Dissecting the Terra-LUNA crash : evidence from the spillover effect and information flow
Seungju Lee, Jaewook Lee, Yunyoung Lee
| Year of publication: |
2023
|
|---|---|
| Authors: | Lee, Seungju ; Lee, Jaewook ; Lee, Yunyoung |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 53.2023, p. 1-12
|
| Subject: | Effective transfer entropy | Information flow | LUNA | Spillover effect | Terra | UST | Spillover-Effekt | Informationsverbreitung | Information dissemination | Theorie | Theory | Entropie | Entropy | Börsenkurs | Share price | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2022.103590 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014472335