NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers and Publications by Kamil Yilmaz

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

Working Papers and Chapters and Reporter Articles

August 2017Commodity Connectedness
with Francis X. Diebold, Laura Liu: w23685
February 2017Estimating Global Bank Network Connectedness
with Mert Demirer, Francis X. Diebold, Laura Liu: w23140
October 2011On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms
with Francis X. Diebold: w17490

Published: Diebold, F.X. and Yilmaz, K. (2014), "On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms," Journal of Econometrics, 182, 119-134. citation courtesy of

August 2008Macroeconomic Volatility and Stock Market Volatility, Worldwide
with Francis X. Diebold: w14269
February 2008Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets
with Francis X. Diebold: w13811

Published: FrancisX. Diebold & Kamil Yilmaz, 2009. "Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets," Economic Journal, Royal Economic Society, vol. 119(534), pages 158-171, 01. citation courtesy of

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

 
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