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 0 58 0 0 21 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 0 1 8 3 4 16 52
Contagion or interdependence? Comparing signed and unsigned spillovers 0 0 0 31 1 1 17 68
Crisis transmission: visualizing vulnerability 0 0 0 47 1 2 27 379
Dynamic effects of network exposure on equity markets 0 0 0 22 0 0 9 36
High-Frequency Estimation of ITÔ Semimartingale Baseline for Hawkes Processes 0 0 0 7 0 1 16 22
R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks 0 0 0 19 0 1 17 77
Recovery from Dutch Disease 0 0 0 67 2 2 9 177
Signed Spillover Effects Building on Historical Decompositions 1 1 5 46 3 4 25 112
Signed spillover effects building on historical decompositions 0 1 2 23 1 2 15 87
The Changing Network of Financial Market Linkages: The Asian Experience 0 0 0 12 2 5 43 158
The Changing Network of Financial Market Linkages: The Asian Experience 0 0 0 4 0 0 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 1 1 7 99
Transmission of a Resource Boom: The Case of Australia 0 0 0 43 1 1 12 76
Total Working Papers 1 2 8 438 15 24 271 1,657


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 0 29 44
Changing vulnerability in Asia: contagion and spillovers 0 0 1 1 0 1 13 18
Common trends in global volatility 0 0 0 17 0 2 11 101
Contagion or interdependence? Comparing spillover indices 0 0 2 3 0 0 14 21
Crisis transmission: Visualizing vulnerability 0 0 0 3 4 4 16 32
Detecting signed spillovers in global financial markets: A Markov-switching approach 0 0 1 4 1 2 17 25
Dynamic effects of network exposure on equity markets 0 0 0 2 0 2 11 17
Estimating a Non-parametric Memory Kernel for Mutually Exciting Point Processes* 0 0 0 0 0 1 9 11
Information Flow in Times of Crisis: The Case of the European Banking and Sovereign Sectors 0 0 0 7 1 1 8 45
Mutually Exciting Point Processes with Latency 0 0 0 0 0 1 4 4
Opacity and frequency dependence of beta 0 0 0 1 0 0 5 11
R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks 0 0 0 8 0 1 14 79
The changing international network of sovereign debt and financial institutions 0 0 0 3 1 1 11 35
The changing network of financial market linkages: The Asian experience 0 0 0 8 1 1 11 91
Transmission of a Resource Boom: The Case of Australia 0 0 0 14 0 2 10 60
Volatility transmission in global financial markets 0 0 1 72 0 0 10 199
Total Journal Articles 0 0 7 148 8 19 193 793


Statistics updated 2026-09-10