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

by Francis X. Diebold and 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 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"