Exchange rate volatility connectedness during Covid-19 outbreak : DECO-GARCH and Transfer Entropy approaches
Ngo Thai Hung, Linh Thi My Nguyen, Xuan Vinh Vo
| Year of publication: |
2022
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|---|---|
| Authors: | Ngo Thai Hung ; Nguyen Linh Thi My ; Vo Xuan Vinh |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 81.2022, p. 1-18
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| Subject: | Covid-19 outbreak | DECO | Exchange rate | Transfer entropy | Wechselkurs | Coronavirus | Entropie | Entropy | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2022.101628 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013533345