Effective transfer entropy to measure information flows in credit markets (Q2082476)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7596119
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Effective transfer entropy to measure information flows in credit markets |
scientific article; zbMATH DE number 7596119 |
Statements
Effective transfer entropy to measure information flows in credit markets (English)
0 references
4 October 2022
0 references
risk management
0 references
price discovery
0 references
transfer entropy
0 references
bond market
0 references
credit default swap
0 references
credit risk
0 references
0 references
0 references
0 references
0 references
