Financial and macroeconomic connectedness : a network approach to measurement and monitoring /

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 amo...

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Bibliographic Details

Main Author:	Diebold, Francis X., 1959-
Other Authors:	Yılmaz, Kamil (Economist)
Format:	eBook
Language:	English
Published:	New York, NY : Oxford University Press, [2015]
Subjects:	Finance > Econometric models. Finance > Mathematical models. Finances > Modèles économétriques. Finances > Modèles mathématiques. BUSINESS & ECONOMICS > Finance. Finance > Econometric models Finance > Mathematical models Finance. Business & Economics. Finance - General. Electronic books.
Online Access:	Connect to the full text of this electronic book