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: | Azhar Mohamad, Sarveshwar Kumar Inani |
---|---|
Rok vydání: | 2022 |
Předmět: | |
Zdroj: | Applied Economics Letters. :1-9 |
ISSN: | 1466-4291 1350-4851 |
Databáze: | OpenAIRE |
Externí odkaz: |