Transfer Entropy Granger Causality between News Indices and Stock Markets in U.S. and Latin America during the COVID-19 Pandemic.
Semei CoronadoJose N. MartinezVictor GualajaraOmar RojasPublished in: Entropy (2022)
Keyphrases
- stock market
- latin america
- granger causality
- financial news
- developing countries
- multivariate time series
- short term
- financial time series
- impulse response
- investment strategies
- stock price
- news articles
- electricity consumption
- mutual information
- financial data
- error correction
- stock exchange
- monetary policy
- functional connectivity
- stock index futures
- financial markets
- stock index