TY  - JOUR
TI  - Better to give than to receive: Predictive directional measurement of volatility spillovers
AU  - Francis X. Diebold
AU  - Kamil Yılmaz
JO  - International Journal of Forecasting
PY  - 2011
VL  - 28
IS  - 1
DO  - 10.1016/j.ijforecast.2011.02.006
UR  - https://doi.org/10.1016/j.ijforecast.2011.02.006
ER  -


TY  - JOUR
TI  - On the network topology of variance decompositions: Measuring the connectedness of financial firms
AU  - Francis X. Diebold
AU  - Kamil Yılmaz
JO  - Journal of Econometrics
PY  - 2014
VL  - 182
IS  - 1
DO  - 10.1016/j.jeconom.2014.04.012
UR  - https://doi.org/10.1016/j.jeconom.2014.04.012
ER  -


TY  - JOUR
TI  - Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets
AU  - Francis X. Diebold
AU  - Kamil Yılmaz
JO  - The Economic Journal
PY  - 2008
VL  - 119
IS  - 534
DO  - 10.1111/j.1468-0297.2008.02208.x
UR  - https://doi.org/10.1111/j.1468-0297.2008.02208.x
ER  -


TY  - JOUR
TI  - Housing Market Spillovers: Evidence from an Estimated DSGE Model
AU  - Matteo M. Iacoviello
AU  - Stefano Neri
JO  - American Economic Journal Macroeconomics
PY  - 2010
VL  - 2
IS  - 2
DO  - 10.1257/mac.2.2.125
UR  - https://doi.org/10.1257/mac.2.2.125
ER  -