Effective transfer entropy to measure information flows in credit markets
Crossref DOI link: https://doi.org/10.1007/s10260-021-00614-1
Published Online: 2021-11-24
Published Print: 2022-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Caserini, Nicoló Andrea
Pagnottoni, Paolo https://orcid.org/0000-0002-0215-4092
Funding for this research was provided by:
Horizon 2020 Framework Programme (825215)
Text and Data Mining valid from 2021-11-24
Version of Record valid from 2021-11-24
Article History
Accepted: 10 November 2021
First Online: 24 November 2021