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

Aleksander Janczewski, Ioannis Anagnostou, Drona Kandhai

Open source

DOI
10.3390/e26090738
Published
2024-08-29
Container
Entropy
Publisher
MDPI AG
Open access
unknown

Credibility signals

uncertain Score 64/100 under policy 1.0.0. This is a metadata assessment, not a judgment of the paper's conclusions.

Show all credibility signals

Cite this work

BibTeX

@article{allodium:10.3390/e26090738,
  title = {Inferring Dealer Networks in the Foreign Exchange Market Using Conditional Transfer Entropy: Analysis of a Central Bank Announcement},
  author = {Aleksander Janczewski and Ioannis Anagnostou and Drona Kandhai},
  year = {2024},
  journal = {Entropy},
  doi = {10.3390/e26090738},
  url = {https://doi.org/10.3390/e26090738}
}

RIS

TY  - JOUR
TI  - Inferring Dealer Networks in the Foreign Exchange Market Using Conditional Transfer Entropy: Analysis of a Central Bank Announcement
AU  - Aleksander Janczewski
AU  - Ioannis Anagnostou
AU  - Drona Kandhai
PY  - 2024
JO  - Entropy
DO  - 10.3390/e26090738
UR  - https://doi.org/10.3390/e26090738
ER  - 

APA

Janczewski, A., Anagnostou, I., & Kandhai, D. (2024). Inferring Dealer Networks in the Foreign Exchange Market Using Conditional Transfer Entropy: Analysis of a Central Bank Announcement. Entropy. https://doi.org/10.3390/e26090738

Source records