Ivan Medovikov

Department of Economics
Brock University


Medovikov, I., (2019) Can analysts predict risk? New evidence from copula theory. Finance: Theory and Practice, 23(1), p. 38-48.

Medovikov, I., Prohorov, A. (2017) Non-parametric measures of dependence between random vectors, with an application to financial contagion. Journal of Financial Econometrics (2017) 15 (3): 474-503 (Download | View Online).

Medovikov, I. (2016). When does the stock market listen to economic news? New evidence from copulas and news wires. Journal of Banking & Finance, 65, 27–40.(Download | View Online).

Medovikov, I. (2015). Non-Parametric weighted tests for independence based on empirical copula process. Journal of Statistical Computation and Simulation, Volume 86, Issue 1, 2016. (Download | View Online)

Medovikov, I. (2014). Can Analysts Predict Rallies Better Than Crashes? Finance Research Letters, Volume 11, Issue 4, December 2014, Pages 319–325. (Download | View Online)

Keshishbanoosy R., St-Amant P., Ball D., Medovikov I., A Money and Credit Real-Time Database for Canada, Bank of Canada Review (Summer). – 2008. – С. 55-64. (Download)

Articles Under Review

Efficient estimation of parameters in marginals in semiparametric multivariate models (with Valentyn Panchenko and Artem Prokhorov).

Working Papers

Understanding the leverage effect during COVID-19 market crisis.

Dependence structure between Canadian real estate and equity markets.

Other Work in Progress

Medovikov, I. Dependence Maps: Nonparametric graphical tools for the analysis of dependence.

Medovikov, I. Stock market and the volume of news.

Conference & Invited Talks

Discipline of Business Analytics, University of Sydney Business School 2016
9th International Conference on Computational and Financial Econometrics 2015
Canadian Economics Association Meetings 2015
Canadian Economics Association Meetings 2014
Ryerson University 2013
Canadian Economics Association Meetings 2013
Western University 2013
Midwest Econometrics Group Meetings 2011
Canadian Econometrics Study Group (CESG) 2011
Canadian Economics Association Meetings 2011
Midwest Econometrics Group Meetings 2010
Canadian Economics Association Meetings 2010
2020 Ivan Medovikov