2020•International Review of Financial AnalysisOpen access

What role do futures markets play in Bitcoin pricing? Causality, cointegration and price discovery from a time-varying perspective?

Yang Hu, Yang Hou, Les Oxley

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Key concepts: Price discovery, Futures contract, Cointegration, Granger causality, Economics, Financial economics, Normal backwardation, Spot contract

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What role do futures markets play in Bitcoin pricing? Causality, cointegration and price discovery from a time-varying perspective? — Research Paper | ScholarLens