Vladimir Volkov

Tasmania School of Business and Economics, University of Tasmania

French Street

Sandy Bay

Tasmania, 7250

Australia

SCHOLARLY PAPERS

4

DOWNLOADS

95

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 50 (429,616)

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 27 (529,071)

Abstract:

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Systemic risk, signed spillover, contagion, interdependence

3.

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 12 (626,166)
Citation 1

Abstract:

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

4.

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 6 (669,135)

Abstract:

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Asian markets, financial crises, networks