Sovereign Bond Yield Differentials across Europe: A Structural Entropy Perspective

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 markets and entropy in complex networks. Firstly, our article contrib...

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Bibliographic Details
Main Authors: Thierry Warin, Aleksandar Stojkov
Format: Article
Language:English
Published: MDPI AG 2023-04-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/25/4/630