Victoria V. Dobrynskaya : Citation Profile


Are you Victoria V. Dobrynskaya?

National Research University Higher School of Economics

4

H index

2

i10 index

63

Citations

RESEARCH PRODUCTION:

8

Articles

5

Papers

RESEARCH ACTIVITY:

   12 years (2008 - 2020). See details.
   Cites by year: 5
   Journals where Victoria V. Dobrynskaya has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 5 (7.35 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdo150
   Updated: 2020-10-17    RAS profile: 2020-08-18    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Victoria V. Dobrynskaya.

Is cited by:

Sakemoto, Ryuta (7)

Byrne, Joseph (6)

Maggiori, Matteo (3)

Weber, Michael (3)

Lehmann, Hartmut (2)

Swinkels, Laurens (2)

Valente, Giorgio (2)

Sarno, Lucio (2)

Cenedese, Gino (2)

Skorobogatov, Alexander (2)

Petronevich, Anna (2)

Cites to:

Pedersen, Lasse (11)

Schrimpf, Andreas (10)

Menkhoff, Lukas (10)

Gertler, Mark (10)

Sarno, Lucio (10)

Clarida, Richard (10)

Schmeling, Maik (10)

Gali, Jordi (8)

Titman, Sheridan (7)

Fama, Eugene (6)

French, Kenneth (6)

Main data


Where Victoria V. Dobrynskaya has published?


Working Papers Series with more than one paper published# docs
HSE Working papers / National Research University Higher School of Economics2

Recent works citing Victoria V. Dobrynskaya (2020 and 2019)


YearTitle of citing document
2019External financial liabilities and real exchange rate jumps. (2019). Zhu, Jiaqing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:202-220.

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2019Currency carry trades and the conditional factor model. (2019). Sakemoto, Ryuta. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:198-208.

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2020Does Bitcoin behave as a currency?: A standard monetary model approach. (2020). Wong, Andrew ; Chau, Po-Hon ; Lo, Chi-Fai ; Hui, Cho-Hoi. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301629.

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2019The impact of jumps on carry trade returns. (2019). Wang, Minho ; Lee, Suzanne S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:2:p:433-455.

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2019Carry trades and commodity risk factors. (2019). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:121-129.

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2019Diversification role of currency momentum for carry trade: Evidence from financial crises. (2019). Yamani, Ehab. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:49:y:2019:i:c:p:1-19.

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2019Predicting foreign investors’ carry trade activity in the Israeli FX market using a time-varying currency risk premium approach. (2019). Mantzura, Ariel ; Schreiber, Ben Z. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:438-457.

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2019US Equity Tail Risk and Currency Risk Premia. (2019). Xiao, Xiao ; Londono, Juan M ; Fan, Zhenzhen. In: International Finance Discussion Papers. RePEc:fip:fedgif:1253.

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2019Commodity Revenues, Agricultural Sector and the Magnitude of Deindustrialization: A Novel Multisector Perspective. (2019). Hasanli, Yadulla ; Loewenstein, Wilhelm ; Sadik-Zada, Elkhan Richard. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:4:p:113-:d:285803.

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2019The Cross Section of Country Equity Returns: A Review of Empirical Literature. (2019). Zaremba, Adam. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:165-:d:281162.

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2019Pricing Risks Across Currency Denominations. (2019). Maurer, Thomas ; Tran, Ngoc-Khanh ; To, Thuy-Duong . In: Management Science. RePEc:inm:ormnsc:v:65:y:2019:i:11:p:5308-5336.

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2020Exchange Rates and Liquidity Risk. (2020). Evans, Martin. In: MPRA Paper. RePEc:pra:mprapa:102702.

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2020The Conditional Risk and Return Trade-Off on Currency Portfolios. (2020). Sakemoto, Ryuta ; Byrne, Joseph ; Joseph, Byrne. In: MPRA Paper. RePEc:pra:mprapa:99497.

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2020Yield curve risks in currency carry forwards. (2020). Lee, Jeong Wan ; Oh, Kyong Joo ; Baek, Seungho. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:4:p:651-670.

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2019Short-term momentum (almost) everywhere. (2019). Zaremba, Adam ; Karathanasopoulos, Andreas ; Long, Huaigang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119300976.

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Works by Victoria V. Dobrynskaya:


YearTitleTypeCited
2015Currency Exposure to Downside Risk: Which Fundamentals Matter? In: Review of International Economics.
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article0
2008The Monetary and Exchange Rate Policy of the Central Bank of Russia under Asymmetrical Price Rigidity In: Journal of Innovation Economics.
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article2
2009Is Russia Sick with the Dutch Disease? In: Working Papers.
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paper6
2018Pricing within and across asset classes In: Finance Research Letters.
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article0
2019Avoiding momentum crashes: Dynamic momentum and contrarian trading In: Journal of International Financial Markets, Institutions and Money.
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article0
2019Avoiding Momentum Crashes: Dynamic Momentum and Contrarian Trading.(2019) In: Proceedings of International Academic Conferences.
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This paper has another version. Agregated cites: 0
paper
2008Asymmetric price rigidity and the optimal interest rate defense of the exchange rate: Some evidence for the US In: Journal of Policy Modeling.
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article2
2015Upside and Downside Risks in Momentum Returns In: HSE Working papers.
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paper4
2017Dynamic Momentum and Contrarian Trading In: HSE Working papers.
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paper0
2011Downside risk and flight to quality in the currency market In: Working Papers.
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paper0
2020Asymmetric Arbitrage Opportunities for Cross-Listed Stocks: Evidence from Russia In: Emerging Markets Finance and Trade.
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article0
2014Downside Market Risk of Carry Trades In: Review of Finance.
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article35
2010Economic diversification and Dutch disease in Russia In: Post-Communist Economies.
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article14

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