Victoria V. Dobrynskaya : Citation Profile


Are you Victoria V. Dobrynskaya?

National Research University Higher School of Economics (HSE)

5

H index

2

i10 index

107

Citations

RESEARCH PRODUCTION:

12

Articles

8

Papers

RESEARCH ACTIVITY:

   16 years (2008 - 2024). See details.
   Cites by year: 6
   Journals where Victoria V. Dobrynskaya has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 10 (8.55 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdo150
   Updated: 2024-11-08    RAS profile: 2024-03-07    
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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 (9)

Byrne, Joseph (8)

Londono, Juan M. (3)

Lettau, Martin (3)

Weber, Michael (3)

Maggiori, Matteo (3)

Kudrin, Alexei (2)

Li, Youwei (2)

Cenedese, Gino (2)

Sarno, Lucio (2)

Lehmann, Hartmut (2)

Cites to:

French, Kenneth (15)

Spaenjers, Christophe (14)

Pedersen, Lasse (12)

Menkhoff, Lukas (10)

Schrimpf, Andreas (10)

Renneboog, Luc (10)

Gertler, Mark (10)

Sarno, Lucio (10)

Clarida, Richard (10)

Schmeling, Maik (10)

Galí, Jordi (9)

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 Economics5

Recent works citing Victoria V. Dobrynskaya (2024 and 2023)


YearTitle of citing document
2023Hedging 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

2023Do 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

2024Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Ur, Mobeen ; Kashif, Muhammad ; Palwishah, Rana. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004350.

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2023Macro 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.

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2024Time-varying causality among whisky, wine, and equity markets. (2024). Moroz, David ; Pecchioli, Bruno ; Fromentin, Vincent. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003751.

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2023An 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.

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2023Market 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..

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2023Bauxite 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.

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2023Hedging 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:


YearTitleTypeCited
In: .
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article0
2015Currency Exposure to Downside Risk: Which Fundamentals Matter? In: Review of International Economics.
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article2
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
2024Is downside risk priced in cryptocurrency market? In: International Review of Financial Analysis.
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article1
2020Is Downside Risk Priced In Cryptocurrency Market?.(2020) In: HSE Working papers.
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This paper has nother version. Agregated cites: 1
paper
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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article5
2019Avoiding Momentum Crashes: Dynamic Momentum and Contrarian Trading.(2019) In: Proceedings of International Academic Conferences.
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This paper has nother version. Agregated cites: 5
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
2022LEGO: THE TOY OF SMART INVESTORS In: Research in International Business and Finance.
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article7
2020Lego - The Toy Of Smart Investors.(2020) In: HSE Working papers.
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This paper has nother version. Agregated cites: 7
paper
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
2022Cryptocurrencies Meet Equities: Risk Factors And Asset Pricing Relationships 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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article57
2010Economic diversification and Dutch disease in Russia In: Post-Communist Economies.
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article21
2022Does Momentum Trading Generate Extra Downside Risk? In: Quarterly Journal of Finance (QJF).
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article0

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