Konu "Lead-Lag Relationship" için İktisadi ve İdari Bilimler Fakültesi Koleksiyonu listeleme
Toplam kayıt 1, listelenen: 1-1
-
The connectedness and risk spillovers between bitcoin spot and futures markets: evidence from intraday data
(Springer, 2022)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 ...