In Financial and Macroeconomic Connectedness, Francis Diebold and Kamil Yilmaz propose several connectedness measures for financial and macroeconomic networks b

The global financial crisis has reignited interest in models of crisis prediction. It has also raised the question whether financial connectedness - a possible

An argument that contagion is the most significant risk facing the financial system and that Dodd¬Frank has reduced the government's ability to respond effecti

In an increasingly globalized and interconnected marketplace, identifying how integrated economic systems are has important implications for asset portfolio all

Interconnectedness among global systemically important banks (GSIBs) and global systemically important insurers (GSIIs) has important financial stability implic