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Items where Author is "Volkov, V"

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Number of items: 16.

Article

Chowdhury, B, Dungey, M

, Kangogo, M

, Sayeed, MA and Volkov, V

2019 , 'The changing network of financial market linkages: the Asian experience' , International Review of Financial Analysis, vol. 64, no. July 2 , pp. 71-92 , doi: 10.1016/j.irfa.2019.05.003.

Dungey, M

, Fry-Mckibbin, F and Volkov, V

2019 , 'Transmission of a resource boom: the case of Australia' , Oxford Bulletin of Economics and Statistics , pp. 1-23 , doi: 10.1111/obes.12352.

Dungey, M

, Harvey, J and Volkov, V

2018 , 'The changing international network of sovereign debt and financial institutions' , Journal of International Financial Markets, Institutions and Money, vol. 60 , pp. 149-168 , doi: 10.1016/j.intfin.2018.12.013.

Dungey, M

, Hurn, S, Shi, Shuping and Volkov, V

2019 , 'Information flow in times of crisis: The case of the European banking and sovereign sectors' , Econometrics, vol. 7, no. 1 , pp. 1-20 , doi: 10.3390/econometrics7010005.

Dungey, M, Islam, R

and Volkov, V

2020 , 'Crisis transmission: Visualizing vulnerability' , Pacific Basin Finance Journal, vol. 59 , pp. 1-22 , doi: 10.1016/j.pacfin.2019.101255.

Dungey, M

and Volkov, V

2018 , 'R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks' , Economics Letters, vol. 162 , 81–85 , doi: 10.1016/j.econlet.2017.11.007.

Report

Chowdhury, B

, Dungey, M

, Kangogo, M

, Sayeed, MA

and Volkov, V

2018 , The changing network of financial market linkages: the Asian experience.

Clements, A, Hurn, S and Volkov, V

2021 , A simple linear alternative to multiplicative error models with an application to trading volume.

Clements, AE, Hurn, AS, Lindsay, KA and Volkov, V 2017 , A semi-parametric point process model of the interactions between equity markets.

Dungey, M, Harvey, J, Siklos, P and Volkov, V 2017 , Signed spillover effects building on historical decompositions.

Dungey, M, Harvey, J and Volkov, V 2017 , The changing international network of sovereign debt and financial institutions.

Dungey, M

, Islam, R

and Volkov, V

2019 , Crisis transmission: visualizing vulnerability.

Dungey, M and Volkov, V 2017 , R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks.

Islam, R

and Volkov, V

2020 , Calm before the storm: an early warning approach before and during the COVID-19 crisis.

Islam, R

and Volkov, V

2020 , Contagion or interdependence? Comparing signed and unsigned spillovers.

Kangogo, M

and Volkov, V

2021 , Dynamic effects of network exposure on equity markets.

This list was generated on Mon May 16 01:52:33 2022 AEST.

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