A Network Approach to Measurement and Monitoring
by
Francis X. Diebold, Kamil Yilmaz
Language: English
Release Date: February 3, 2015
Connections among different assets, asset classes, portfolios, and the stocks of individual institutions are critical in examining financial markets. Interest in financial markets implies interest in underlying macroeconomic fundamentals. In Financial and Macroeconomic Connectedness, Frank Diebold...