D'Amico, Guglielmo; Regnault, Philippe; Scocchera, Stefania - In: International Journal of Financial Studies : open … 6 (2018) 3, pp. 1-16
In this paper, we apply information theory measures and Markov processes in order to analyse the inequality in the distribution of the financial risk in a pool of countries. The considered financial variables are sovereign credit ratings and interest rates of sovereign government bonds of...
