Profiles

Vladimir Volkov

UTAS Home Dr Vladimir Volkov
Vladimir Volkov image

Vladimir Volkov

Academic
Tasmanian School of Business & Economics

Room 157 , Maths Builing ground floor

+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)
  • Financial Economics (140207)
  • Time-Series Analysis (140305)

Research Objectives

  • Macroeconomics (910199)
  • Savings and Investments (910109)
  • Monetary Policy (910108)
  • Economic Growth (910103)

Publications

Total publications

8

Journal Article

(8 outputs)
YearCitationAltmetrics
2020Dungey M, Islam R, Volkov V, 'Crisis transmission: Visualizing vulnerability', Pacific Basin Finance Journal, 59 pp. 1-22. ISSN 0927-538X (2020) [Refereed Article]

DOI: 10.1016/j.pacfin.2019.101255 [eCite] [Details]

Co-authors: Islam R

Tweet

2019Chowdhury B, Dungey M, Kangogo M, Sayeed MA, 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]

DOI: 10.1016/j.irfa.2019.05.003 [eCite] [Details]

Citations: Scopus - 5Web of Science - 3

Co-authors: Chowdhury B; Dungey M; Kangogo M; Sayeed MA

Tweet

2019Dungey M, Fry-Mckibbin F, Volkov V, 'Transmission of a resource boom: the case of Australia', Oxford Bulletin of Economics and Statistics pp. 1-23. ISSN 1468-0084 (2019) [Refereed Article]

DOI: 10.1111/obes.12352 [eCite] [Details]

Citations: Web of Science - 2

Co-authors: Dungey M

Tweet

2019Dungey M, Harvey J, 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]

DOI: 10.1016/j.intfin.2018.12.013 [eCite] [Details]

Co-authors: Dungey M; Harvey J

Tweet

2019Dungey M, Hurn S, Shi S, 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]

DOI: 10.3390/econometrics7010005 [eCite] [Details]

Co-authors: Dungey M

Tweet

2018Dungey M, 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]

DOI: 10.1016/j.econlet.2017.11.007 [eCite] [Details]

Citations: Scopus - 4Web of Science - 2

Co-authors: Dungey M

Tweet

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]

Tweet

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 - 16Web of Science - 15

Tweet

Grants & Funding

Funding Summary

Number of grants

1

Total funding

$5,000

Projects

Measuring interconnectedness of the global equity market from historical decompositions (2017)$5,000
Description
We propose a novel approach to extend the spillover index of Diebold and Yilmaz (2009, 2014) to one calculated from historical decompositions. The extension allows for signing of the contribution of different spillovers to target markets, and thus whether they are associated with "good" or "bad" news in the market. This project will develop applications for this new methodology including for a set of global daily equity market indices for the period 1996-2016. This will lead to a new mapping which includes not only the direction of spillovers between equity markets, but also the signed impact of those spillovers.
Funding
Accounting & Finance Association of Australia and New Zealand Ltd ($5,000)
Scheme
Grant
Administered By
University of Tasmania
Research Team
Volkov V; Dungey MH
Year
2017

Research Supervision

Current

6

Completed

1

Current

DegreeTitleCommenced
PhDVunerability in Global Financial Networks2017
PhDSystemic Risk Transmission: Visualizing vulnerability2018
PhDUncovered Short-Selling: Either good or bad around the world2018
PhDModelling Beta Across Different Frequencies2018
PhDDoes Capital Structure Matter to Non-Profit Institutions?2019
PhDAssessment of Impact of Climate Change on Financial Market Stability: an Australian context2020

Completed

DegreeTitleCompleted
PhDEssays on Jump Risk in The Indian Financial Market
Candidate: Mohammad Abu Sayeed
2017