Identifying Systemic Risks and Policy-Induced Shocks in Stock Markets by Relative Entropy

doi 10.3390/ecea-5-06689
Full Text
Abstract

Available in full text

Date
Authors
Publisher

MDPI

Related search

Identifying Fiscal Policy Shocks in Chile and Colombia

2006English

Identifying Monetary Policy Shocks via Changes in Volatility

Journal of Money, Credit and Banking
AccountingEconomicsEconometricsFinance
2008English

Monetary Policy and Stock Returns: Are Stock Markets Efficient?

1982English

The Policy Role in the Stock Markets

Theoretical Economics Letters
2012English

Credit Markets and the Propagation of Monetary Policy Shocks

SSRN Electronic Journal
2004English

Monetary Policy and Relative Price Shocks in South Africa and Other Inflation Targeters

IMF Working Papers
2008English

The Midas Paradox: Financial Markets, Government Policy Shocks, and the Great Depression

Choice Reviews Online
2016English

Effective Transfer Entropy Approach to Information Flow Between Exchange Rates and Stock Markets

Chaos, Solitons and Fractals
Nonlinear PhysicsApplied MathematicsStatisticalMathematicsAstronomyPhysics
2014English

U.S. Monetary Policy Surprises Transmission to European Stock Markets

International Journal of Monetary Economics and Finance
EconomicsEconometricsFinance
2018English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy