Liknande böcker

Yield Curve Modeling and Forecasting
Bok av Francis X. Diebold
Managing Risks in the European Periphery Debt Crisis
Bok av George Christodoulakis
Strategic Trading in Illiquid Markets
Bok av Burkart Monch
Learning in Economic Systems with Expectations Feedback
Bok av Jan. Wenzelburger
Transmission of Financial Crises and Contagion : A Latent Factor Approach
Bok av Mardi Dungey
Fed and Lehman Brothers : Setting the Record Straight on a Financial Dis...
Bok av Laurence M Ball
The known, the unknown, and the unknowable in financial risk management...
Bok av Richard Herring
Financial Markets and Institutions: A European Perspective
Bok av Jakob De Haan

Financial and macroeconomic connectedness : a network approach to measurement and monitoring

Bok av Francis X. Diebold
In Financial and Macroeconomic Connectedness, Francis Diebold and Kamil Yilmaz propose several connectedness measures for financial and macroeconomic networks based on forecast error variance decompositions from approximating vector autoregressions.