Impact of Monetary Policy on Financial Markets Efficiency under Speculative Bubbles: a Non-Normal and Non-Linear Entropy-based Approach
This paper examines, through the concept of mutual information based on Shannon’s entropy, the impact of monetary policy on the loss of efficiency in the financial markets due to speculative bubbles. The proposed information measure is useful to quantify the efficiency with which stock markets respo...
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| Publicat a: | Análisis Económico |
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| Autors principals: | , , |
| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
Universidad Autónoma Metropolitana
2019
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| Matèries: | |
| Accés en línia: | https://www.redalyc.org/articulo.oa?id=41360954008 https://www.redalyc.org/journal/413/41360954008/ https://www.redalyc.org/journal/413/41360954008/html/ https://www.redalyc.org/journal/413/41360954008/41360954008.epub https://www.redalyc.org/journal/413/41360954008/movil |
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