Using transfer entropy to measure information flows between financial markets
Year of publication: |
2012
|
---|---|
Authors: | Dimpfl, Thomas ; Peter, Franziska Julia |
Publisher: |
Berlin : SFB 649, Economic Risk |
Subject: | Finanzmarkt | Financial market | Informationsverbreitung | Information dissemination | Entropie | Entropy | Kreditderivat | Credit derivative | Unternehmensanleihe | Corporate bond | Theorie | Theory | Europa | Europe | 2005-2011 |
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