The connectedness and risk spillovers between bitcoin spot and futures markets: evidence from intraday data

This paper examines the dynamic relation between Bitcoin spot and futures markets during the Covid-19 pandemic. Using hourly data from 2020 combined with quantile impulse response analysis and predictability in the distribution test, we attempt to ascertain whether spot or futures markets lead in th...

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Detalles Bibliográficos
Autores principales: Cevik, Emrah Ismail, Gunay, Samet, Bugan, Mehmet Fatih, Dibooglu, Sel
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2022
Materias:
Original Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9476405/
https://www.ncbi.nlm.nih.gov/pubmed/36124051
http://dx.doi.org/10.1007/s10479-022-04971-2

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9476405/
https://www.ncbi.nlm.nih.gov/pubmed/36124051
http://dx.doi.org/10.1007/s10479-022-04971-2

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