On the network topology of variance decompositions: Measuring the connectedness of financial firms von Diebold, Francis X., Yılmaz, Kamil

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Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests von Diebold, Francis X.

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Better to give than to receive: Predictive directional measurement of volatility spillovers von Diebold, Francis X., Yilmaz, Kamil

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Machine learning for regularized survey forecast combination: Partially-egalitarian LASSO and its derivatives von Diebold, Francis X., Shin, Minchul

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Forecasting the term structure of government bond yields von Diebold, Francis X., Li, Canlin

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The affine arbitrage-free class of Nelson–Siegel term structure models von Christensen, Jens H.E., Diebold, Francis X., Rudebusch, Glenn D.

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Real-time price discovery in global stock, bond and foreign exchange markets von Andersen, Torben G., Bollerslev, Tim, Diebold, Francis X., Vega, Clara

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The macroeconomy and the yield curve: a dynamic latent factor approach von Diebold, Francis X., Rudebusch, Glenn D., Boragˇan Aruoba, S.

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Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics von Christoffersen, Peter F, Diebold, Francis X

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Estimating global bank network connectedness von Demirer, Mert, Diebold, Francis X., Liu, Laura, Yilmaz, Kamil

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Weather Forecasting for Weather Derivatives von Campbell, Sean D, Diebold, Francis X

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Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets von Diebold, Francis X., Yilmaz, Kamil

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Range-Based Estimation of Stochastic Volatility Models von Alizadeh, Sassan, Brandt, Michael W., Diebold, Francis X.

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Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange von Andersen, Torben G., Bollerslev, Tim, Diebold, Francis X., Vega, Clara

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Trans-Atlantic Equity Volatility Connectedness: U.S. and European Financial Institutions, 2004–2014 von Diebold, Francis X., Yilmaz, Kamil

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Global yield curve dynamics and interactions: A dynamic Nelson–Siegel approach von Diebold, Francis X., Li, Canlin, Yue, Vivian Z.

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The Distribution of Realized Exchange Rate Volatility von Andersen, Torben G, Bollerslev, Tim, Diebold, Francis X, Labys, Paul

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On the past, present, and future of the Diebold–Yilmaz approach to dynamic network connectedness von Diebold, Francis X., Yilmaz, Kamil

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On the aggregation of probability assessments: Regularized mixtures of predictive densities for Eurozone inflation and real interest rates von Diebold, Francis X., Shin, Minchul, Zhang, Boyuan

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Real-time forecast evaluation of DSGE models with stochastic volatility von Diebold, Francis X., Schorfheide, Frank, Shin, Minchul

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