Overnight Interest Rates and Aggregate Market Expectations
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- Gradojevic, Nikola & Gencay, Ramazan, 2008. "Overnight interest rates and aggregate market expectations," Economics Letters, Elsevier, vol. 100(1), pages 27-30, July.
References listed on IDEAS
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- Loretta Mastroeni & Pierluigi Vellucci, 2016. "“Butterfly Effect" vs Chaos in Energy Futures Markets," Departmental Working Papers of Economics - University 'Roma Tre' 0209, Department of Economics - University Roma Tre.
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- Nikola Gradojevic & Marko Caric, 2017. "Predicting Systemic Risk with Entropic Indicators," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(1), pages 16-25, January.
- repec:eee:ecofin:v:42:y:2017:i:c:p:107-131 is not listed on IDEAS
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"Crash of '87 -- Was it expected?: Aggregate market fears and long-range dependence,"
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- Loretta Mastroeni & Pierluigi Vellucci, 2016. ""Butterfly Effect" vs Chaos in Energy Futures Markets," Papers 1610.05697, arXiv.org.
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More about this item
KeywordsNon-additive Entropy; Tsallis Entropy; q-Gaussian Distribution;
- G0 - Financial Economics - - General
- G1 - Financial Economics - - General Financial Markets
- C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General
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