Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring - Diebold, Francis X. (Professor of Economics, Professor of Economics, University of Pennsylvania) - Books - Oxford University Press Inc - 9780199338306 - April 2, 2015
In case cover and title do not match, the title is correct

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

Diebold, Francis X. (Professor of Economics, Professor of Economics, University of Pennsylvania)

Price
$ 82.99

Ordered from remote warehouse

Expected delivery Dec 4 - 17
Christmas presents can be returned until 31 January

Our customers say:

14-day return policy in accordance with European consumer protection law
Top ranking on Trustpilot
Add to your iMusic wish list

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

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.

288 pages

Media Books     Paperback Book   (Book with soft cover and glued back)
Released April 2, 2015
ISBN13 9780199338306
Publishers Oxford University Press Inc
Pages 288
Dimensions 156 × 236 × 15 mm   ·   412 g
Language English  

See all of Diebold, Francis X. (Professor of Economics, Professor of Economics, University of Pennsylvania) ( e.g. Paperback Book )