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  • Search: subject:"Effective transfer entropy"
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Year of publication
Subject
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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 1 Stablecoins 1 Terra 1 Theorie 1 Theory 1 Transfer entropy 1 UST 1
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Online availability
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Free 3 Undetermined 3 CC license 1
Type of publication
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Article 5 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4 Article 1
Language
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English 5 Undetermined 1
Author
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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 1 Yoon, Seong-min 1
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Institution
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Research Department, Borsa İstanbul 1
Published in...
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Applied economics 1 Finance research letters 1 International review of financial analysis 1 Journal of Open Innovation: Technology, Market, and Complexity 1 Journal of open innovation : technology, market, and complexity 1 Working Paper / Research Department, Borsa İstanbul 1
Source
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ECONIS (ZBW) 4 EconStor 1 RePEc 1
Showing 1 - 6 of 6
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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
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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
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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
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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:
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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
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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
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