Tuesday, March 10, 2015

Our "Financial and Macroeconomic Connectedness" book published by Oxford University Press

I am very happy to announce that the Diebold-Yilmaz book is now available in hardcover.  The kindle and paperback versions were available for more than a month ago at Amazon. With the publication of the hardcover version the publication process is over.

Our work has not finished, though.  We promised to the publishers that we would make the larger versions of the full-page figures available on our Financial and Macroeconomic Connectedness (F&MC) website.  We kept our promise and  posted pdf versions of close to a dozen figures on our FandMC website.           

In addition, we are going to make the updates of the major results of each chapter available on our website. We have actually updated the connectedness measures for the majority of the empirical chapters of the book as of February 2015