On the efficiency of sovereign bond markets

The existence of memory in financial time series has been extensively studied for several stock markets around the world by means of different approaches. However, fixed income markets, i.e. those where corporate and sovereign bonds are traded, have been much less studied. We believe that, given the...

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Detalles Bibliográficos
Autores principales:	Zunino, Luciano José, Fernández Bariviera, Aurelio, Guercio, María Belén, Martínez, Lisana Belén, Rosso, Osvaldo Aníbal
Formato:	Articulo Preprint
Lenguaje:	Inglés
Publicado:	2012
Materias:	Matemática Bandt and pompe method Complexity-entropy causality plane Ordinal time series analysis Permutation entropy Permutation statistical complexity Sovereign bond market efficiency
Acceso en línea:	http://sedici.unlp.edu.ar/handle/10915/100420 https://ri.conicet.gov.ar/11336/59368
Aporte de:	SEDICI (UNLP) de Universidad Nacional de La Plata

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