Kamil Yilmaz

1. Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets
   2008/12/09 by Francis X. Diebold, Kamil Yilmaz, Kamil Yılmaz · 50 citations
   Economics, Econometrics and Finance · #Market Dynamics and Volatility #Financial Risk and Volatility Modeling #Financial Markets and Investment Strategies
2. Better to give than to receive: Predictive directional measurement of volatility spillovers
   2011/05/26 by Francis X. Diebold, Kamil Yilmaz, Kamil Yılmaz · 9 citations
   Economics, Econometrics and Finance · #Financial Risk and Volatility Modeling #Market Dynamics and Volatility #Monetary Policy and Economic Impact