5
H index
2
i10 index
107
Citations
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. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pdo150 |
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: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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HSE Working papers / National Research University Higher School of Economics | 5 |
Year | Title of citing document |
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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 |
2024 | Asymmetric 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. 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 |
2024 | Time-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. 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 |
Year | Title | Type | Cited |
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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 |
2024 | Is downside risk priced in cryptocurrency market? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 1 |
2020 | Is Downside Risk Priced In Cryptocurrency Market?.(2020) In: HSE Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
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 | 5 |
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: 5 | 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 | 7 |
2020 | Lego - The Toy Of Smart Investors.(2020) In: HSE Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | 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 |
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 | 57 |
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 |
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