Nonlinear dynamics of Kimchi premium-Reference-Cited by-同舟云学术

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Nonlinear dynamics of Kimchi premium

Published:2024-06 Issue: Volume:135 Page:106726
ISSN:0264-9993
Container-title:Economic Modelling
language:en
Short-container-title:Economic Modelling

Author:

Seo Myung Hwan,Koo Bonsoo^ORCID,Yang Yangzhuoran Fin

Funder

Australian Research Council

Publisher

Elsevier BV

Reference31 articles.

1. Illiquidity and stock returns: cross-section and time-series effects;Amihud;J. Fin. Mark.,2002

2. Some stylized facts of the Bitcoin market;Bariviera;Physica A,2017

3. Detecting mean reversion in real exchange rates from a multiple regime STAR model;Bec;Ann. Econ. Stat.,2010

4. Investigating the dynamic relationship between cryptocurrencies and conventional assets: Implications for financial investors;Charfeddine;Econ. Model.,2020

5. Bitcoin microstructure and the Kimchi premium;Choi;SSRN Electron. J.,2018

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Modelling common bubbles in cryptocurrency prices;Economic Modelling;2024-10

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