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Market connectedness : spillovers, information flow, and relative market entropy
Schmidbauer, Harald
;
Roesch, Angi
;
Uluceviz, Erhan
-
2013
-
Draft, this version: July 9, 2013
each day, to a
spillover
matrix
which can be readily interpreted as a network structure and summarized into the so …
Persistent link: https://www.econbiz.de/10010189573
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