Sovereign Bond Yield Differentials across Europe: A Structural Entropy Perspective
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DOI: 10.3390/e25040630
Abstract: This study uses structural entropy as a valuable method for studying complex networks in a macro-finance context, such as the European government bond market. We make two contributions to the empirical literature on sovereign bond… read more here.
Keywords: entropy perspective; finance; yield differentials; bond yield ... See more keywords