Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? : evidence from transfer entropy
Year of publication: |
2024
|
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Authors: | Tiwari, Aviral Kumar ; Jena, Sangram Keshari ; Abakah, Emmanuel Joel Aikins ; Yoon, Seong-min |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 56.2024, 2, p. 186-201
|
Subject: | effective transfer entropy | equity market | G7 countries | government bond market | Renyi transfer entropy | Transfer entropy | Schätzung | Estimation | Entropie | Entropy | Öffentliche Anleihe | Public bond | Aktienmarkt | Stock market | Börsenkurs | Share price | Finanzmarkt | Financial market | Rentenmarkt | Bond market | Öffentliche Sozialleistungen | Social security benefits |
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