Does Bitcoin dominate the price discovery of the Cryptocurrencies market? A time-varying information share analysis

Le Chang,Yanlin Shi;Le Chang;Yanlin Shi;

operations research letters 2020 Vol. 48 pp. 641-645

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shi2020operationsdoes

cryptocurrencies price discovery information share time-varying vecm

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10.1016/j.orl.2020.08.005

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