Published January 1, 2023 | Version v1
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On the past, present, and future of the Diebold-Yilmaz approach to dynamic network connectedness

  • 1. Univ Penn, Philadelphia, PA 19104 USA
  • 2. Koc Univ, Istanbul, Turkiye

Description

We offer retrospective and prospective assessments of the Diebold-Yilmaz connectedness research program, combined with personal recollections of its development. Its centerpiece in many respects is Diebold and Yilmaz (2014), around which our discussion is organized. (c) 2023 Elsevier B.V. All rights reserved.

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