eCite Digital Repository

Author: Volkov, V (Mr Vladimir Volkov)

Number of items: 11

Journal Article
Clements, AE and Hurn, AS and Lindsay, KA and Volkov, V, Estimating a non-parametric memory kernel for mutually-exciting point processes, Journal of Financial Econometrics pp. 1-37. ISSN 1479-8409 (In Press) [Refereed Article] 
Islam, R and Volkov, V, Contagion or interdependence? Comparing spillover indices, Empirical Economics, (02 December 2021) ISSN 0377-7332 (2021) [Refereed Article] 
Dungey, M and Islam, R and Volkov, V, Crisis transmission: Visualizing vulnerability, Pacific Basin Finance Journal, 59 Article 101255. ISSN 0927-538X (2020) [Refereed Article] 
Dungey, M and Kangogo, M and Volkov, V, Changing vulnerability in Asia: Contagion and systemic risk, Asian Development Bank Economics Working Paper Series, 583 pp. 1-46. ISSN 2313-6537 (2019) [Refereed Article]
Dungey, M and Hurn, S and Shi, S and Volkov, V, Information flow in times of crisis: the case of the European banking and sovereign sectors, Econometrics, 7, (1) Article 5. ISSN 2225-1146 (2019) [Refereed Article]
Dungey, M and Harvey, J and Volkov, V, The changing international network of sovereign debt and financial institutions, Journal of International Financial Markets, Institutions and Money, 60 pp. 149-168. ISSN 1042-4431 (2019) [Refereed Article] 
Chowdhury, B and Dungey, M and Kangogo, M and Sayeed, MA and Volkov, V, The changing network of financial market linkages: the Asian experience, International Review of Financial Analysis, 64, (July 2019) pp. 71-92. ISSN 1057-5219 (2019) [Refereed Article] 
Dungey, M and Fry-Mckibbin, F and Volkov, V, Transmission of a resource boom: the case of Australia, Oxford Bulletin of Economics and Statistics pp. 1-23. ISSN 0305-9049 (2019) [Refereed Article] 
Dungey, M and Volkov, V, R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks, Economics Letters, 162 pp. 81-85. ISSN 0165-1765 (2018) [Refereed Article] 
Clements, AE and Hurn, AS and Volkov, V, Common trends in global volatility, Journal of International Money and Finance, 67 pp. 194-214. ISSN 0261-5606 (2016) [Refereed Article] 
Clements, AE and Hurn, AS and Volkov, V, Volatility transmission in global financial markets, Journal of Empirical Finance, 32 pp. 3-18. ISSN 0927-5398 (2015) [Refereed Article] 

This list was generated on Fri Sep 30 23:41:30 2022.