Examining interconnectedness between media attention and cryptocurrency markets : a transfer entropy story
Year of publication: |
2022
|
---|---|
Authors: | Neto, David |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 214.2022, p. 1-6
|
Subject: | Cryptocurrency | Financial contagion | Media attention | Transfer entropy |
-
Yijun, Wang, (2023)
-
Financial modelling, risk management of energy instruments and the role of cryptocurrencies
Huynh, Toan Luu Duc, (2020)
-
Information interdependence among energy, cryptocurrency and major commodity markets
Ji, Qiang, (2019)
- More ...
-
Testing and estimating time-varying elasticities of Swiss gasoline demand
Neto, David, (2012)
-
Moments structure of ℓ <Subscript>1</Subscript>-stochastic volatility models
Neto, David, (2012)
-
Neto, David, (2014)
- More ...