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...
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| Auteurs principaux: | , |
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| Format: | article |
| Langue: | EN |
| Publié: |
MDPI AG
2021
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| Accès en ligne: | https://doaj.org/article/094597d6a7df4404854fb17ee592e4d6 |
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