Entropic dynamics of the universal equivalent: Tail-risk amplification and crisis signatures in financial market microstructure
Nam Anh Quach
- Published
- Publisher
- Elsevier BV
- Journal / collection
- International Review of Economics & Finance
- Research area
- Capital & markets
- Source type
- Journal article
- DOI
- 10.1016/j.iref.2026.105703
The original publisher provides the full text and its access options.
Cite this source
Nam Anh Quach. Entropic dynamics of the universal equivalent: Tail-risk amplification and crisis signatures in financial market microstructure. International Review of Economics & Finance. 2026-10. https://doi.org/10.1016/j.iref.2026.105703