Information transmission between bitcoin derivatives and spot markets : high-frequency causality analysis with Fourier approximation

Cagli, Efe Çaglar; Mandacı, Pınar Evrım

Please use this identifier to cite or link to this item: https://hdl.handle.net/11159/8482

Title:

Information transmission between bitcoin derivatives and spot markets : high-frequency causality analysis with Fourier approximation

Journal:

Economics and Business Letters

Authors:

Cagli, Efe Çaglar
Mandacı, Pınar Evrım

e-ISSN:

2254-4380

Document Type:

Article

Year of Publication:

2021

Open Content License:

Original URL:

https://reunido.uniovi.es/index.php/EBL/article/download/16436/14491/47448

Persistent Identifier of the first edition:

doi:10.17811/ebl.10.4.2021.394-402

Language:

English (eng)

Citation:

Cagli, Efe Çaglar/Mandacı, Pınar Evrım (2021). Information transmission between bitcoin derivatives and spot markets : high-frequency causality analysis with Fourier approximation. In: Economics and Business Letters 10 (4), S. 394 - 402.
https://reunido.uniovi.es/index.php/EBL/article/download/16436/14491/47448.
doi:10.17811/ebl.10.4.2021.394-402.

Appears in Collections:

Economics and Business Letters

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