Synergistic Information Transfer in the Global System of Financial Markets
Abstract
1. Introduction
2. Data
3. Methods
3.1. Bivariate Granger Causality
3.2. Global Granger Causality
3.3. Partial Information Decomposition
4. Results
4.1. Pairwise and Global Granger Causality
4.2. Synergy
5. Discussion and Conclusions
Author Contributions
Funding
Conflicts of Interest
References
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Scagliarini, T.; Faes, L.; Marinazzo, D.; Stramaglia, S.; Mantegna, R.N. Synergistic Information Transfer in the Global System of Financial Markets. Entropy 2020, 22, 1000. https://doi.org/10.3390/e22091000
Scagliarini T, Faes L, Marinazzo D, Stramaglia S, Mantegna RN. Synergistic Information Transfer in the Global System of Financial Markets. Entropy. 2020; 22(9):1000. https://doi.org/10.3390/e22091000
Chicago/Turabian StyleScagliarini, Tomas, Luca Faes, Daniele Marinazzo, Sebastiano Stramaglia, and Rosario N. Mantegna. 2020. "Synergistic Information Transfer in the Global System of Financial Markets" Entropy 22, no. 9: 1000. https://doi.org/10.3390/e22091000
APA StyleScagliarini, T., Faes, L., Marinazzo, D., Stramaglia, S., & Mantegna, R. N. (2020). Synergistic Information Transfer in the Global System of Financial Markets. Entropy, 22(9), 1000. https://doi.org/10.3390/e22091000