Kamil Yılmaz

Kamil Yılmaz

Koç University - İstanbul / Türkiye
Economics & Econometrics / Economics
AD Scientific Index ID: 211632
Koç Üniversitesi
person_outline Kamil Yılmaz's MOST POPULAR ARTICLES
1-) Better to give than to receive: Predictive directional measurement of volatility spilloversFX Diebold, K YilmazInternational Journal of Forecasting 28 (1), 57, 201227562012
2-) On the network topology of variance decompositions: Measuring the connectedness of financial firmsFX Diebold, K YılmazJournal of Econometrics 182 (1), 119-134, 201427162014
3-) Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets*FX Diebold, K YilmazThe Economic Journal 119 (534), 158-171, 200927052009
4-) Estimating Global Bank Network ConnectednessM Demirer, FX Diebold, L Liu, K YilmazJournal of Applied Econometrics 33 (1), 1-15, 20186512018
5-) Financial and Macroeconomic Connectedness: A Network Approach to Measurement and MonitoringFX Diebold, K YilmazOxford University Press, 20154682015