Bitcoin price volatility transmission between spot and futures markets
Year of publication: |
2024
|
---|---|
Authors: | Apostolakis, George N. |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier Science, ISSN 1057-5219, ZDB-ID 2029229-6. - Vol. 94.2024, Art.-No. 103251, p. 1-13
|
Subject: | Asymmetric effects | COVID-19 | Cryptocurrency | Russian-Ukrainian war | Volatility impulse responses |
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