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

TY - JOUR

T1 - Giver and the receiver

T2 - Understanding spillover effects and predictive power in cross-market Bitcoin prices

AU - Parhi, Mamata

AU - Gillaizeau, Mark

AU - Jayasekera, Rana

AU - Maaitah, Ahmed

AU - Mishra, Tapas

AU - Volokitina, Eva

PY - 2019/3/21

Y1 - 2019/3/21

N2 - © 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.

AB - © 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.

U2 - 10.1016/j.irfa.2019.03.005

DO - 10.1016/j.irfa.2019.03.005

M3 - Article

SN - 1057-5219

VL - 63

SP - 86

EP - 104

JO - International Review of Financial Analysis

JF - International Review of Financial Analysis

ER -