Information Flow Between the Zimbabwe Stock Exchange and the Johannesburg Stock Exchange: A Transfer Entropy Approach
The purpose of this paper is to determine whether there was information flow between the stock markets of Zimbabwe and South Africa during the time the Zimbabwean economy was dollarized. The author used econophysics-based Shannonian and Rényian transfer entropy estimates to establish the flow of inf...
Guardado en:
| Autor principal: | |
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| Formato: | Artigo |
| Lenguaje: | Inglês |
| Publicado: |
Vilnius University Press
2021-12-01
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| Colección: | Organizations and Markets in Emerging Economies |
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| Acceso en línea: | https://www.zurnalai.vu.lt/omee/article/view/22716 |
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