Irena Vodenska

Boston University Metropolitan College

Associate Professor of Finance

808 Commonwealth Avenue

Boston, MA 02115

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 27,789

SSRN RANKINGS

Top 27,789

in Total Papers Downloads

1,674

SSRN CITATIONS

1

CROSSREF CITATIONS

4

Scholarly Papers (6)

1.

Understanding the Relationship between VIX and the S&P 500 Index Volatility

26th Australasian Finance and Banking Conference 2013
Number of pages: 27 Posted: 19 Aug 2013
Irena Vodenska and William John Chambers
Boston University Metropolitan College and Administrative Sciences Department, Boston University
Downloads 1,140 (17,999)
Citation 3

Abstract:

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VIX Index, S&P 500, Volatility, Forecasting

2.

Interdependencies and Causalities in Coupled Financial Networks

I. Vodenska, H. Aoyama, Y. Fujiwara, H. Iyetomi, Y. Arai, Interdependencies and causalities in complex financial networks, PLoS ONE 11(3): e0150994. doi:10.1371/journal.pone.0150994 (2016), 29th Australasian Finance and Banking Conference 2016
Number of pages: 30 Posted: 08 Aug 2014 Last Revised: 11 May 2016
Boston University Metropolitan College, GSAIS, Kyoto University, University of Hyogo - Graduate School of Simulation Studies, Niigata University and Niigata University
Downloads 186 (163,760)
Citation 4

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Complex Principal Component Analysis, Hilbert Transform, Financial Networks, Foreign Exchange, Equity Markets

3.

Economic and Political Effects on Currency Clustering Dynamics

Quantitative Finance, 19(5):705-716, 2019
Number of pages: 17 Posted: 20 Sep 2017 Last Revised: 12 Aug 2019
University of Duisburg-Essen, Boston University - Department of Physics, Boston University Metropolitan College, Boston University - Center for Polymer Studies and University of Duisburg-Essen
Downloads 166 (181,093)
Citation 1

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Symbolic performance; Currency clustering; Currency dynamics; Central bank intervention

4.

Systemic Risk and Vulnerabilities of Bank Networks

Number of pages: 54 Posted: 10 Oct 2017 Last Revised: 12 Oct 2017
Boston University Metropolitan College, GSAIS, Kyoto University, Boston University - Department of Physics, University of Hyogo - Graduate School of Simulation Studies, Niigata University and Kyoto University
Downloads 90 (286,374)
Citation 1

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Systemic Risk, Macroprudential Regulation, European Bank Network, Stress Testing, Portfolio Overlap

5.

Systemic Risk Propagation in Bank-Asset Network: New Perspective on Japanese Banking Crisis in the 1990s

IMA Journal of Complex Networks (2015)
Number of pages: 20 Posted: 21 Apr 2015
Yohei Sakamoto and Irena Vodenska
Kyoto University and Boston University Metropolitan College
Downloads 79 (310,153)

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Bipartite network, Cascading Failure Model, Japanese banking Crisis, Risk Propagation

6.

Impact of Bankruptcy Through Asset Portfolios: Network Analytic Solution Unveils 1990s Japanese Banking Crisis

Number of pages: 7 Posted: 05 May 2016
Yohei Sakamoto and Irena Vodenska
Kyoto University and Boston University Metropolitan College
Downloads 13 (568,677)

Abstract:

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Complex network, Banking crisis, Financial network, Cascading effect