A temporal information transfer network approach considering federal funds rate for an interpretable asset fluctuation prediction framework-Reference-Cited by-同舟云学术

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A temporal information transfer network approach considering federal funds rate for an interpretable asset fluctuation prediction framework

Published:2024-11 Issue: Volume:96 Page:103562
ISSN:1059-0560
Container-title:International Review of Economics & Finance
language:en
Short-container-title:International Review of Economics & Finance

Author:

Choi Insu^ORCID,Kim Woo Chang

Publisher

Elsevier BV

Reference81 articles.

1. Situated information flow between food commodity and regional equity markets: An EEMD-based transfer entropy analysis;Agyei;Discrete Dynamics in Nature and Society,2022

2. Information flow between global financial market stress and African equity markets: An EEMD-based transfer entropy analysis;Armah;Heliyon,2023

3. A nonlinear approach to quantifying investor fear in stock markets of BRIC;Asafo-Adjei;Mathematical Problems in Engineering,2022

4. Granger causality and transfer entropy are equivalent for Gaussian variables;Barnett;Physical Review Letters,2009

5. The architecture of complex weighted networks;Barrat;Proceedings of the National Academy of Sciences,2004

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