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...

Celý popis

Uložené v:

Podrobná bibliografia
Vydané v:	Entropy (Basel, Switzerland) Ročník 25; číslo 4; s. 630
Hlavní autori:	Warin, Thierry, Stojkov, Aleksandar
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Switzerland MDPI AG 07.04.2023 MDPI
Predmet:	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
On-line prístup:	Získať plný text
Tagy:	Pridať tag Žiadne tagy, Buďte prvý, kto otaguje tento záznam!

Buďte prvý, kto okomentuje tento záznam!