The use of transfer entropy to analyse the comovements of European Union stock markets: a dynamical analysis in times of crises
Understanding the linkages among stock markets holds great importance for investors, policymakers and portfolio managers. When considering the integration of international stock markets and given they are complex systems, it is important to understand how they are related and how they influence eac...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universidade de Santiago de Compostela
2022-11-01
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| Series: | Revista Galega de Economía |
| Subjects: | |
| Online Access: | https://revistas.usc.gal/index.php/rge/article/view/8400 |