| 176 | Sean D. Campbell, Francis X. Diebold | Stock Returns and Expected Business Conditions: Half a Century of Direct Evidence | Risk Management | 2005 | |
| 116 | Torben G. Andersen, Tim Bollerslev, Francis X. Diebold | Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility | Trading and Pricing in Financial Markets | 2003 | |
| 112 | Francis X. Diebold, Glenn D. Rudebusch, S. Boragan Aruoba | The Macroeconomy and the Yield Curve: A Nonstructural Analysis | Central Banking & Monetary Economics | 2003 | |
| 224 | Francis X. Diebold, Kamil Yilmaz | Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets | Risk Management | 2007 | |
| 288 | Francis X. Diebold, Georg H. Strasser | On the Correlation Structure of Microstructure Noise in Theory and Practice | Risk Management | 2008 | |
| 282 | Francis X. Diebold, Kamil Yilmaz | Measuring Financial Asset Return and Volatilty Spillovers, with Application to Global Equity Markets | Risk Management | 2008 | |
| 283 | Francis X. Diebold, Canlin Li, Vivian Z. Yue | Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach | Risk Management | 2008 | |
| 575 | Francis X. Diebold, Laura Liu, Kamil Yilmaz | Commodity Connectedness | Monetary Policy & Financial Stability | 2017 | |
| 576 | Mert Demirer, Francis X. Diebold, Laura Liu, Kamil Yilmaz | Estimating global bank network connectedness | Monetary Policy & Financial Stability | 2017 | |
| 145 | Torben G. Andersen, Tim Bollerslev, Francis X. Diebold, Jin Wu | Realized Beta: Persistence and Predictability | Trading and Pricing in Financial Markets | 2004 | |
| 140 | Francis X. Diebold | The Nobel Memorial Prize for Robert F. Engle | Trading and Pricing in Financial Markets | 2004 | |
| 139 | Sean D. Campbell, Francis X. Diebold | Weather Forecasting for Weather Derivatives | Trading and Pricing in Financial Markets | 2004 | |
| 162 | Torben G. Andersen, Tim Bollerslev, Peter F. Christoffersen, Francis X. Diebold | Volatility Forecasting | Risk Management | 2005 | |
| 156 | Torben G. Andersen, Tim Bollerslev, Peter F. Christoffersen, Francis X. Diebold | Practical Volatility and Correlation Modeling for Financial Market Risk Management | Risk Management | 2005 | |
| 157 | Francis X. Diebold, Monika Piazzesi, Glenn D. Rudebusch | Modeling Bond Yields in Finance and Macroeconomics | Risk Management | 2005 | |
| 158 | Torben G. Andersen, Tim Bollerslev, Francis X. Diebold, Ginger Wu | A Framework for Exploring the Macroeconomic Determinants of Systematic Risk | Risk Management | 2005 | |
| 148 | Torben G. Andersen, Tim Bollerslev, Francis X. Diebold, Clara Vega | Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets | Trading and Pricing in Financial Markets | 2004 | |
| 136 | Michael W. Brandt, Francis X. Diebold | A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations | Trading and Pricing in Financial Markets | 2004 | |
| 137 | Peter F. Christoffersen, Francis X. Diebold | Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics | Trading and Pricing in Financial Markets | 2004 | |
| 138 | Francis X. Diebold, Canlin Li | Forecasting the Term Structure of Government Bond Yields | International Economics | 2004 | |
| 577 | Francis X. Diebold, Frank Schorfheide, Minchul Shin | Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility | Monetary Policy & Financial Stability | 2017 | |