articleJournal of EconometricsApr 24, 2014Closed access

On the network topology of variance decompositions: Measuring the connectedness of financial firms

FXFrancis X. DieboldKYKamil Yılmaz

California University of Pennsylvania · Koç University

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Topics & keywords

Topics
Keywords
  • Social connectedness
  • Variance (accounting)
  • Econometrics
  • Stock (firearms)
  • Variance decomposition of forecast errors
  • Network topology
  • Key (lock)
  • Financial networks
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