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Search: subject:"Effective transfer entropy"
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Entropie
4
Entropy
4
Effective transfer entropy
3
effective transfer entropy
3
African stock markets
2
Aktienmarkt
2
Börsenkurs
2
Estimation
2
Information dissemination
2
Informationsverbreitung
2
Rényi transfer entropy
2
Schätzung
2
Share price
2
Stock market
2
economic policy uncertainty
2
Africa
1
Afrika
1
Bond market
1
Brent
1
Cryptocurrencies
1
Economic policy
1
Economics of information
1
Energiemarkt
1
Energy market
1
G7 countries
1
Information flow
1
Information transmission
1
Informationsökonomik
1
LUNA
1
Public bond
1
Rentenmarkt
1
Renyi transfer entropy
1
Spillover effect
1
Spillover-Effekt
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Stablecoins
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Terra
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Theorie
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Theory
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Transfer entropy
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UST
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Adam, Anokye M.
2
Abakah, Emmanuel Joel Aikins
1
Alali, Fatih
1
Ben Rhouma, Oussama
1
Benkraiem, Ramzi
1
Ghabri, Yosra
1
Guesmi, Khaled
1
Jena, Sangram Keshari
1
Lee, Jaewook
1
Lee, Seungju
1
Lee, Yunyoung
1
Rabah Gana, Marjene
1
Sensoy, Ahmet
1
Sensoy, Sadri
1
Sobaci, Cihat
1
Tiwari, Aviral Kumar
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Yoon, Seong-min
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Research Department, Borsa İstanbul
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Applied economics
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Finance research letters
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International review of financial analysis
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Journal of Open Innovation: Technology, Market, and Complexity
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Journal of open innovation : technology, market, and complexity
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ECONIS (ZBW)
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Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? : evidence from transfer entropy
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Abakah, …
- In:
Applied economics
56
(
2024
)
2
,
pp. 186-201
Persistent link: https://www.econbiz.de/10014439885
Saved in:
2
Dissecting the Terra-LUNA crash : evidence from the spillover effect and information flow
Lee, Seungju
;
Lee, Jaewook
;
Lee, Yunyoung
- In:
Finance research letters
53
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014472335
Saved in:
3
Susceptibility of stock market returns to international economic policy: Evidence from
effective
transfer
entropy
of Africa with the implication for open innovation
Adam, Anokye M.
- In:
Journal of Open Innovation: Technology, Market, and …
6
(
2020
)
3
,
pp. 1-13
2020, using the Rényi
effective
transfer
entropy
. International economic policy uncertainty transmits significant …
Persistent link: https://www.econbiz.de/10012620380
Saved in:
4
Susceptibility of stock market returns to international economic policy : evidence from
effective
transfer
entropy
of Africa with the implication for open innovation
Adam, Anokye M.
- In:
Journal of open innovation : technology, market, and …
6
(
2020
)
3/71
,
pp. 1-13
2020, using the Rényi
effective
transfer
entropy
. International economic policy uncertainty transmits significant …
Persistent link: https://www.econbiz.de/10012265507
Saved in:
5
Information transmission among energy markets, cryptocurrencies, and stablecoins under pandemic conditions
Ghabri, Yosra
;
Ben Rhouma, Oussama
;
Rabah Gana, Marjene
; …
- In:
International review of financial analysis
82
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013431233
Saved in:
6
Effective
Transfer
Entropy
Approach To Information Flow Between Exchange Rates And Stock Markets
Sensoy, Ahmet
;
Sobaci, Cihat
;
Sensoy, Sadri
;
Alali, Fatih
-
Research Department, Borsa İstanbul
-
2014
countries by the novel concept of
effective
transfer
entropy
(an alternative non-linear causality measure) with symbolic …
Persistent link: https://www.econbiz.de/10011148612
Saved in:
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