Better to give than to receive: Predictive directional measurement of volatility spillovers FX Diebold, K Yilmaz International Journal of Forecasting 28 (1), 57, 2012 | 4346 | 2012 |
On the network topology of variance decompositions: Measuring the connectedness of financial firms FX Diebold, K Yılmaz Journal of Econometrics 182 (1), 119-134, 2014 | 3621 | 2014 |
Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets* FX Diebold, K Yilmaz The Economic Journal 119 (534), 158-171, 2009 | 3236 | 2009 |
Estimating Global Bank Network Connectedness M Demirer, FX Diebold, L Liu, K Yilmaz Journal of Applied Econometrics 33 (1), 1-15, 2018 | 591 | 2018 |
Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring FX Diebold, K Yilmaz Oxford University Press, 2015 | 441 | 2015 |
Trans-Atlantic Equity Volatility Connectedness: US and European Financial Institutions, 2004-2014 FX Diebold, K Yılmaz Journal of Financial Econometrics 14 (1), 81-127, 2015 | 381 | 2015 |
Return and volatility spillovers among the East Asian equity markets K Yilmaz Journal of Asian Economics 21 (3), 304-313, 2010 | 347 | 2010 |
On cointegration and exchange rate dynamics FX Diebold, J Gardeazabal, K Yilmaz The Journal of Finance 49 (2), 727-735, 1994 | 284 | 1994 |
Macroeconomic volatility and stock market volatility, worldwide FX Diebold, K Yilmaz Volatility and Time Series Econometrics: Essays in Honor of Robert F. Engle …, 2010 | 213 | 2010 |
Commodity Connectedness FX Diebold, L Liu, K Yilmaz Central Bank of Chile 25, 097-136, 2018 | 170 | 2018 |
How connected is the global sovereign credit risk network? G Bostanci, K Yilmaz Journal of Banking & Finance 113, 105761, 2020 | 159 | 2020 |
Measuring the Dynamics of Global Business Cycle Connectedness FX Diebold, K Yılmaz Unobserved Components and Time Series Econometrics, 45-70, 2015 | 121 | 2015 |
Measuring Dynamic Connectedness with Large Bayesian VAR Models D Korobilis, K Yilmaz Essex Finance Centre Working Papers, 2018 | 116 | 2018 |
Productivity and trade orientation: turkish manufacturing industry before and after the customs union E Taymaz, K Yilmaz Journal of International Trade and Diplomacy 1 (1), 127-154, 2007 | 95 | 2007 |
Imported machinery for export competitiveness A Mody, K Yilmaz The World Bank Economic Review 16 (1), 23-48, 2002 | 89 | 2002 |
Türkiye Imalat Sanayiinde Yapısal Dönüşüm, Üretkenlik ve Teknolojik Değişme Dinamikleri E Taymaz, E Voyvoda, K Yılmaz | 76 | 2008 |
Volatility and contagion: evidence from the Istanbul stock exchange CE Alper, K Yilmaz Economic systems 28 (4), 353-367, 2004 | 75 | 2004 |
Martingale property of exchange rates and central bank interventions K Yilmaz Journal of Business & Economic Statistics 21 (3), 2003 | 75 | 2003 |
Türkiye için doğrudan yabancı yatırım stratejisine doğru K Yılmaz YASED Uluslararası Yatırımcılar Dernegi, 2006 | 74 | 2006 |
Turkey’s recent trade and foreign direct investment performance’ Ü İzmen, K Yılmaz Turkey and the Global Economy. London: Routledge, 173-204, 2009 | 72 | 2009 |