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