Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/296910 
Year of Publication: 
2022
Series/Report no.: 
Working Paper No. 2207
Publisher: 
Koç University-TÜSIAD Economic Research Forum (ERF), Istanbul
Abstract: 
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.
Subjects: 
Contagion
Spillovers
Financial markets
Vector autoregressions
Variance decompositions
JEL: 
C1
C3
G1
Document Type: 
Working Paper

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