Web Access Research Portal

Researcher: Volkov, V (Mr Vladimir Volkov)

Fields of Research

Macroeconomics (incl. monetary and fiscal theory)
Financial econometrics
Financial economics
Time-series analysis

Research Objectives

Macroeconomics
Savings and investments
Monetary policy
Economic growth

Career Best Publications

Research Publications

Common trends in global volatility; Journal of International Money and Finance
Crisis transmission: Visualizing vulnerability; Pacific Basin Finance Journal
Information flow in times of crisis: the case of the European banking and sovereign sectors; Econometrics
R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks; Economics Letters
The changing international network of sovereign debt and financial institutions; Journal of International Financial Markets, Institutions and Money
The changing network of financial market linkages: the Asian experience; International Review of Financial Analysis
Transmission of a resource boom: the case of Australia; Oxford Bulletin of Economics and Statistics
Volatility transmission in global financial markets; Journal of Empirical Finance

Research Projects

Assessing vulnerability in global banking networks; Accounting & Finance Association of Australia and New Zealand Ltd (AFAANZ)
Measuring interconnectedness of the global equity market from historical decompositions; Accounting & Finance Association of Australia and New Zealand Ltd (AFAANZ)

Research Candidate Supervision