| 176 |
Sean D. Campbell,
Francis X. Diebold
|
Stock Returns and Expected Business Conditions: Half a Century of Direct Evidence
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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 |
|