Financial and Macroeconomic Connectedness is popular PDF and ePub book, written by Francis X. Diebold in 2015, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Financial and Macroeconomic Connectedness can be Read Online from any device for your convenience.
Financial and Macroeconomic Connectedness Book PDF Summary
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. The authors characterize connectedness across major asset markets and financial institutions within the U.S. and across countries since the late 1990s.
Detail Book of Financial and Macroeconomic Connectedness PDF
- Author : Francis X. Diebold
- Release : 20 September 2024
- Publisher : Oxford University Press, USA
- ISBN : 9780199338306
- Genre : Business & Economics
- Total Page : 285 pages
- Language : English
- PDF File Size : 12,6 Mb
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