Sovereign Bond Yield Differentials across Europe: A Structural Entropy Perspective

This study uses structural entropy as a valuable method for studying complex networks in a macro-finance context, such as the European government bond market. We make two contributions to the empirical literature on sovereign bond markets and entropy in complex networks. Firstly, our article contrib...

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Veröffentlicht in:	Entropy (Basel, Switzerland) Jg. 25; H. 4; S. 630
Hauptverfasser:	Warin, Thierry, Stojkov, Aleksandar
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Switzerland MDPI AG 07.04.2023 MDPI
Schlagworte:	Bond markets Capital market Central banks Economic crisis Entropy EU membership Euromarkets European capital markets Eurozone Federal Reserve monetary policy Finance Government bonds Interest rates International finance Investigations Macroeconomics Monetary unions Securities markets sovereign bonds Sovereign debt Stochastic models structural entropy Eastern Europe Germany Europe European capital markets sovereign bonds structural entropy
ISSN:	1099-4300, 1099-4300
Online-Zugang:	Volltext
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