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" Financial and macroeconomic connectedness : "
Francis X. Diebold and Kamil Yilmaz
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BL
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| Record Number
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581347
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| Doc. No
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b410566
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| Main Entry
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Diebold, Francis X.,1959-
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| Title & Author
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Financial and macroeconomic connectedness : : a network approach to measurement and monitoring /\ Francis X. Diebold and Kamil Yilmaz
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| Page. NO
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xv, 265 pages :: illustrations ;; 24 cm
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| ISBN
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9780199338290
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: 0199338299
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: 9780199338306
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: 0199338302
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| Bibliographies/Indexes
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Includes bibliographical references and indexes
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| Abstract
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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 monitoring connectedness, which is central to finance and macroeconomics. Rigorous yet empirically relevant, Financial and Macroeconomic Connectedness is a valuable resource for academics, students, and professionals in financial services. Book jacket
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| Subject
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Finance-- Econometric models
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Finance-- Mathematical models
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| Dewey Classification
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332.01/5195
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| LC Classification
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HG106.D54 2015
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| Added Entry
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Yılmaz, Kamil
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