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

The relationship between three different groups of COVID-19 news series and stock market volatility for several Latin American countries and the U.S. are analyzed. To confirm the relationship between these series, a maximal overlap discrete wavelet transform (MODWT) was applied to determine the spec...

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Detalles Bibliográficos
Autores principales: Coronado, Semei, Martinez, Jose N., Gualajara, Victor, Rojas, Omar
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9601440/
https://www.ncbi.nlm.nih.gov/pubmed/37420440
http://dx.doi.org/10.3390/e24101420

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9601440/
https://www.ncbi.nlm.nih.gov/pubmed/37420440
http://dx.doi.org/10.3390/e24101420

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