Nyakurukwa, Kingstone - In: Organizations and markets in emerging economies 12 (2021) 2, pp. 353-376
Rényian transfer entropy estimates to establish the flow of information between the markets in tranquil periods as well as at … the tails of return distributions. The only significant Shannonian transfer entropy estimate was from Johannesburg Stock … the other hand. However, the magnitudes of the effective transfer entropy values are relatively low, showing that there …
