4
H index
2
i10 index
102
Citations
Victoria V. Dobrynskaya : Citation Profile
National Research University Higher School of Economics (HSE) | RESEARCH PRODUCTION: 11 Articles 8 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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14 years (2008 - 2022). 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:
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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 Economics | 5 |
Recent works citing Victoria V. Dobrynskaya (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices. (2023). Ślepaczuk, Robert ; Sakowski, Pawel ; Micha, Jakub. In: Papers. RePEc:arx:papers:2309.15640. Full description at Econpapers || Download paper |
| 2023 | Do the carry trades respond to geopolitical risks? Evidence from BRICS countries. (2023). Yilmaz, Muhammed Hasan ; Guney, Ibrahim Ethem ; Emirmahmutoglu, Furkan ; Cepni, Oguzhan. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000620. Full description at Econpapers || Download paper |
| 2023 | Macro news effects on exchange rates: Difference between carry trade target and safe-haven currencies. (2023). Hu, Bing ; Lin, Zhitao ; Wang, Wenhao. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000533. Full description at Econpapers || Download paper |
| 2023 | An investment-based explanation of currency excess returns. (2023). Smallwood, Aaron D ; Yamani, Ehab ; Jamali, Ibrahim. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000311. Full description at Econpapers || Download paper |
| 2023 | Market Timing and Predictability in FX Markets. (2023). Tran, Ngoc-Khanh ; To, Thuy-Duong ; Maurer, Thomas A. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:1:p:223-246.. Full description at Econpapers || Download paper |
| 2023 | Bauxite mining and economic growth in Guinea over the period 1986–2020: empirical evidence from ARDL and NARDL approaches. (2023). Camara, Mamoudou. In: Mineral Economics. RePEc:spr:minecn:v:36:y:2023:i:1:d:10.1007_s13563-022-00356-w. Full description at Econpapers || Download paper |
| 2023 | Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices. (2023). Ślepaczuk, Robert ; Sakowski, Pawe ; Michakow, Jakub. In: Working Papers. RePEc:war:wpaper:2023-25. Full description at Econpapers || Download paper |
Works by Victoria V. Dobrynskaya:
| Year | Title | Type | Cited |
|---|---|---|---|
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2015 | Currency Exposure to Downside Risk: Which Fundamentals Matter? In: Review of International Economics. [Full Text][Citation analysis] | article | 2 |
| 2008 | The Monetary and Exchange Rate Policy of the Central Bank of Russia under Asymmetrical Price Rigidity In: Journal of Innovation Economics. [Full Text][Citation analysis] | article | 2 |
| 2009 | Is Russia Sick with the Dutch Disease? In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2018 | Pricing within and across asset classes In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2019 | Avoiding momentum crashes: Dynamic momentum and contrarian trading In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 3 |
| 2019 | Avoiding Momentum Crashes: Dynamic Momentum and Contrarian Trading.(2019) In: Proceedings of International Academic Conferences. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2008 | Asymmetric price rigidity and the optimal interest rate defense of the exchange rate: Some evidence for the US In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 2 |
| 2022 | LEGO: THE TOY OF SMART INVESTORS In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 5 |
| 2020 | Lego - The Toy Of Smart Investors.(2020) In: HSE Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2015 | Upside and Downside Risks in Momentum Returns In: HSE Working papers. [Full Text][Citation analysis] | paper | 4 |
| 2017 | Dynamic Momentum and Contrarian Trading In: HSE Working papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Is Downside Risk Priced In Cryptocurrency Market? In: HSE Working papers. [Full Text][Citation analysis] | paper | 1 |
| 2022 | Cryptocurrencies Meet Equities: Risk Factors And Asset Pricing Relationships In: HSE Working papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Downside risk and flight to quality in the currency market In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Asymmetric Arbitrage Opportunities for Cross-Listed Stocks: Evidence from Russia In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 0 |
| 2014 | Downside Market Risk of Carry Trades In: Review of Finance. [Full Text][Citation analysis] | article | 56 |
| 2010 | Economic diversification and Dutch disease in Russia In: Post-Communist Economies. [Full Text][Citation analysis] | article | 21 |
| 2022 | Does Momentum Trading Generate Extra Downside Risk? In: Quarterly Journal of Finance (QJF). [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team