Associate Professor, Economics
Education
Ph.D. – Econometrics – University of Western Ontario – 2013
M.A. – Econometrics – University of Western Ontario – 2008
Honors B.A. – Econometrics – University of Western Ontario – 2007
Research Interests
Financial and time-series econometrics, copulas, nonparametric econometrics, multivariate analysis and empirical finance
Medovikov, I. (2016). When does the market listen to economic news? New evidence from copulas and news wire. Journal of Banking and Finance, forthcoming.
Medovikov, I. (2016). Non-parametric weighted tests for independence based on empirical copula process. Journal of Statistical Computation and Simulation, Volume 86, Issue 1, 2016, 105-121.
Medovikov, I. (2014). Can Analysts Predict Rallies Better Than Crashes? Finance Research Letters, Volume 11, 4, December 2014, 319-325.
Keshishbanoosy R., St-Amant P., Ball D., Medovikov I., A Money and Credit Real-Time Database for Canada, Bank of Canada Review (Summer). – 2008. – С. 55-64.
Medovikov, I. (2014). When does the stock market listen to economic news? New evidence from copulas and news wires.
Medovikov, I., Prohorov, A. (2014) Non-parametric measures of dependence between random vectors.
Medovikov, I. (2014) Mecroeconomic News Index: A Quantitative Measure of Key U.S. Economic News.
Medovikov, I. Dependence Maps: Nonparametric graphical tools for the analysis of dependence.
Medovikov, I. Can analysts predict volatility?
