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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Diebold, Francis X."
~subject:"Impact assessment"
~subject:"Kapitaleinkommen"
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Diebold, Francis X.
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Dave, Dhaval
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The journal of finance : the journal of the American Finance Association
Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
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Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.
;
Hahn, Jinyong
;
Tay, Anthony S.
-
1998
Persistent link: https://www.econbiz.de/10000682409
Saved in:
2
Global yield curve dynamics and interactions : a dynamic Nelson-Siegel approach
Diebold, Francis X.
;
Li, Canlin
;
Yue, Vivian Z.
-
2007
Persistent link: https://www.econbiz.de/10003595017
Saved in:
3
Real-time price discovery in stock, bond and foreign exchange markets
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002815851
Saved in:
4
Stock returns and expected business conditions : half a century of direct evidence
Campbell, Sean D.
;
Diebold, Francis X.
-
2005
Persistent link: https://www.econbiz.de/10003204042
Saved in:
5
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002634153
Saved in:
6
The macroeconomy and the Yield curve : a dynamic latent factor approach
Diebold, Francis X.
;
Rudebusch, Glenn D.
;
Aruoba, S. …
-
2004
Persistent link: https://www.econbiz.de/10002148078
Saved in:
7
Forecasting the term structure of government bond yields
Diebold, Francis X.
;
Li, Canlin
-
2003
Persistent link: https://www.econbiz.de/10001816437
Saved in:
8
On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.
;
Yılmaz, Kamil
-
2011
Persistent link: https://www.econbiz.de/10009355159
Saved in:
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