Details about Ivan Medovikov

Access statistics for papers by Ivan Medovikov.

Last updated 2026-02-17. Update your information in the RePEc Author Service.

Short-id: pme536

Working Papers

2024

1. Efficient estimation of parameters in marginals in semiparametric multivariate models
   Papers, arXiv.org

2016

2. A New Measure of Vector Dependence, with an Application to Financial C ontagion
   Working Papers, University of Sydney Business School, Discipline of Business Analytics

2014

3. Can Analysts Predict Rallies Better Than Crashes?
   MPRA Paper, University Library of Munich, Germany View citations (2)
   Also in Papers, arXiv.org (2014) View citations (2)
   See also Journal Article Can analysts predict rallies better than crashes?, Finance Research Letters, Elsevier (2014) View citations (3) (2014)
4. When does the stock market listen to economic news? New evidence from copulas and news wires
   Papers, arXiv.org View citations (2)
   See also Journal Article When does the stock market listen to economic news? New evidence from copulas and news wires, Journal of Banking & Finance, Elsevier (2016) View citations (18) (2016)

Journal Articles

2017

1. A New Measure of Vector Dependence, with Applications to Financial Risk and Contagion
   Journal of Financial Econometrics, 2017, 15, (3), 474-503 View citations (5)

2016

2. When does the stock market listen to economic news? New evidence from copulas and news wires
   Journal of Banking & Finance, 2016, 65, (C), 27-40 View citations (18)
   See also Working Paper When does the stock market listen to economic news? New evidence from copulas and news wires, Papers (2014) View citations (2) (2014)

2014

3. Can analysts predict rallies better than crashes?
   Finance Research Letters, 2014, 11, (4), 319-325 View citations (3)
   See also Working Paper Can Analysts Predict Rallies Better Than Crashes?, MPRA Paper (2014) View citations (2) (2014)

2008

4. A Money and Credit Real-Time Database for Canada
   Bank of Canada Review, 2008, 2008, (Summer), 57-66