Access Statistics for Vladimir Volkov

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A simple linear alternative to multiplicative error models with an application to trading volume 0 0 1 58 0 1 24 61
Calm before the storm: an early warning approach before and during the COVID-19 crisis 0 0 0 30 0 0 13 94
Changing Vulnerability in Asia: Contagion and Systemic Risk 0 1 1 8 1 2 13 49
Contagion or interdependence? Comparing signed and unsigned spillovers 0 0 0 31 0 1 16 67
Crisis transmission: visualizing vulnerability 0 0 0 47 0 6 26 378
Dynamic effects of network exposure on equity markets 0 0 0 22 0 2 9 36
High-Frequency Estimation of ITÔ Semimartingale Baseline for Hawkes Processes 0 0 0 7 0 3 16 22
R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks 0 0 0 19 1 2 17 77
Recovery from Dutch Disease 0 0 0 67 0 0 8 175
Signed Spillover Effects Building on Historical Decompositions 0 0 4 45 0 2 22 109
Signed spillover effects building on historical decompositions 0 1 2 23 0 1 14 86
The Changing Network of Financial Market Linkages: The Asian Experience 0 0 0 12 2 4 41 156
The Changing Network of Financial Market Linkages: The Asian Experience 0 0 0 4 0 1 6 73
The changing international network of sovereign debt and financial institutions 0 0 0 14 0 0 18 86
The changing network of financial market linkages: the Asian experience 0 0 0 7 0 2 6 98
Transmission of a Resource Boom: The Case of Australia 0 0 0 43 0 1 11 75
Total Working Papers 0 2 8 437 4 28 260 1,642

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A three-sector structural VAR model for Australia 0 0 2 5 0 1 31 44
Changing vulnerability in Asia: contagion and spillovers 0 0 1 1 1 2 14 18
Common trends in global volatility 0 0 0 17 2 2 12 101
Contagion or interdependence? Comparing spillover indices 0 0 2 3 0 1 15 21
Crisis transmission: Visualizing vulnerability 0 0 0 3 0 0 12 28
Detecting signed spillovers in global financial markets: A Markov-switching approach 0 0 1 4 0 1 16 24
Dynamic effects of network exposure on equity markets 0 0 0 2 1 3 11 17
Estimating a Non-parametric Memory Kernel for Mutually Exciting Point Processes* 0 0 0 0 0 2 9 11
Information Flow in Times of Crisis: The Case of the European Banking and Sovereign Sectors 0 0 0 7 0 2 7 44
Mutually Exciting Point Processes with Latency 0 0 0 0 1 4 4 4
Opacity and frequency dependence of beta 0 0 0 1 0 0 6 11
R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks 0 0 0 8 1 2 14 79
The changing international network of sovereign debt and financial institutions 0 0 0 3 0 1 10 34
The changing network of financial market linkages: The Asian experience 0 0 0 8 0 0 10 90
Transmission of a Resource Boom: The Case of Australia 0 0 0 14 2 3 11 60
Volatility transmission in global financial markets 0 0 1 72 0 0 12 199
Total Journal Articles 0 0 7 148 8 24 194 785

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Statistics updated 2026-08-07