Using Entropy to Evaluate the Impact of Monetary Policy Shocks on Financial Networks

We analyze the changes in the financial network built using the Dow Jones Industrial Average components following monetary policy shocks. Monetary policy shocks are measured through unexpected changes in the federal funds rate in the United States. We determine the changes in the financial networks...

Descripción completa

Guardado en:
Detalles Bibliográficos
Autores principales: Petre Caraiani, Alexandru Vasile Lazarec
Formato: article
Lenguaje:EN
Publicado: MDPI AG 2021
Materias:
Q
Acceso en línea:https://doaj.org/article/094597d6a7df4404854fb17ee592e4d6
Etiquetas: Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!