Details about Oleg Deev
Access statistics for papers by Oleg Deev.
Last updated 2022-12-23. Update your information in the RePEc Author Service.
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- Non-Standard Errors
Working Paper Series, Social and Economic Sciences, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz View citations (1)
Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2021)
Working Papers, Faculty of Economics and Statistics, Universität Innsbruck (2021) View citations (1)
Post-Print, HAL (2021)
- Sovereign Default Risk and State-Owned Bank Fragility in Emerging Markets
MPRA Paper, University Library of Munich, Germany
- 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 (2)
- The looming crisis in the Chinese stock market? Left-tail exposure analysis of Chinese stocks to Evergrande
Finance Research Letters, 2022, 49, (C)
- Connectedness of financial institutions in Europe: A network approach across quantiles
Physica A: Statistical Mechanics and its Applications, 2020, 550, (C) View citations (12)
- Testing risk proxies for financial collateral haircuts: adequacy of capturing tail risk
Journal of Risk Finance, 2020, 21, (3), 299-316 View citations (2)
- 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)
- The Long-Run Superneutrality of Money Revised: the Extended European Evidence
Review of Economic Perspectives, 2016, 16, (3), 187-203 View citations (2)
- Insider Trading Activities and Returns of German Blue Chips
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2015, 63, (6), 1995-2003 View citations (2)
- 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)
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