Using transfer entropy to measure information flows between financial markets

Studies in Nonlinear Dynamics and Econometrics

Volumn 17, Issue 1, 2013, Pages 85-102

  Dimpfl, Thomas ^a   Peter, Franziska Julia ^a  

^a UNIVERSITY OF TÜBINGEN   (Germany)

Author keywords

CDS; Credit risk; Entropy; Information flow; Non linear dynamics; Price discovery

Indexed keywords

EID: 84885110735     PISSN: 10811826     EISSN: 15583708     Source Type: Journal    
DOI: 10.1515/snde-2012-0044     Document Type: Article

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