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COVID-19 as Information Transmitter to Global Equity Markets: Evidence from CEEMDAN-Based Transfer Entropy Approach
16 references·4 citing·49 second hop
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References

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603 cited
  • 2002Analysing the information flow between financial time series448 cited
  • 2020How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques397 cited
  • Cited by

    • 2021Information Flow from COVID‐19 Pandemic to Islamic and Conventional Equities: An ICEEMDAN‐Induced Transfer Entropy Analysis68 cited
    • 2022Dynamic asymmetric connectedness in technological sectors26 cited
    • 2021Analysing the relationship between global REITs and exchange rates: Fresh evidence from frequency-based quantile regressions25 cited
    • 2022ICEEMDAN-Based Transfer Entropy between Global Commodity Classes and African Equities24 cited