Transfer Entropy Granger Causality between News Indices and Stock Markets in U.S. and Latin America during the COVID-19 Pandemic

por Coronado, Semei, Martinez, Jose N., Gualajara, Victor, Rojas, Omar
Publicado 2022

Impact of the Global Fear Index (COVID-19 Panic) on the S&P Global Indices Associated with Natural Resources, Agribusiness, Energy, Metals, and Mining: Granger Causality and Shanno...

por Celso-Arellano, Pedro, Gualajara, Victor, Coronado, Semei, Martinez, Jose N., Venegas-Martínez, Francisco
Publicado 2023