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Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring
Financial and Macroeconomic Connectedness A Network Approach to Measurement and Monitoring
Author: Francis X. Diebold, Kamil Yilmaz
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 ...  more »
ISBN-13: 9780199338306
ISBN-10: 0199338302
Publication Date: 3/2/2015
Pages: 272
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Publisher: Oxford University Press
Book Type: Paperback
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