Dynamics of Information Flow between the Chinese A-Share Market and the U.S. Stock Market: From the 2008 Crisis to the COVID-19 Pandemic Period
The relationship between the Chinese market and the US market is widely concerned by researchers and investors. This paper uses transfer entropy and local random permutation (<inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semanti...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-08-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/24/8/1102 |