Vladimir Volkov

Tasmania School of Business and Economics, University of Tasmania

French Street

Sandy Bay

Tasmania, 7250

Australia

SCHOLARLY PAPERS

4

DOWNLOADS

158

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Calm Before the Storm: An Early Warning Approach Before and During the COVID-19 Crisis

Number of pages: 56 Posted: 05 Aug 2020 Last Revised: 26 Aug 2020
Raisul Islam and Vladimir Volkov
University of Tasmania and Tasmania School of Business and Economics, University of Tasmania
Downloads 93 (341,683)

Abstract:

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Systemic risk, Financial networks, COVID-19, Information transmission, Risk transmission, Self organising maps

2.

Contagion or Interdependence? Comparing Signed and Unsigned Spillovers

Number of pages: 58 Posted: 18 Jun 2020 Last Revised: 26 Aug 2020
Raisul Islam and Vladimir Volkov
University of Tasmania and Tasmania School of Business and Economics, University of Tasmania
Downloads 37 (533,398)

Abstract:

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Systemic risk, signed spillover, contagion, interdependence

3.

Changing Vulnerability in Asia: Contagion and Systemic Risk

Asian Development Bank Economics Working Paper Series No. 583
Number of pages: 46 Posted: 04 May 2020
Mardi H. Dungey, Moses Kangogo and Vladimir Volkov
University of Tasmania (deceased), University of Tasmania and Tasmania School of Business and Economics, University of Tasmania
Downloads 14 (680,249)

Abstract:

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Asian markets, financial crises, networks

4.

Transmission of a Resource Boom: The Case of Australia

CAMA Working Paper No. 63/2019
Number of pages: 31 Posted: 04 Sep 2019 Last Revised: 19 Sep 2019
Mardi H. Dungey, Renee Fry-McKibbin and Vladimir Volkov
University of Tasmania (deceased), Australian National University (ANU) - Crawford School of Public Policy and Tasmania School of Business and Economics, University of Tasmania
Downloads 14 (680,249)
Citation 1

Abstract:

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Chinese resource demand, SVAR, multivariate historical decomposition, commodity demand shock, commodity supply shock