LIBROS DEL AUTOR: francis x diebold

2 resultados para LIBROS DEL AUTOR: francis x diebold

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  • Financial and Macroeconomic Connectedness
    Francis X Diebold / Kamil Yilmaz
    Connections among different assets, asset classes, portfolios, and the stocks of individual institutions are critical in examining financial markets. Interest in financial markets implies interest in underlying macroeconomic fundamentals. In Financial and Macroeconomic Connectedness, Frank Diebold and Kamil Yilmaz propose a simple framework for defining, measuring, and monitori...
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    92,78 €

  • Empirical Modeling of Exchange Rate Dynamics
    Francis X. Diebold
    Structural exchange rate modeling has proven extremely difficult during the recent post-1973 float. The disappointment climaxed with the papers of Meese and Rogoff (1983a, 1983b), who showed that a 'naive' random walk model distinctly dominated received theoretical models in terms of predictive performance for the major dollar spot rates. One purpose ...
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    66,91 €