Thursday, June 25, 2015

Measuring and Monitoring Connectedness

I'm at the IMF soon for a couple days of lecturing on Diebold-Yilmaz's Connectedness. It was published earlier this year, and preparing for the IMF jogged my memory: I brilliantly forgot to announce it in a No Hesitations post. Anyway, it's available at the usual online shops (where you can also read the T.O.C. and first chapter), or directly from Oxford University Press. There's also a web site. Special thanks to Eric Ghysels, who put us in touch with our fine editor, Scott Parris. 

http://www.amazon.com/Financial-Macroeconomic-Connectedness-Measurement-Monitoring-ebook/dp/B00SAUJNFU/ref=sr_1_7?s=books&ie=UTF8&qid=1423485224&sr=1-7&keywords=diebold