Working Papers by Kamil Yilmaz

Paper Number Author Title
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