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MEASURING FINANCIAL ASSET RETURN AND VOLATILITY SPILLOVERS, WITH APPLICATION TO GLOBAL EQUITY MARKETS
Diebold, Francis X.; Yilmaz, Kamil - 2008
Persistent link: https://www.econbiz.de/10007978542
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ON THE NETWORK TOPOLOGY OF VARIANCE DECOMPOSITIONS: MEASURING THE CONNECTEDNESS OF FINANCIAL FIRMS
Diebold, Francis X; Yilmaz, Kamil - 2011
Persistent link: https://www.econbiz.de/10009802626
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MACROECONOMIC VOLATILITY AND STOCK MARKET VOLATILITY, WORLDWIDE
Diebold, Francis X.; Yilmaz, Kamil - 2008
Persistent link: https://www.econbiz.de/10008104561