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The connectedness and risk spillovers between bitcoin spot ..:
Çevik, Emrah İsmail
;
Günay, Samet
;
Buğan, Mehmet Fatih
.
Annals of Operations Research. , 2022
Link:
https://hdl.handle.net/20.500.11776/10806
RT Journal T1
The connectedness and risk spillovers between bitcoin spot and futures markets: evidence from intraday data
UL https://suche.suub.uni-bremen.de/peid=base-ftnamikkemaluniv:oai:acikerisim.nku.edu.tr:20.500.11776_10806&Exemplar=1&LAN=DE A1 Çevik, Emrah İsmail A1 Günay, Samet A1 Buğan, Mehmet Fatih A1 Dibooğlu, Sel PB Springer YR 2022 K1 Bitcoin Returns K1 Cryptocurrencies K1 Futures Markets K1 Risk Spillovers K1 Information Flows K1 Lead-Lag Relationship K1 Value-At-Risk K1 Price Discovery K1 Volatility Spillover K1 Index Futures K1 Stock K1 Exchange K1 Models K1 Determinants K1 Dependence JF Annals of Operations Research LK http://dx.doi.org/https://hdl.handle.net/20.500.11776/10806 DO https://hdl.handle.net/20.500.11776/10806 SF ELIB - SuUB Bremen
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