Irena Vodenska

Boston University Metropolitan College

Associate Professor of Finance

808 Commonwealth Avenue

Boston, MA 02115

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 27,740

SSRN RANKINGS

Top 27,740

in Total Papers Downloads

1,900

SSRN CITATIONS

3

CROSSREF CITATIONS

4

Scholarly Papers (7)

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 1,300 (16,635)
Citation 5

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VIX Index, S&P 500, Volatility, Forecasting

2.

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 214 (158,865)
Citation 1

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

3.

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, RIKEN iTHEMS, University of Hyogo - Graduate School of Simulation Studies, Niigata University and Niigata University
Downloads 189 (178,376)
Citation 5

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

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, RIKEN iTHEMS, Boston University - Department of Physics, University of Hyogo - Graduate School of Simulation Studies, Niigata University and Kyoto University
Downloads 101 (292,272)
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 83 (330,873)

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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 (624,124)

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Complex network, Banking crisis, Financial network, Cascading effect

7.

Systemic stress test model in shared portfolio networks

Number of pages: 12
Boston University Metropolitan College, Boston University, Boston University - Department of Physics, Yeshiva University and Bar Ilan University
Downloads 0

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