Inferring Dealer Networks in the Foreign Exchange Market Using Conditional Transfer Entropy: Analysis of a Central Bank Announcement.

Autor: Janczewski, Aleksander1,2 (AUTHOR) aleksander.janczewski@ing.com, Anagnostou, Ioannis1,3 (AUTHOR), Kandhai, Drona1,2,4 (AUTHOR)
Zdroj: Entropy. Sep2024, Vol. 26 Issue 9, p738. 24p.
Databáze: Academic Search Ultimate
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