Reconstructing the Emergent Organization of Information Flows in International Stock Markets: A Computational Complex Systems Approach
Author:
Publisher
Springer Science and Business Media LLC
Subject
Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)
Link
https://link.springer.com/content/pdf/10.1007/s10614-022-10267-1.pdf
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3. Aloui, C., Hkiri, B., Lau, M. C. K., & Yarovaya, L. (2018). Information transmission across stock indices and stock index futures: International evidence using wavelet framework. Research in International Business and Finance, 44, 411–421.
4. Bae, K. H., Ozoguz, A., Tan, H., & Wirjanto, T. S. (2012). Do foreigners facilitate information transmission in emerging markets? Journal of Financial Economics, 105, 209–227.
5. Baumöhl, E., Kočenda, E., Lyócsa, S., & Výrost, T. (2018). Networks of volatility spillovers across stock markets. Physica a: Statistical Mechanics and Its Applications, 490, 1555–1574.
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