Publications
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 |