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On cointegration and exchange rate dynamics

Diebold, Francis X. - In: The journal of finance : the journal of the American … 49 (1994) 2, pp. 727-735

Persistent link: https://www.econbiz.de/10001169036

Trans-Atlantic equity volatility connectedness : U.S. and European financial institutions, 2004-2014

Diebold, Francis X.; Yılmaz, Kamil - In: Journal of financial econometrics : official journal of … 14 (2016) 1, pp. 81-127

Persistent link: https://www.econbiz.de/10011588540

Weather forecasting for weather derivatives

Campbell, Sean D. (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001728054

Weather forecasting for weather derivatives

Campbell, Sean D.; Diebold, Francis X. - 2003

Persistent link: https://www.econbiz.de/10001853816

Weather forecasting for weather derivatives

Campbell, Sean D.; Diebold, Francis X. - In: Journal of the American Statistical Association : JASA 100 (2005) 469, pp. 6-16

Persistent link: https://www.econbiz.de/10002702010

Weather forecasting for weather derivatives

Campbell, Sean D. (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002022980

Stock returns and expected business conditions: half a century of direct evidence

Campbell, Sean D.; Diebold, Francis X. - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 2, pp. 266-278

Persistent link: https://www.econbiz.de/10003885790

Stock returns and expected business conditions : half a century of direct evidence

Campbell, Sean D. (contributor); … - 2005 - Rev.

Persistent link: https://www.econbiz.de/10003726399

Better to give than to receive : predictive directional measurement of volatility spillovers

Diebold, Francis X.; Yılmaz, Kamil - In: International journal of forecasting 28 (2012) 1, pp. 57-66

Persistent link: https://www.econbiz.de/10009581397

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

Diebold, Francis X.; Yılmaz, Kamil - 2011

We propose several connectedness measures built from pieces of variance decompositions, and we argue that they provide natural and insightful measures of connectedness among financial asset returns and volatilities. We also show that variance decompositions define weighted, directed networks, so...

Persistent link: https://www.econbiz.de/10009310942