The impact of the financial crisis on transatlantic information flows: An intraday analysis

Journal of International Financial Markets, Institutions and Money

Volumn 31, Issue 1, 2014, Pages 1-13

  Dimpfl, Thomas ^a   Peter, Franziska J ^a  

^a UNIVERSITY OF TÜBINGEN   (Germany)

Author keywords

Financial crisis; Information flows; R nyi transfer entropy; Stock market indices; Transatlantic information transmission

Indexed keywords

EID: 84897938313     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.intfin.2014.03.004     Document Type: Article

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