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 8 14 20 55
Calm before the storm: an early warning approach before and during the COVID-19 crisis 0 0 0 30 2 3 6 86
Changing Vulnerability in Asia: Contagion and Systemic Risk 0 0 0 7 3 8 14 47
Contagion or interdependence? Comparing signed and unsigned spillovers 0 0 0 31 2 3 5 55
Crisis transmission: visualizing vulnerability 0 0 0 47 15 16 18 368
Dynamic effects of network exposure on equity markets 0 0 0 22 2 5 6 32
High-Frequency Estimation of ITÔ Semimartingale Baseline for Hawkes Processes 0 0 7 7 3 7 14 14
R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks 0 0 0 19 4 6 7 66
Recovery from Dutch Disease 0 0 0 67 4 5 10 173
Signed Spillover Effects Building on Historical Decompositions 1 2 4 44 3 7 13 98
Signed spillover effects building on historical decompositions 0 1 1 22 4 8 14 82
The Changing Network of Financial Market Linkages: The Asian Experience 0 0 0 4 1 1 1 68
The Changing Network of Financial Market Linkages: The Asian Experience 0 0 0 12 20 23 29 139
The changing international network of sovereign debt and financial institutions 0 0 0 14 8 11 11 79
The changing network of financial market linkages: the Asian experience 0 0 0 7 2 2 5 95
Transmission of a Resource Boom: The Case of Australia 0 0 0 43 4 6 8 71
Total Working Papers 1 3 13 434 85 125 181 1,528


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 1 1 5 5 4 13 31 34
Changing vulnerability in Asia: contagion and spillovers 0 1 1 1 4 5 7 11
Common trends in global volatility 0 0 0 17 2 5 9 97
Contagion or interdependence? Comparing spillover indices 0 2 2 3 5 7 8 14
Crisis transmission: Visualizing vulnerability 0 0 0 3 5 7 8 23
Detecting signed spillovers in global financial markets: A Markov-switching approach 1 1 2 4 2 10 15 20
Dynamic effects of network exposure on equity markets 0 0 0 2 3 5 6 12
Estimating a Non-parametric Memory Kernel for Mutually Exciting Point Processes* 0 0 0 0 2 3 7 7
Information Flow in Times of Crisis: The Case of the European Banking and Sovereign Sectors 0 0 0 7 2 2 2 39
Opacity and frequency dependence of beta 0 0 1 1 3 3 8 9
R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks 0 0 0 8 3 7 12 73
The changing international network of sovereign debt and financial institutions 0 0 0 3 2 3 5 29
The changing network of financial market linkages: The Asian experience 0 0 1 8 4 7 10 87
Transmission of a Resource Boom: The Case of Australia 0 0 0 14 1 2 8 53
Volatility transmission in global financial markets 0 0 2 72 4 7 12 197
Total Journal Articles 2 5 14 148 46 86 148 705


Statistics updated 2026-02-12