Konu "Adaptive FIGARCH" için İktisadi ve İdari Bilimler Fakültesi Koleksiyonu listeleme
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The impact of expected and unexpected events on Bitcoin price development: Introduction of futures market and COVID-19
(Elsevier Ltd, 2023)This study examines the impact of two critical events, the introduction of Bitcoin futures and the COVID-19 pandemic, on Bitcoin's returns and volatility. We find that the inception of Bitcoin futures (positively) impacts ...