A CEEMDAN-Based Entropy Approach Measuring Multiscale Information Flow between Macroeconomic Conditions and Stock Returns of BRICS.
Emmanuel Asafo-AdjeiAnokye M. AdamPeterson Owusu JuniorPatrick Kwashie AkorsuClement Lamboi ArthurPublished in: Complex. (2022)
Keyphrases
- information flow
- stock returns
- multiscale
- stock market
- information flows
- social networks
- panel data
- communication networks
- scale space
- image processing
- short term
- information security
- supply chain
- stock price
- financial markets
- developed countries
- flow graph
- chinese stock market
- cross sectional
- wavelet transform
- image segmentation
- x ray
- exchange rate
- financial time series