Details about Oleg Deev

Access statistics for papers by Oleg Deev.

Last updated 2026-04-14. Update your information in the RePEc Author Service.

Short-id: pde853

Working Papers

2024

1. Nonstandard Errors
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (2)
   Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2024) View citations (4)
   Working Papers, Lund University, Department of Economics (2021)
   Working Papers, Faculty of Economics and Statistics, Universität Innsbruck (2021) View citations (6)
   Post-Print, HAL (2024) View citations (2)
   Post-Print, HAL (2021)
   Post-Print, HAL (2024) View citations (4)
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2021)
   See also Journal Article Nonstandard Errors, Journal of Finance, American Finance Association (2024) View citations (4) (2024)

2014

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

Journal Articles

2026

1. P2P loan performance forecasting and portfolio optimization: the role of distance metrics in mixed data classification
   Financial Markets and Portfolio Management, 2026, 40, (1), 97-133

2025

2. Peer-to-peer loan returns: heterogeneous effects across quantiles
   Applied Economics Letters, 2025, 32, (7), 960-965
3. Volatility forecasting under the political uncertainty of the second Trump presidency
   Finance Research Letters, 2025, 86, (PF)

2024

4. Nonstandard Errors
   Journal of Finance, 2024, 79, (3), 2339-2390 View citations (4)
   See also Working Paper Nonstandard Errors, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2024) View citations (2) (2024)

2022

5. 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 (9)
6. 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

7. Connectedness of financial institutions in Europe: A network approach across quantiles
   Physica A: Statistical Mechanics and its Applications, 2020, 550, (C) View citations (19)
8. 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

9. Corporate Governance, Social Responsibility and Financial Performance of European Insurers
   Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2017, 65, (6), 1873-1888 View citations (3)

2016

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

2015

11. 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

12. 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

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