عنوان
پدید آورنده
موضوع
رده
HG106 .D54 2015
HG106
.
D54
2015
کتابخانه
محل استقرار
0199338299
0199338302
9780199338290
9780199338306
b410566
Financial and macroeconomic connectedness :
[Book]
a network approach to measurement and monitoring /
Francis X. Diebold and Kamil Yilmaz
xv, 265 pages :
illustrations ;
24 cm
Includes bibliographical references and indexes
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
Finance-- Econometric models
Finance-- Mathematical models
332
.
01/5195
23
HG106
.
D54
2015
Diebold, Francis X.,1959-
Yılmaz, Kamil
20150307111950.0
rda
مطالعه متن کتاب [Book]
Y
