A new vision about the influence of major stock markets in CEEC indices : a bidirectional dynamic analysis using transfer entropy
Paulo Ferreira, Andreia Dionísio, Dora Almeida, Derick Quintino and Faheem Aslam
| Year of publication: |
2022
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|---|---|
| Authors: | Ferreira, Paulo ; Dionísio, Andreia Teixeira Marques ; Almeida, Dora ; Quintino, Derick ; Aslam, Faheem |
| Published in: |
Post-communist economies. - Basingstoke, Hants : Taylor & Francis, ISSN 1465-3958, ZDB-ID 1485001-1. - Vol. 34.2022, 2, p. 267-282
|
| Subject: | Bidirectional influence | Granger causality | net transfer entropy | transfer entropy | Entropie | Entropy | Kausalanalyse | Causality analysis | Theorie | Theory | Osteuropa | Eastern Europe |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14631377.2021.2006498 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013275621