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Ivan Medovikov
Ivan Medovikov
Department of Economics, Brock University
Verified email at brocku.ca - Homepage
Title
Cited by
Cited by
Year
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
552016
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
102017
Can analysts predict rallies better than crashes?
I Medovikov
Finance Research Letters 11 (4), 319-325, 2014
102014
Non-parametric weighted tests for independence based on empirical copula process
I Medovikov
Journal of Statistical Computation and Simulation 86 (1), 105-121, 2016
72016
Can stock analysts predict market risk? New evidence from Copula theory
IS Medovikov
Finance: Theory and Practice 23 (1), 38-48, 2019
42019
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
22008
Efficient estimation of parameters in marginals in semiparametric multivariate models
I Medovikov, V Panchenko, A Prokhorov
arXiv preprint arXiv:2401.17334, 2024
12024
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
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Articles 1–16