Vladimir Volkov
- Associate Professor:HSE Campus in St. Petersburg / St.Petersburg School of Economics and Management / Department of Economics
- Vladimir Volkov has been at HSE University since 2023.
Education and Degrees
- 2015PhD
- 2007
Degree in Mathematical Methods in Economics
St Petersburg State University
Courses (2023/2024)
- Econometrics I (Bachelor’s programme; St.Petersburg School of Economics and Management; 3 year, 1, 2 module)Eng
- Econometrics I (Bachelor’s programme; St.Petersburg School of Economics and Management; 3 year, 1, 2 module)Rus
- Strategic finance and risks (Bachelor’s programme; St.Petersburg School of Economics and Management; 4 year, 1, 2 module)Eng
Publications11
- Article Clements A., Hurn S., Lindsay K., Volkov V. Estimating a Non-parametric Memory Kernel for Mutually Exciting Point Processes // Journal of Financial Econometrics. 2023. P. 1-22. doi
- Article Islam R., Volkov V. Contagion or interdependence? Comparing spillover indices // Empirical Economics. 2022. P. 1403-1455. doi
- Article Dungey M., Islam R., Volkov V. Crisis transmission: Visualizing vulnerability // Pacific-Basin Finance Journal. 2020. P. 1-22. doi
- Article Dungey M., Kangogo M., Volkov V. Changing Vulnerability in Asia: Contagion and Systemic Risk // ADB Economics Working Paper Series. 2019. P. 1-37. doi
- Article Dungey M., Hurn S., Shi S., Volkov V. Information Flow in Times of Crisis: The Case of the European Banking and Sovereign Sectors // Econometrics. 2019. P. 1-20. doi
- Article Dungey M., John H., Volkov V. The changing international network of sovereign debt and financial institutions // Journal of International Financial Markets, Institutions and Money. 2019. P. 149-168. doi
- Article Chowdhury B., Dungey M., Kangogo M., Mohammad S., Volkov V. The changing network of financial market linkages: The Asian experience // International Review of Financial Analysis. 2019. P. 71-92. doi
- Article Dungey M., Fry-Mckibbin R., Volkov V. Transmission of a Resource Boom: The Case of Australia // Oxford Bulletin of Economics and Statistics. 2019. P. 503-525. doi
- Article Dungey M., Volkov V. R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks // Economics Letters. 2018. P. 81-85. doi
- Article Clements A., Hurn S., Volkov V. Common trends in global volatility // Journal of International Money and Finance. 2016. P. 194-214. doi
- Article Hurn S., Clements A., Volkov V. Volatility transmission in global financial markets // Journal of Empirical Finance. 2015. P. 3-18. doi