A CEEMDAN‐Based Entropy Approach Measuring Multiscale Information Flow between Macroeconomic Conditions and Stock Returns of BRICS

Emmanuel Asafo-Adjei; Anokye Mohammed Adam; Peterson Owusu Junior; Patrick Kwashie Akorsu; Clement Lamboi Arthur; A. Dionisio

doi:10.1155/2022/7871109

A CEEMDAN‐Based Entropy Approach Measuring Multiscale Information Flow between Macroeconomic Conditions and Stock Returns of BRICS

Emmanuel Asafo-Adjei, Anokye Mohammed Adam, Peterson Owusu Junior, Patrick Kwashie Akorsu, Clement Lamboi Arthur, A. Dionisio (Editor)

Global Development Institute

Research output: Contribution to journal › Article › peer-review

Original language	English
Journal	Complexity
DOIs	https://doi.org/10.1155/2022/7871109
Publication status	Published - Jan 2022

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title = "A CEEMDAN‐Based Entropy Approach Measuring Multiscale Information Flow between Macroeconomic Conditions and Stock Returns of BRICS",

author = "Emmanuel Asafo-Adjei and Adam, {Anokye Mohammed} and Junior, {Peterson Owusu} and Akorsu, {Patrick Kwashie} and Arthur, {Clement Lamboi} and A. Dionisio",

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AU - Akorsu, Patrick Kwashie

AU - Arthur, Clement Lamboi

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JO - Complexity

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A CEEMDAN‐Based Entropy Approach Measuring Multiscale Information Flow between Macroeconomic Conditions and Stock Returns of BRICS

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