Concepedia

Kamil Yılmaz

KY

Statistics

Publications

43

Citations

16.6K

H-Index

28

Active since

1994

Affiliations

Koç University(Current)

University of Pennsylvania

National Bureau of Economic Research

California University of Pennsylvania

Massachusetts Institute of Technology

Kamil Yılmaz is an author at Koç University specializing in economics, financial economics, and business.

ORCID

Publications per year

1994–2023

43

Publications

43

Better to give than to receive: Predictive directional measurement of volatility spillovers

Francis X. Diebold, Kamil Yılmaz · International Journal of Forecasting · 2011 · 5.5K citations

, , +17

On the network topology of variance decompositions: Measuring the connectedness of financial firms

Francis X. Diebold, Kamil Yılmaz · Journal of Econometrics · 2014 · 4.4K citations

, , +17

Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets

Francis X. Diebold, Kamil Yılmaz · The Economic Journal · 2008 · 3K citations

, , +15

On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms

Francis X. Diebold, Kamil Yılmaz · SSRN Electronic Journal · 2011 · 603 citations · Full text

, , +17

Estimating global bank network connectedness

Mert Demirer, Francis X. Diebold, Laura Liu et al. · Journal of Applied Econometrics · 2017 · 591 citations

, , +17

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