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Renyi entropy and mutual information measurement of market expectations and investor fear during the COVID-19 pandemic

The COVID-19 pandemic has seriously affected world economies. In this regard, it is expected that information level and sharing between equity, digital currency, and energy markets has been altered due to the pandemic outbreak. Specifically, the resulting twisted risk among markets is presumed to ri...

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Detalhes bibliográficos
Publicado no:Chaos Solitons Fractals
Main Authors: Lahmiri, Salim, Bekiros, Stelios
Formato: Artigo
Idioma:Inglês
Publicado em: Elsevier Ltd. 2020
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC7347498/
https://ncbi.nlm.nih.gov/pubmed/32834621
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.chaos.2020.110084
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