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

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.

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Year of publication:	2022
Authors:	Diebold, Francis X. ; Yılmaz, Kamil
Publisher:	Istanbul : Koç University-TÜSIAD Economic Research Forum (ERF)
Subject:	Contagion \| Spillovers \| Financial markets \| Vector autoregressions \| Variance decompositions

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Series:	Working Paper ; 2207
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	1826870504 [GVK]
Classification:	C1 - Econometric and Statistical Methods: General ; C3 - Econometric Methods: Multiple/Simultaneous Equation Models ; G1 - General Financial Markets
Source:	EconStor

Persistent link: https://www.econbiz.de/10014540961