NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Kamil Yilmaz

Department of Economics
Koc University
Rumelifeneri Yolu, Sariyer
Istanbul 34450
Tel: 90-212-338-1458
Fax: 90-212-338-1653

E-Mail: kyilmaz@ku.edu.tr

NBER Working Papers and Publications

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

 
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