Effective transfer entropy to measure information flows in credit markets (Q2082476)
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scientific article; zbMATH DE number 7596119
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Effective transfer entropy to measure information flows in credit markets |
scientific article; zbMATH DE number 7596119 |
Statements
Effective transfer entropy to measure information flows in credit markets (English)
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4 October 2022
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risk management
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price discovery
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transfer entropy
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bond market
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credit default swap
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credit risk
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