Publications

Medovikov, I., Prohorov, A. (2017) Non-parametric measures of dependence between random vectors, with an application to financial contagion. Journal of Financial Econometrics, Forthcoming. (Download)

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

Working Papers

Medovikov, I. Can analysts predict volatility?

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