Flights-to-and-from-Quality with Islamic and Conventional Bonds in the COVID-19 Pandemic Era: ICEEMDAN-Based Transfer Entropy

We revisit the flight-to-quality (FTQ) and flight-from-quality (FFQ) occurrences vis-à-vis the stock-bond nexus across differing investment time scales in the COVID-19 era, using a novel technique hinged on a denoised frequency-domain transfer entropy. Our findings divulge that flights, both FTQ and...

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Bibliografische Detailangaben

Hauptverfasser:	Ahmed Bossman, Samuel Kwaku Agyei, Peterson Owusu Junior, Ellen Animah Agyei, Patrick Kwashie Akorsu, Edward Marfo-Yiadom, George Amfo-Antiri
Format:	Artigo
Sprache:	Inglês
Veröffentlicht:	Wiley 2022-01-01
Schriftenreihe:	Complexity
Online-Zugang:	http://dx.doi.org/10.1155/2022/1027495
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