Price discovery in bitcoin spot or futures during the Covid-19 pandemic? Evidence from the time-varying parameter vector autoregressive model with stochastic volatility.

Autor: Mohamad, Azhar1 (AUTHOR) dr@azharmohamad.asia, Inani, Sarveshwar Kumar2 (AUTHOR)
Zdroj: Applied Economics Letters. 2023, Vol. 30 Issue 19, p2749-2757. 9p. 4 Charts, 4 Graphs.
Databáze: Business Source Ultimate
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