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OverviewFull Product DetailsAuthor: Francis X. Diebold (Professor of Economics, Professor of Economics, University of Pennsylvania) , Kamil Yilmaz (Professor of Economics, Professor of Economics, Kog University)Publisher: Oxford University Press Inc Imprint: Oxford University Press Inc Dimensions: Width: 23.10cm , Height: 1.50cm , Length: 15.50cm Weight: 0.408kg ISBN: 9780199338306ISBN 10: 0199338302 Pages: 288 Publication Date: 02 April 2015 Audience: College/higher education , Professional and scholarly , Undergraduate , Postgraduate, Research & Scholarly Format: Paperback Publisher's Status: Active Availability: To order  Stock availability from the supplier is unknown. We will order it for you and ship this item to you once it is received by us. Table of ContentsChapter 1: Measuring and Monitoring Connectedness Chapter 2: U.S. Asset Classes Chapter 3: Major U.S. Financial Institutions Chapter 4: Global Stock Markets Chapter 5: Sovereign Bond Markets Chapter 6: Foreign Exchange Markets Chapter 7: Assets Across Countries Chapter 8: Global Business CyclesReviewsDiebold and Yilmaz's timely book develops powerful new network tools for understanding the inter-dependence of risks in large-scale financial systems. These tools shed important new light on past financial crises and will fill an important gap in the monitoring of systemic risk going forward. Peter Christoffersen, Professor of Finance, Rotman School of Management, University of Toronto. The aftermath of the Lehman bankruptcy revealed that economists lacked understanding of the linkages within the financial industry and across the different sectors of the economy. The book by Frank Diebold and Kamil Yilmaz has many fresh ideas and new tools to study this very important topic. It is a must-read for anybody interested in this burgeoning area of research. Eric Ghysels, Bernstein Distinguished Professor of Economics and Professor of Finance, University of North Carolina, Chapel Hill We live in a highly integrated world economy with much stronger cross-border connections today than any other time in history. We need to have a better grasp of these connections as they are now at the heart of everyday macroeconomics and finance. Diebold and Yilmaz provide a masterful framework that greatly enhances our understanding of these connections. They also open new research avenues by showing practical applications of their framework in different contexts. And all of these make their book a classical reference on the topic. Ayhan Kose, Director, Development Prospects Group, The World Bank Diebold and Yilmaz's timely book develops powerful new network tools for understanding the inter-dependence of risks in large-scale financial systems. These tools shed important new light on past financial crises and will fill an important gap in the monitoring of systemic risk going forward. Peter Christoffersen, Professor of Finance, Rotman School of Management, University of Toronto. The aftermath of the Lehman bankruptcy revealed that economists lacked understanding of the linkages within the financial industry and across the different sectors of the economy. The book by Frank Diebold and Kamil Yilmaz has many fresh ideas and new tools to study this very important topic. It is a must-read for anybody interested in this burgeoning area of research. Eric Ghysels, Bernstein Distinguished Professor of Economics and Professor of Finance, University of North Carolina, Chapel Hill We live in a highly integrated world economy with much stronger cross-border connections today than any other time in history. We need to have a better grasp of these connections as they are now at the heart of everyday macroeconomics and finance. Diebold and Yilmaz provide a masterful framework that greatly enhances our understanding of these connections. They also open new research avenues by showing practical applications of their framework in different contexts. And all of these make their book a classical reference on the topic. Ayhan Kose, Director, Development Prospects Group, The World Bank Author Information"Francis X. Diebold is Paul F. and Warren S. Miller Professor of Economics, and Professor of Finance and Statistics, at the University of Pennsylvania and its Wharton School. He has published widely in econometrics, forecasting, finance, and macroeconomics, and he has served on the editorial boards of leading journals including Econometrica, Review of Economics and Statistics, Journal of Business and Economic Statistics, Journal of Applied Econometrics, and International Economic Review. He is an NBER Faculty Research Associate, as well as an elected Fellow of the Econometric Society, the American Statistical Association, and the International Institute of Forecasters. He has also been the recipient of Sloan, Guggenheim, and Humboldt fellowships; Co-Director of the Wharton Financial Institutions Center; and President of the Society for Financial Econometrics. His academic research is firmly linked to practical matters: During 1986-1989 he served as an economist under both Paul Volcker and Alan Greenspan at the Board of Governors of the Federal Reserve System, during 2007-2008 he served as an Executive Director of Morgan Stanley Investment Management, and during 2012-2013 he served as Chairman of the Federal Reserve System's Model Validation Council. Diebold also lectures widely and has held visiting professorships at Princeton, Chicago, Johns Hopkins, and NYU. He has received several awards for outstanding teaching, and his academic ""family"" includes nearly 75 Ph.D. students. Kamil Yilmaz holds PhD (1992) and MA (1990) degrees in Economics from the University of Maryland, College Park, and a BA degree in Economics from Bogaziçi University, Istanbul, Turkey (1987). He has been a faculty member at Koç University, Istanbul, Turkey, since 1994. He was a visiting professor at the University of Pennsylvania in 2003-2004 and 2010-2011 academic years. He is the recipient of the 2003 Turkish Academy of Sciences (TÜBA) Encouragement Award for Social Sciences; and a member of the American Economic Association, and the Econometric Society. His areas of research include financial econometrics, international economics and macroeconomics." Tab Content 6Author Website:Countries AvailableAll regions |
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