Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring

by Francis X. Diebold and Kamil Yilmaz

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Connections among different assets, asset classes, portfolios, and the stocks of individual institutions are critical in examining financial markets. Interest in financial markets implies interest in underlying macroeconomic fundamentals. In Financial and Macroeconomic Connectedness, Frank Diebold and Kamil Yilmaz propose a simple framework for defining, measuring, and monitoring connectedness, which is central to finance and macroeconomics. These...

Format:Paperback

Language:English

ISBN:0199338302

ISBN13:9780199338306

Release Date:March 2015

Publisher:Oxford University Press

Length:288 Pages

Weight:0.90 lbs.

Dimensions:0.6" x 6.1" x 9.1"

Related Subjects

Business Business & Investing

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Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring

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