17-003 |
Francis X. Diebold, Laura Liu, Kamil Yilmaz |
Commodity Connectedness |
15-025 |
Mert Demirer, Francis X. Diebold, Laura Liu, Kamil Yilmaz |
Estimating Global Bank Network Connectedness |
13-070 |
Francis X. Diebold, Kamil Yilmaz |
Measuring the Dynamics of Global Business Cycle Connectedness |
11-031 |
Francis X. Diebold, Kamil Yilmaz |
On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms |
08-031 |
Francis X. Diebold, Kamil Yilmaz |
Macroeconomic Volatility and Stock Market Volatility, World-Wide |
07-002 |
Francis X. Diebold, Kamil Yilmaz |
Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets |