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Cabrales, Antonio; Gossner, Olivier; Serrano, Roberto - 2012

entropy from priors to posteriors, and it also connects naturally with a recent index of riskiness. -- informativeness … ; information transactions ; Kullback-Leibler divergence ; relative entropy ; decision under uncertainty ; investment ; Blackwell …

Persistent link: https://www.econbiz.de/10009633817

Anatomy of a financial crisis

Mishkin, Frederic S. - In: Journal of evolutionary economics : JEE 2 (1992) 2, pp. 115-130

Persistent link: https://www.econbiz.de/10001127983

Information theoretic approaches to income density estimation with an application to the U.S. income data

Park, Sung Y.; Bera, Anil K. - In: Journal of economic inequality 16 (2018) 4, pp. 461-486

Persistent link: https://www.econbiz.de/10012055124

Long-term recurrence patterns in the late 2000 economic crisis : evidences from entropy analysis of the Dow Jones index

Alvarez-Ramirez, Jose; Rodriguez, Eduardo - In: Technological forecasting & social change : an … 78 (2011) 8, pp. 1332-1344

Persistent link: https://www.econbiz.de/10009355351

Term structures of asset prices and returns

Backus, David; Boyarchenko, Nina; Chernov, Mikhail - 2016

We explore the term structures of claims to a variety of cash flows: U.S. government bonds (claims to dollars), foreign government bonds (claims to foreign currency), inflation-adjusted bonds (claims to the price index), and equity (claims to future equity indexes or dividends). Average term...

Persistent link: https://www.econbiz.de/10011457568