Information Flow between Bitcoin and Other Investment Assets

This paper studies the causal relationship between Bitcoin and other investment assets. We first test Granger causality and then calculate transfer entropy as an information-theoretic approach. Unlike the Granger causality test, we discover that transfer entropy clearly identifies causal interdepend...

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Detalles Bibliográficos
Autores principales: Jang, Sung Min, Yi, Eojin, Kim, Woo Chang, Ahn, Kwangwon
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2019
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7514459/
http://dx.doi.org/10.3390/e21111116

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7514459/
http://dx.doi.org/10.3390/e21111116

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