Using Entropy to Evaluate the Impact of Monetary Policy Shocks on Financial Networks

We analyze the changes in the financial network built using the Dow Jones Industrial Average components following monetary policy shocks. Monetary policy shocks are measured through unexpected changes in the federal funds rate in the United States. We determine the changes in the financial networks...

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Detalles Bibliográficos
Autores principales: Caraiani, Petre, Lazarec, Alexandru Vasile
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8620785/
https://www.ncbi.nlm.nih.gov/pubmed/34828163
http://dx.doi.org/10.3390/e23111465

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8620785/
https://www.ncbi.nlm.nih.gov/pubmed/34828163
http://dx.doi.org/10.3390/e23111465

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