Impact of Monetary Policy on Financial Markets Efficiency and Speculative Bubbles: A Non-linear Entropy-based Approach
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- de Resende, Charlene C. & Pereira, Adriano C.M. & Cardoso, Rodrigo T.N. & de Magalhães, A.R. Bosco, 2017. "Investigating market efficiency through a forecasting model based on differential equations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 474(C), pages 199-212.
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More about this item
Keywords
Monetary policy; speculative bubbles; market efficiency; non-linear models; entropy.;All these keywords.
JEL classification:
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2014-05-24 (Central Banking)
- NEP-MAC-2014-05-24 (Macroeconomics)
- NEP-MON-2014-05-24 (Monetary Economics)
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