On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness

Francis Diebold and Kamil Yilmaz ()

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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.

Date: 2022-11, Revised 2023-01
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Citations: View citations in EconPapers (13)

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Working Paper: On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness (2022)
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2211.04184

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