Financial and Macroeconomic Connectedness 1
bokomslag Financial and Macroeconomic Connectedness
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Financial and Macroeconomic Connectedness

Francis X Diebold

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  • 288 sidor
  • 2015
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.
  • Författare: Francis X Diebold
  • Format: Pocket/Paperback
  • ISBN: 9780199338306
  • Språk: Engelska
  • Antal sidor: 288
  • Utgivningsdatum: 2015-04-02
  • Förlag: OUP USA

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