Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? : evidence from transfer entropy
Aviral Kumar Tiwari, Sangram Keshari Jena, Emmanuel Joel Aikins Abakah and Seong-Min Yoon
| Year of publication: |
2024
|
|---|---|
| Authors: | Tiwari, Aviral Kumar ; Jena, Sangram Keshari ; Abakah, Emmanuel Joel Aikins ; Yoon, Seong-min |
| Subject: | effective transfer entropy | equity market | G7 countries | government bond market | Renyi transfer entropy | Transfer entropy | Entropie | Entropy | Öffentliche Anleihe | Public bond | Aktienmarkt | Stock market | Schätzung | Estimation | Rentenmarkt | Bond market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2023.2166896 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014439885