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