Detection of Information Flow in Major International Financial Markets by Interactivity Network Analysis

Abdelwahab Allali (), Amor Oueslati () and Abdelwahed Trabelsi ()

Asia-Pacific Financial Markets, 2011, vol. 18, issue 3, 319-344

Keywords: Time series; Frequency domain analysis; Graphical models; Partial directed coherence; Granger causality; Instantaneous causality; Global Markov properties; Information transmission; International financial market; VAR model (search for similar items in EconPapers)
Date: 2011
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://hdl.handle.net/10.1007/s10690-010-9133-1 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:kap:apfinm:v:18:y:2011:i:3:p:319-344

Ordering information: This journal article can be ordered from
http://www.springer.com/finance/journal/10690/PS2

DOI: 10.1007/s10690-010-9133-1

Access Statistics for this article

Asia-Pacific Financial Markets is currently edited by Jiro Akahori

More articles in Asia-Pacific Financial Markets from Springer, Japanese Association of Financial Economics and Engineering
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().