عنوان
پدید آورنده
موضوع
رده
HG106 .D54 2015
HG106
.
D54
2015
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
0199338310
(Number (ISBN
9780199338313
Erroneous ISBN
0199338299
Erroneous ISBN
0199338302
Erroneous ISBN
9780199338290
Erroneous ISBN
9780199338306
NATIONAL BIBLIOGRAPHY NUMBER
Number
b410565
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Financial and macroeconomic connectedness :
General Material Designation
[Book]
Other Title Information
a network approach to measurement and monitoring /
First Statement of Responsibility
Francis X. Diebold and Kamil Yilmaz
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
1 online resource (pages cm)
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references and index
SUMMARY OR ABSTRACT
Text of Note
A simple framework is proposed based on variance decompositions from approximating vector autoregressions to define, measure and monitor network connectedness, and these methods are applied in financial and macroeconomic contexts. In financial markets, for example, the interest is in connections among different assets, asset classes, or portfolios, as well as the stocks of individual institutions, and the objects connected are typically returns or return volatilities. Similarly, in macroeconomics the interest is in cross-country real output connections (that is, the global business cycle)
OTHER EDITION IN ANOTHER MEDIUM
Title
Financial and macroeconomic connectedness.
International Standard Book Number
0199338299
TOPICAL NAME USED AS SUBJECT
Finance-- Econometric models
Finance-- Mathematical models
DEWEY DECIMAL CLASSIFICATION
Number
332
.
01/5195
Edition
23
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HG106
Book number
.
D54
2015
PERSONAL NAME - PRIMARY RESPONSIBILITY
Diebold, Francis X.,1959-
PERSONAL NAME - ALTERNATIVE RESPONSIBILITY
Yılmaz, Kamil, (Economist)
ORIGINATING SOURCE
Date of Transaction
20150505041902.0
Cataloguing Rules (Descriptive Conventions))
rda
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
