Profiles

Vladimir Volkov

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Vladimir Volkov

Postdoctoral Researcher in Financial Econometrics
Tasmanian School of Business & Economics

Room 217, Centenary Building, Sandy Bay Campus

+61 3 6226 7363 (phone)

Vladimir.Volkov@utas.edu.au

View more on Mr Vladimir Volkov in WARP

Fields of Research

  • Macroeconomics (incl. Monetary and Fiscal Theory) (140212)
  • Financial Econometrics (150202)

Research Objectives

  • Monetary Policy (910108)
  • Savings and Investments (910109)

Publications

Total publications

2

Journal Article

(2 outputs)
YearCitationAltmetrics
2016Clements AE, Hurn AS, Volkov V, 'Common trends in global volatility', Journal of International Money and Finance, 67 pp. 194-214. ISSN 0261-5606 (2016) [Refereed Article]

DOI: 10.1016/j.jimonfin.2016.05.001 [eCite] [Details]

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2015Clements AE, Hurn AS, Volkov V, 'Volatility transmission in global financial markets', Journal of Empirical Finance, 32 pp. 3-18. ISSN 0927-5398 (2015) [Refereed Article]

DOI: 10.1016/j.jempfin.2014.12.002 [eCite] [Details]

Citations: Scopus - 5Web of Science - 6

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Research Supervision

Current

2

Current

DegreeTitleCommenced
PhDEssays on Jump Risk in The Indian Financial Market2016
PhDIdentifying Causal Relationships Between Sectors in Different Financial Networks2017