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Information Flow Analysis between EPU and Other Financial Time Series

We investigate the strength and direction of information flow among economic policy uncertainty (EPU), US imports and exports to China, and the CNY/US exchange rate by using the novel concept of effective transfer entropy (ETE) with a sliding window methodology. We verify that this new method can ca...

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Detalles Bibliográficos
Autor principal:	Yao, Can-Zhong
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	MDPI 2020
Materias:	Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7517218/ https://www.ncbi.nlm.nih.gov/pubmed/33286453 http://dx.doi.org/10.3390/e22060683

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