Information flow dynamics between geopolitical risk and major asset returns

We quantify information flows between geopolitical risk (GPR) and global financial assets such as equity, bonds, and commodities, with a focus on the Russian-Ukrainian conflict. We combine transfer entropy and the I-CEEMDAN framework to measure information flows at multi-term scales. Our empirical r...

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Detalles Bibliográficos
Autores principales: Umar, Zaghum, Bossman, Ahmed, Choi, Sun-Yong, Vo, Xuan Vinh
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2023
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10128946/
https://www.ncbi.nlm.nih.gov/pubmed/37098028
http://dx.doi.org/10.1371/journal.pone.0284811

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10128946/
https://www.ncbi.nlm.nih.gov/pubmed/37098028
http://dx.doi.org/10.1371/journal.pone.0284811

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