Details about Oleg Deev

Access statistics for papers by Oleg Deev.

Last updated 2024-08-10. Update your information in the RePEc Author Service.

Short-id: pde853

Working Papers

2024

1. Nonstandard Errors
   Post-Print, HAL
   Also in Post-Print, HAL (2021)
   Working Papers, Lund University, Department of Economics (2021)
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2021)
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2024)
   Working Papers, Faculty of Economics and Statistics, Universität Innsbruck (2021) View citations (6)
   See also Journal Article Nonstandard Errors, Journal of Finance, American Finance Association (2024) (2024)

2014

2. Sovereign Default Risk and State-Owned Bank Fragility in Emerging Markets
   MPRA Paper, University Library of Munich, Germany

Journal Articles

2024

1. Nonstandard Errors
   Journal of Finance, 2024, 79, (3), 2339-2390
   See also Working Paper Nonstandard Errors, Post-Print (2024) (2024)

2022

2. How to calm down the markets? The effects of COVID-19 economic policy responses on financial market uncertainty
   Research in International Business and Finance, 2022, 60, (C) View citations (8)
3. The looming crisis in the Chinese stock market? Left-tail exposure analysis of Chinese stocks to Evergrande
   Finance Research Letters, 2022, 49, (C) View citations (2)

2020

4. Connectedness of financial institutions in Europe: A network approach across quantiles
   Physica A: Statistical Mechanics and its Applications, 2020, 550, (C) View citations (17)
5. Testing risk proxies for financial collateral haircuts: adequacy of capturing tail risk
   Journal of Risk Finance, 2020, 21, (3), 299-316 View citations (2)

2017

6. Corporate Governance, Social Responsibility and Financial Performance of European Insurers
   Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2017, 65, (6), 1873-1888 View citations (2)

2016

7. The Long-Run Superneutrality of Money Revised: the Extended European Evidence
   Review of Economic Perspectives, 2016, 16, (3), 187-203 View citations (2)

2015

8. Insider Trading Activities and Returns of German Blue Chips
   Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2015, 63, (6), 1995-2003 View citations (2)

2012

9. Intraday and intraweek trade anomalies on the Czech stock market
   Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2012, 60, (4), 79-88 View citations (4)

Undated

10. Validation nightmare: the slotting approach under International Financial Reporting Standard 9
    Journal of Risk Model Validation