Kamil Yilmaz | Department of Economics

Books

Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring

Francis X. Diebold, Kamil Yilmaz

Working Papers

Clustered Network Connectedness: A New Measurement Framework with Application to Global Equity Markets

Commodity Connectedness

Estimating Global Bank Network Connectedness

Measuring the Dynamics of Global Business Cycle Connectedness

On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms

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