LIBROS DEL AUTOR: yilmaz 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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