Impact of monetary policy on financial markets efficiency under speculative bubbles : a non-normal and non-linear entropy-based approach
Angélica Alonso-Rivera, Salvador Cruz-Aké, Francisco Venegas-Martínez
| Year of publication: |
2019
|
|---|---|
| Authors: | Alonso-Rivera, Angélica ; Cruz-Aké, Salvador ; Venegas-Martínez, Francisco |
| Subject: | Monetary policy | speculative bubbles | market efficiency | non-linear models | entropy | Spekulationsblase | Bubbles | Geldpolitik | Effizienzmarkthypothese | Efficient market hypothesis | Finanzmarkt | Financial market | Theorie | Theory | Entropie | Entropy | Spekulation | Speculation | Schätzung | Estimation |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012229558