Financial and macroeconomic connectedness: a network approach to measurement and monitoring

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Financial Risk and Volatility Modeling Global Financial Crisis and Policies Market Dynamics and Volatility

Abstract

Chapter 1: Measuring and Monitoring Connectedness Chapter 2: U.S. Asset Classes Chapter 3: Major U.S. Financial Institutions Chapter 4: Global Stock Markets Chapter 5: Sovereign Bond Markets Chapter 6: Foreign Exchange Markets Chapter 7: Assets Across Countries Chapter 8: Global Business Cycles

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