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An analysis of price discovery between Bitcoin futures and spot markets |
scientific article; zbMATH DE number 7115351 |
Statements
An analysis of price discovery between Bitcoin futures and spot markets (English)
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10 October 2019
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Bitcoin
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information share
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price discovery
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cointegration
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permanent-transitory decomposition
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0.91203004
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0.87423325
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0.85601526
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0.8325497
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0.82899404
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0.8234114
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