Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring by Kamil Yilmaz, Francis X. Diebold (Paperback, 2015)

Be the first towrite a review.
Price:
£46.64
Free postage
Estimated delivery Tue, 7 May - Mon, 13 May
Returns:
30 days return. Buyer pays for return postage.
Condition:
New
The full set of variance decompositions from vector auto-regressions produces the core of the 'connectedness table.'. and across countries since late 1990s. to other countries.