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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| Format: | eBook |
| Language: | English |
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New York, NY :
Oxford University Press,
[2015]
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| Online Access: | Connect to the full text of this electronic book |