Article ID Journal Published Year Pages File Type
10482147 Physica A: Statistical Mechanics and its Applications 2012 8 Pages PDF
Abstract
► Efficiency of sovereign bond markets is analyzed. ► The complexity-entropy causality plane is implemented to reach this goal. ► Correlations and hidden structures in the daily values of bond indices are unveiled. ► Consistency with qualifications assigned by major rating companies is obtained. ► A link between the entropy measure, economic growth and market size is also found.
Related Topics
Physical Sciences and Engineering Mathematics Mathematical Physics
Authors
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