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ocn900306180 |
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OCoLC |
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20240623213015.0 |
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m o d |
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150116s2015 nyu ob 001 0 eng d |
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|a YDXCP
|b eng
|e rda
|e pn
|c YDXCP
|d OCLCQ
|d E7B
|d OCLCF
|d AZU
|d VLB
|d OCLCQ
|d OHI
|d OCLCO
|d Z5A
|d STBDS
|d OCLCQ
|d FIE
|d OCLCA
|d NJR
|d N$T
|d EBLCP
|d BUF
|d OCLCQ
|d CEF
|d OTZ
|d U3W
|d WYU
|d YOU
|d TKN
|d OCLCQ
|d HS0
|d OCLCQ
|d OCLCO
|d OCLCQ
|d OCLCO
|d OCLCL
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| 019 |
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|a 899211419
|a 922973242
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| 020 |
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|a 0199338310
|q (electronic bk.)
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|a 9780199338313
|q (electronic bk.)
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|a 9781322570617
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|a 1322570612
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|a 9780190223830
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|a 0190223839
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|z 9780199338290
|q (alk. paper)
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|z 0199338299
|q (alk. paper)
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| 020 |
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|z 9780199338306
|q (alk. paper)
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|z 0199338302
|q (alk. paper)
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| 035 |
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|a (OCoLC)900306180
|z (OCoLC)899211419
|z (OCoLC)922973242
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| 037 |
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|a 688343
|b MIL
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| 050 |
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4 |
|a HG106
|b .D54 2015
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| 072 |
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7 |
|a BUS
|x 027000
|2 bisacsh
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| 049 |
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|a HCDD
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| 100 |
1 |
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|a Diebold, Francis X.,
|d 1959-
|1 https://id.oclc.org/worldcat/entity/E39PBJgX8t8fqhTDQWFfRyYgKd
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| 245 |
1 |
0 |
|a Financial and macroeconomic connectedness :
|b a network approach to measurement and monitoring /
|c Francis X. Diebold and Kamil Yilmaz.
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| 264 |
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1 |
|a New York, NY :
|b Oxford University Press,
|c [2015]
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| 300 |
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|a 1 online resource
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| 336 |
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|a text
|b txt
|2 rdacontent
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| 337 |
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|a computer
|b c
|2 rdamedia
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| 338 |
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|a online resource
|b cr
|2 rdacarrier
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| 504 |
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|a Includes bibliographical references and index.
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| 588 |
0 |
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|a Print version record.
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| 520 |
8 |
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|a 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).
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|a Measuring and monitoring financial and macroeconomic connectedness -- U.S. asset classes -- Major U.S. financial institutions -- Global stock markets -- Sovereign bond markets -- Foreign exchange markets -- Assets across countries -- Global business cycles.
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| 650 |
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0 |
|a Finance
|x Econometric models.
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| 650 |
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0 |
|a Finance
|x Mathematical models.
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| 650 |
|
7 |
|a BUSINESS & ECONOMICS
|x Finance.
|2 bisacsh
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| 650 |
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7 |
|a Finance
|x Econometric models
|2 fast
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| 650 |
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7 |
|a Finance
|x Mathematical models
|2 fast
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| 650 |
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7 |
|a Finance.
|2 hilcc
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| 650 |
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7 |
|a Business & Economics.
|2 hilcc
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| 650 |
|
7 |
|a Finance - General.
|2 hilcc
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| 700 |
1 |
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|a Yılmaz, Kamil
|c (Economist)
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| 776 |
0 |
8 |
|i Print version:
|a Diebold, Francis X., 1959-
|t Financial and macroeconomic connectedness.
|z 9780199338290
|z 0199338299
|w (DLC) 2014025178
|
| 856 |
4 |
0 |
|u https://holycross.idm.oclc.org/login?auth=cas&url=https://academic.oup.com/book/4851
|y Click for online access
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| 903 |
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|a OUP-SOEBA
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| 994 |
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|a 92
|b HCD
|