When does the stock market listen to economic news? New evidence from copulas and news wires I Medovikov Journal of Banking & Finance 65, 27-40, 2016 | 55 | 2016 |
A new measure of vector dependence, with applications to financial risk and contagion I Medovikov, A Prokhorov Journal of Financial Econometrics 15 (3), 474-503, 2017 | 10 | 2017 |
Can analysts predict rallies better than crashes? I Medovikov Finance Research Letters 11 (4), 319-325, 2014 | 10 | 2014 |
Non-parametric weighted tests for independence based on empirical copula process I Medovikov Journal of Statistical Computation and Simulation 86 (1), 105-121, 2016 | 7 | 2016 |
Can stock analysts predict market risk? New evidence from Copula theory IS Medovikov Finance: Theory and Practice 23 (1), 38-48, 2019 | 4 | 2019 |
A Money and Credit Real-Time Database for Canada R Keshishbanoosy, P St-Amant, D Ball, I Medovikov Bank of Canada Review (Summer), 55-64, 2008 | 2 | 2008 |
Efficient estimation of parameters in marginals in semiparametric multivariate models I Medovikov, V Panchenko, A Prokhorov arXiv preprint arXiv:2401.17334, 2024 | 1 | 2024 |
Can Stock Analysts Predict Volatility? I Medovikov Available at SSRN 3188912, 2018 | | 2018 |
News, Copulas and Independence I Medovikov The University of Western Ontario (Canada), 2013 | | 2013 |
An Omnibus Copula Test of Independence and Goodness of Fit I Medovikov | | 2011 |
CURRENT POSITION PERSONAL I MEDOVIKOV | | 2011 |
A Test Of Independence In Econometric Models (DRAFT) I Medovikov | | 2011 |
A Test Of Independence Assumption In Econometric Models (DRAFT) I Medovikov | | 2010 |
Inflation Risk Premiums and Inflation Targeting: An Empirical Measure of Credibility I Medovikov, K Bushmeneva Western Undergraduate Economics Review 7, 35-55, 2008 | | 2008 |
Foreign Debt and The Gold Standard: Comparing Russian and Japanese Experience in Late XIX Century I Medovikov Western Undergraduate Economics Review 5, 15-27, 2006 | | 2006 |
Tests of Independence Based on the Weighted Empirical Copula Process I Medovikov | | |