Details about Oleg Deev

Access statistics for papers by Oleg Deev.

Last updated 2025-06-09. Update your information in the RePEc Author Service.

Short-id: pde853

Working Papers

2024

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

2014

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

Journal Articles

2025

1. Peer-to-peer loan returns: heterogeneous effects across quantiles
   Applied Economics Letters, 2025, 32, (7), 960-965

2024

2. Nonstandard Errors
   Journal of Finance, 2024, 79, (3), 2339-2390 View citations (2)
   See also Working Paper Nonstandard Errors, Post-Print (2024) View citations (2) (2024)

2022

3. 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)
4. 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

5. Connectedness of financial institutions in Europe: A network approach across quantiles
   Physica A: Statistical Mechanics and its Applications, 2020, 550, (C) View citations (18)
6. 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

7. 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

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

2015

9. 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

10. 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

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