Iceemdan-based transfer entropy between global commodity classes and african equities

HIGHLIGHTS

  • who: ICEEAN-Based Transfer Entropy between and collaborators from the Department of Finance, School of Business, CC-191-7613, University of Cape Coast, Cape Coast, Ghana have published the research: ICEEMDAN-Based Transfer Entropy between Global Commodity Classes and African Equities, in the Journal: Mathematical Problems in Engineering 400 0.05 0.00 -0.05 of 17/05/2022
  • what: The authors examine the information dynamics and equity markets to test their efficiency levels in a denoised approach. To provide evidence from the African context, the authors examine the information flow dynamics between African equities . . .

     

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