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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| Autori principali: | , , , , , , |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
Wiley
2022-01-01
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| Serie: | Complexity |
| Accesso online: | http://dx.doi.org/10.1155/2022/1027495 |
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