The Resource Financial and macroeconomic connectedness : a network approach to measurement and monitoring, Francis X. Diebold and Kamil Yilmaz

Financial and macroeconomic connectedness : a network approach to measurement and monitoring, Francis X. Diebold and Kamil Yilmaz

Label
Financial and macroeconomic connectedness : a network approach to measurement and monitoring
Title
Financial and macroeconomic connectedness
Title remainder
a network approach to measurement and monitoring
Statement of responsibility
Francis X. Diebold and Kamil Yilmaz
Creator
Contributor
Author
Provider
Publisher
Subject
Language
eng
Summary
A simple framework is proposed based on variance decompositions from approximating vector autoregressions to define, measure and monitor network connectedness, and these methods are applied in financial and macroeconomic contexts. In financial markets, for example, the interest is in connections among different assets, asset classes, or portfolios, as well as the stocks of individual institutions, and the objects connected are typically returns or return volatilities. Similarly, in macroeconomics the interest is in cross-country real output connections (that is, the global business cycle)
Cataloging source
StDuBDS
http://library.link/vocab/creatorDate
1959-
http://library.link/vocab/creatorName
Diebold, Francis X.
Illustrations
illustrations
Index
index present
LC call number
HG106
LC item number
.D54 2015
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
  • Yilmaz, Kamil.
  • Oxford Scholarship Online
  • Oxford University Press
http://library.link/vocab/subjectName
  • Finance
  • Finance
Target audience
specialized
Label
Financial and macroeconomic connectedness : a network approach to measurement and monitoring, Francis X. Diebold and Kamil Yilmaz
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier MARC source
rdacarrier
Content category
  • text
  • still image
Content type MARC source
  • rdacontent
  • rdacontent
Extent
1 online resource
Form of item
online
Isbn
9780190223830
Media category
computer
Media MARC source
rdamedia
Other physical details
illustrations (black and white)
Specific material designation
remote
System control number
(StDuBDS)EDZ0001021661
Label
Financial and macroeconomic connectedness : a network approach to measurement and monitoring, Francis X. Diebold and Kamil Yilmaz
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier MARC source
rdacarrier
Content category
  • text
  • still image
Content type MARC source
  • rdacontent
  • rdacontent
Extent
1 online resource
Form of item
online
Isbn
9780190223830
Media category
computer
Media MARC source
rdamedia
Other physical details
illustrations (black and white)
Specific material designation
remote
System control number
(StDuBDS)EDZ0001021661

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