A CEEMDAN-Based Entropy Approach Measuring Multiscale Information Flow between Macroeconomic Conditions and Stock Returns of BRICS
We model a mixture of asymmetric and nonlinear bidirectional and unidirectional causality between four macroeconomic variables (exchange rate, GDP, global economic policy uncertainty, and relative CPI) and stock returns of BRICS economies in the frequency-domain using the information flow theory. Th...
Na minha lista:
| Principais autores: | , , , , |
|---|---|
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Wiley
2022-01-01
|
| coleção: | Complexity |
| Acesso em linha: | http://dx.doi.org/10.1155/2022/7871109 |
| Tags: |
Sem tags, seja o primeiro a adicionar uma tag!
|