{"title":"用转移熵衡量从金融市场到黄金市场的信息流：越南的证据","authors":"Thị Thùy Dương Trương","doi":"10.59276/jelb.2024.04.2639","DOIUrl":null,"url":null,"abstract":"Measuring the information flows between financial markets brings benefits for investors and policymakers. This study considers information flows from the US gold market, crude oil, Federal funds rate to the Vietnames gold market from 4th January, 2004 to 7th December, 2023 using transfer entropy. The data is collected from Fred.stlouisfed.org and World Gold Council. The results show that among examining factors US gold price has strongest impact on Vietnames gold, meanwhile, the gold market reacts more slowly the information from US crude oil market and Federal funds rate. The outcome provides a reference channel for investors to make decisions.","PeriodicalId":517624,"journal":{"name":"Tạp chí Kinh tế - Luật và Ngân hàng","volume":"72 7","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Measure the flow of information from financial markets to gold market by transfer entropy: Evidence from Vietnam\",\"authors\":\"Thị Thùy Dương Trương\",\"doi\":\"10.59276/jelb.2024.04.2639\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Measuring the information flows between financial markets brings benefits for investors and policymakers. This study considers information flows from the US gold market, crude oil, Federal funds rate to the Vietnames gold market from 4th January, 2004 to 7th December, 2023 using transfer entropy. The data is collected from Fred.stlouisfed.org and World Gold Council. The results show that among examining factors US gold price has strongest impact on Vietnames gold, meanwhile, the gold market reacts more slowly the information from US crude oil market and Federal funds rate. The outcome provides a reference channel for investors to make decisions.\",\"PeriodicalId\":517624,\"journal\":{\"name\":\"Tạp chí Kinh tế - Luật và Ngân hàng\",\"volume\":\"72 7\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2024-04-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Tạp chí Kinh tế - Luật và Ngân hàng\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.59276/jelb.2024.04.2639\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Tạp chí Kinh tế - Luật và Ngân hàng","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.59276/jelb.2024.04.2639","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Measure the flow of information from financial markets to gold market by transfer entropy: Evidence from Vietnam
Measuring the information flows between financial markets brings benefits for investors and policymakers. This study considers information flows from the US gold market, crude oil, Federal funds rate to the Vietnames gold market from 4th January, 2004 to 7th December, 2023 using transfer entropy. The data is collected from Fred.stlouisfed.org and World Gold Council. The results show that among examining factors US gold price has strongest impact on Vietnames gold, meanwhile, the gold market reacts more slowly the information from US crude oil market and Federal funds rate. The outcome provides a reference channel for investors to make decisions.
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