Giver and the receiver: Understanding spillover effects and predictive power in cross-market Bitcoin prices

Mamata Parhi, Mark Gillaizeau, Rana Jayasekera, Ahmed Maaitah, Tapas Mishra, Eva Volokitina

    Research output: Contribution to journalArticlepeer-review

    18 Downloads (Pure)

    Abstract

    © 2019, Elsevier. The attached document (embargoed until 21/03/2021) is an author produced version of a paper published in INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS uploaded in accordance with the publisher’s self- archiving policy. The final published version (version of record) is available online at the link. Some minor differences between this version and the final published version may remain. We suggest you refer to the final published version should you wish to cite from it.
    Original languageEnglish
    Pages (from-to)86-104
    JournalInternational Review of Financial Analysis
    Volume63
    DOIs
    Publication statusPublished - 21 Mar 2019

    Cite this