Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring - Diebold, Francis X. (Professor of Economics, Professor of Economics, University of Pennsylvania) - Books - Oxford University Press Inc - 9780199338306 - April 2, 2015
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Diebold, Francis X. (Professor of Economics, Professor of Economics, University of Pennsylvania)
Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring

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In Financial and Macroeconomic Connectedness, Francis Diebold and Kamil Yilmaz propose several connectedness measures for financial and macroeconomic networks based on forecast error variance decompositions from approximating vector autoregressions.

288 pages

Media Books     Paperback Book   (Book with soft cover and glued back)
Released April 2, 2015
ISBN13 9780199338306
Publishers Oxford University Press Inc
Pages 288
Dimensions 156 × 236 × 15 mm   ·   412 g
Language English  

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