Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? evidence from transfer entropy-Reference-Cited by-同舟云学术

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Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? evidence from transfer entropy

Published:2023-01-19 Issue:2 Volume:56 Page:186-201
ISSN:0003-6846
Container-title:Applied Economics
language:en
Short-container-title:Applied Economics

Author:

Tiwari Aviral Kumar¹²^ORCID,Jena Sangram Keshari³,Abakah Emmanuel Joel Aikins⁴^ORCID,Yoon Seong-Min⁵^ORCID

Affiliation:

1. Indian Institute of Management Bodh Gaya, Bodh Gaya, India

2. Rajagiri Business School, Kochi, India

3. International Management Institute, Bhubaneswar, India

4. University of Ghana Business School, Accra-Ghana

5. Department of Economics, Pusan National University, Busan, Republic of Korea

Funder

Ministry of Education

National Research Foundation of Korea

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/00036846.2023.2166896

Reference50 articles.

1. The Relation between Granger Causality and Directed Information Theory: A Review

2. Smooth transition patterns in the realized stock–bond correlation

3. Term structures of asset prices and returns

4. The Determinants of Stock and Bond Return Comovements

5. Granger Causality and Transfer Entropy Are Equivalent for Gaussian Variables

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