On the past, present, and future of the Diebold-Yilmaz approach to dynamic network connectedness

Francis X. Diebold, Kamil Yılmaz

We offer retrospective and prospective assessments of the Diebold-Yilmaz connectedness research program, combined with personal recollections of its development. Its centerpiece in many respects is Diebold and Yilmaz (2014), around which our discussion is organized.

MoreLess

Year of publication:	[2022]
Authors:	Diebold, Francis X. ; Yılmaz, Kamil
Publisher:	Sarıyer/Istanbul : Koç University - TÜSİAD Economic Research Forum
Subject:	Contagion \| Spillovers \| Financial markets \| Vector autoregressions \| Variance decompositions \| Spillover-Effekt \| Spillover effect \| Finanzmarkt \| Financial market \| Finanzkrise \| Financial crisis \| VAR-Modell \| VAR model \| Dekompositionsverfahren \| Decomposition method \| Ansteckungseffekt \| Contagion effect

freely available

Full text |

More access options

eaf.ku.edu.tr

ideas.repec.org

Check Google Scholar

In German libraries (KVK)

I need help

Extent:	1 Online-Ressource (circa 12 Seiten) Illustrationen
Series:	Koç University - TÜSİAD Economic Research Forum working paper series. - İstanbul, ZDB-ID 2440580-2. - Vol. no: 2207 (November 2022)
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper
Language:	English
Other identifiers:	hdl:10419/296910 [Handle]
Classification:	C1 - Econometric and Statistical Methods: General ; C3 - Econometric Methods: Multiple/Simultaneous Equation Models ; G1 - General Financial Markets
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013463897