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...
Guardado en:
Autores principales: | Petre Caraiani, Alexandru Vasile Lazarec |
---|---|
Formato: | article |
Lenguaje: | EN |
Publicado: |
MDPI AG
2021
|
Materias: | |
Acceso en línea: | https://doaj.org/article/094597d6a7df4404854fb17ee592e4d6 |
Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
-
Entropy-Based Behavioural Efficiency of the Financial Market
por: Emil Dinga, et al.
Publicado: (2021) -
On Conditional Tsallis Entropy
por: Andreia Teixeira, et al.
Publicado: (2021) -
A Method for Estimating the Entropy of Time Series Using Artificial Neural Networks
por: Andrei Velichko, et al.
Publicado: (2021) -
Thermodynamic Consistency of the Cushman Method of Computing the Configurational Entropy of a Landscape Lattice
por: Samuel A. Cushman
Publicado: (2021) -
Tight and Scalable Side-Channel Attack Evaluations through Asymptotically Optimal Massey-like Inequalities on Guessing Entropy
por: Andrei Tănăsescu, et al.
Publicado: (2021)