Financial and Macroeconomic Connectedness
Book Home
Chapters
Ch. 2: U.S. Asset Classes
Ch. 3: Major U.S Financial Institutions
Ch. 4: Global Stock Markets
Ch. 5: Sovereign Bond Markets
Ch. 6: Foreign Exchange Markets
Ch. 7: Assets Across Countries
Ch. 8: Global Business Cycles
Data
Methodology/Research
About Us
Blogs
Diebold's No Hesitations Blog
Yilmaz's F&MC Blog
Ch. 4 - Connectedness Across Global Stock Markets
Static Network
Dynamic
Index
Net Connectedness
To Connectedness
From Connectedness
Data
Methodology
Code
R replication
Rats replication