Publication: On the past, present, and future of the Diebold–Yilmaz approach to dynamic network connectedness
| dc.contributor.coauthor | Diebold, F. X. | |
| dc.contributor.department | Department of Economics | |
| dc.contributor.kuauthor | Yılmaz, Kamil | |
| dc.contributor.kuprofile | Faculty Member | |
| dc.contributor.other | Department of Economics | |
| dc.contributor.schoolcollegeinstitute | College of Administrative Sciences and Economics | |
| dc.contributor.yokid | 6111 | |
| dc.date.accessioned | 2024-11-09T23:45:25Z | |
| dc.date.issued | 2023 | |
| dc.description.abstract | We offer retrospective and prospective assessments of the Diebold–Yilmaz connectedness research program, combined with personal recollections of its development. Its centerpiece in many respects is Diebold and Yilmaz (2014), around which our discussion is organized. | |
| dc.description.indexedby | Scopus | |
| dc.description.indexedby | WoS | |
| dc.description.openaccess | YES | |
| dc.description.publisherscope | International | |
| dc.identifier.doi | 10.1016/j.jeconom.2023.01.021 | |
| dc.identifier.issn | 0304-4076 | |
| dc.identifier.link | https://www.scopus.com/inward/record.uri?eid=2-s2.0-85147218945&doi=10.1016%2fj.jeconom.2023.01.021&partnerID=40&md5=3675d2dae10242c1f469df2f2dcd4302 | |
| dc.identifier.quartile | Q1 | |
| dc.identifier.scopus | 2-s2.0-85147218945 | |
| dc.identifier.uri | https://hdl.handle.net/20.500.14288/13837 | |
| dc.identifier.wos | 1170855300016 | |
| dc.keywords | Contagion | |
| dc.keywords | Financial markets | |
| dc.keywords | Spillovers | |
| dc.keywords | Variance decompositions | |
| dc.keywords | Vector autoregressions | |
| dc.language | English | |
| dc.publisher | Elsevier Ltd | |
| dc.source | Journal of Econometrics | |
| dc.subject | Economics, mathematics, Social Sciences | |
| dc.subject | Mathematical methods | |
| dc.title | On the past, present, and future of the Diebold–Yilmaz approach to dynamic network connectedness | |
| dc.type | Other | |
| dc.type.other | Note | |
| dspace.entity.type | Publication | |
| local.contributor.authorid | 0000-0003-2455-2099 | |
| local.contributor.kuauthor | Yılmaz, Kamil | |
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