Impact of monetary policy on financial markets efficiency under speculative bubbles : a non-normal and non-linear entropy-based approach
Year of publication: |
2019
|
---|---|
Authors: | Alonso-Rivera, Angélica ; Cruz-Aké, Salvador ; Venegas-Martínez, Francisco |
Published in: |
Análisis económico. - México, DF : [Verlag nicht ermittelbar], ISSN 2448-6655, ZDB-ID 2218011-4. - Vol. 34.2019, 86, p. 157-178
|
Subject: | Monetary policy | speculative bubbles | market efficiency | non-linear models | entropy | Geldpolitik | Spekulationsblase | Bubbles | Effizienzmarkthypothese | Efficient market hypothesis | Spekulation | Speculation | Finanzmarkt | Financial market | Theorie | Theory | Schätzung | Estimation | Entropie | Entropy |
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