A new vision about the influence of major stock markets in CEEC indices : a bidirectional dynamic analysis using transfer entropy
Year of publication: |
2022
|
---|---|
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 |
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