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Items where Author is "Volkov, V"
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Number of items: 20.
Article
Chowdhury, B, Dungey, M
ORCID: 0000-0003-0074-2314, Kangogo, M
ORCID: 0000-0002-2561-6763, Sayeed, MA and Volkov, V
ORCID: 0000-0001-9721-9700 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: https://doi.org/10.1016/j.irfa.2019.05.003.



Dungey, M
ORCID: 0000-0003-0074-2314, Fry-Mckibbin, F and Volkov, V
ORCID: 0000-0001-9721-9700 2019
, 'Transmission of a resource boom: the case of Australia'
, Oxford Bulletin of Economics and Statistics
, pp. 1-23
, doi: https://doi.org/10.1111/obes.12352.


Dungey, M
ORCID: 0000-0003-0074-2314, Harvey, J and Volkov, V
ORCID: 0000-0001-9721-9700 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: https://doi.org/10.1016/j.intfin.2018.12.013.


Dungey, M
ORCID: 0000-0003-0074-2314, Harvey, J and Volkov, V
ORCID: 0000-0001-9721-9700 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: https://doi.org/10.1016/j.intfin.2018.12.013.


Dungey, M
ORCID: 0000-0003-0074-2314, Hurn, S, Shi, Shuping and Volkov, V
ORCID: 0000-0001-9721-9700 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: https://doi.org/10.3390/econometrics7010005.


Dungey, M, Islam, R
ORCID: 0000-0001-5464-0589 and Volkov, V
ORCID: 0000-0001-9721-9700 2020
, 'Crisis transmission: Visualizing vulnerability'
, Pacific Basin Finance Journal, vol. 59
, pp. 1-22
, doi: https://doi.org/10.1016/j.pacfin.2019.101255.


Dungey, M
ORCID: 0000-0003-0074-2314, Islam, R and Volkov, V
ORCID: 0000-0001-9721-9700 2020
, 'Crisis transmission: Visualizing vulnerability'
, Pacific Basin Finance Journal, vol. 59
, pp. 1-22
, doi: https://doi.org/10.1016/j.pacfin.2019.101255.


Dungey, M
ORCID: 0000-0003-0074-2314 and Volkov, V
ORCID: 0000-0001-9721-9700 2018
, 'R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks'
, Economics Letters, vol. 162
, 81–85
, doi: https://doi.org/10.1016/j.econlet.2017.11.007.


Dungey, M
ORCID: 0000-0003-0074-2314 and Volkov, V
ORCID: 0000-0001-9721-9700 2018
, 'R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks'
, Economics Letters, vol. 162
, 81–85
, doi: https://doi.org/10.1016/j.econlet.2017.11.007.


Islam, R and Volkov, V
ORCID: 0000-0001-9721-9700 2021
, 'Contagion or interdependence? Comparing spillover indices'
, Empirical Economics, no. 02 Dec
, pp. 1-53
, doi: https://doi.org/10.1007/s00181-021-02169-2.

Report
Chowdhury, B
ORCID: 0000-0001-7660-7659, Dungey, M
ORCID: 0000-0003-0074-2314, Kangogo, M
ORCID: 0000-0002-2561-6763, Sayeed, MA
ORCID: 0000-0002-1878-358X and Volkov, V
ORCID: 0000-0001-9721-9700 2018
, The changing network of financial market linkages: the Asian experience.





Clements, A, Hurn, S and Volkov, V
ORCID: 0000-0001-9721-9700 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
ORCID: 0000-0003-0074-2314, Islam, R
ORCID: 0000-0001-5464-0589 and Volkov, V
ORCID: 0000-0001-9721-9700 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
ORCID: 0000-0001-5464-0589 and Volkov, V
ORCID: 0000-0001-9721-9700 2020
, Calm before the storm: an early warning approach before and during the COVID-19 crisis.


Islam, R
ORCID: 0000-0001-5464-0589 and Volkov, V
ORCID: 0000-0001-9721-9700 2020
, Contagion or interdependence? Comparing signed and unsigned spillovers.


Kangogo, M
ORCID: 0000-0002-2561-6763 and Volkov, V
ORCID: 0000-0001-9721-9700 2021
, Dynamic effects of network exposure on equity markets.


This list was generated on Thu Jun 1 02:00:17 2023 AEST.