Анатолий Пересецкий : Citation Profile


Are you Анатолий Пересецкий?

National Research University Higher School of Economics (70% share)
National Research University Higher School of Economics (15% share)
New Economic School (NES) (15% share)

8

H index

4

i10 index

228

Citations

RESEARCH PRODUCTION:

35

Articles

21

Papers

1

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   23 years (1997 - 2020). See details.
   Cites by year: 9
   Journals where Анатолий Пересецкий has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 30 (11.63 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe492
   Updated: 2021-11-28    RAS profile: 2021-11-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Анатолий Пересецкий.

Is cited by:

Karminsky, Alexandr (22)

Vernikov, Andrei (13)

Semenova, Maria (10)

Stengos, Thanasis (8)

Vravosinos, Orestis (8)

Panagiotidis, Theodore (8)

Panagiotidis, Theodore (8)

Schoors, Koen (6)

Karas, Alexei (6)

Vakulenko, Elena (5)

Mamonov, Mikhail (5)

Cites to:

Berger, Allen (32)

Karminsky, Alexandr (26)

Mester, Loretta (20)

Cole, Rebel (11)

Schoors, Koen (10)

Karas, Alexei (10)

Kumbhakar, Subal (10)

Demirguc-Kunt, Asli (10)

Shin, hwan (10)

Lopez, Jose (9)

Schmidt, Peter (9)

Main data


Where Анатолий Пересецкий has published?


Journals with more than one article published# docs
Applied Econometrics15
Журнал Экономика и математические методы (ЭММ)5
Journal of the New Economic Association3
Economic Change and Restructuring2
International Journal of Computational Economics and Econometrics2
VOPROSY ECONOMIKI2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany10

Recent works citing Анатолий Пересецкий (2021 and 2020)


YearTitle of citing document
2021Probability of Default Model to Estimate Ex Ante Credit Risk. (2021). Popova, Svetlana ; Penikas, Henry ; Burova, Anna. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:80:y:2021:i:3:p:49-72.

Full description at Econpapers || Download paper

2020Volatility persistence in the Russian stock market. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Tripathy, Trilochan. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s154461231830624x.

Full description at Econpapers || Download paper

2021The effect of time-induced stress on financial decision making in real markets: The case of traffic congestion. (2021). Kliger, Doron ; Gelman, Sergey. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:185:y:2021:i:c:p:814-841.

Full description at Econpapers || Download paper

2020Oil prices shocks and the Russian economy. (2020). Serletis, Apostolos ; Balashova, Svetlana . In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494919300878.

Full description at Econpapers || Download paper

2020Bank survival in Central and Eastern Europe. (2020). Kočenda, Evžen ; Iwasaki, Ichiro ; Koenda, Even. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:860-878.

Full description at Econpapers || Download paper

2021The Impact of Global Economic Activity, Oil Supply and Speculative Oil Shocks on the Russian Economy. (2021). Fokin, Nikita ; Polbin, Andrey ; Lomonosov, Daniil. In: HSE Economic Journal. RePEc:hig:ecohse:2021:2:3.

Full description at Econpapers || Download paper

2021Bank Survival Around the World A Meta?Analytic Review. (2021). Kočenda, Evžen ; Iwasaki, Ichiro ; Koenda, Even. In: CEI Working Paper Series. RePEc:hit:hitcei:2021-02.

Full description at Econpapers || Download paper

2020Monetary incentives and overconfidence in academic performance: An experimental study. (2020). Herranz-Zarzoso, Noemi ; Sabater-Grande, Gerardo. In: Working Papers. RePEc:jau:wpaper:2020/14.

Full description at Econpapers || Download paper

2020Bank Survival in Central and Eastern Europe. (2020). Kočenda, Evžen ; Iwasaki, Ichiro ; Kocenda, Evzen . In: KIER Working Papers. RePEc:kyo:wpaper:1022.

Full description at Econpapers || Download paper

2020Price interactions in the credit market and banks instability over the crisis and non-crisis periods in the Russian economy. (2020). Mamonov, M. In: Journal of the New Economic Association. RePEc:nea:journl:y:2020:i:45:p:65-110.

Full description at Econpapers || Download paper

2020Empirical study of the relationship between credit cycles and changes in credit ratings. (2020). Dyachkova, N ; Karminsky, A. In: Journal of the New Economic Association. RePEc:nea:journl:y:2020:i:48:p:138-160.

Full description at Econpapers || Download paper

2020Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS. (2020). Salisu, Afees ; GUPTA, RANGAN ; Cunado, Juncal. In: Working Papers. RePEc:pre:wpaper:2020105.

Full description at Econpapers || Download paper

2020Modelling tail dependencies between Russian and foreign stock markets: Application for market risk valuation. (2020). Lapshin, Victor ; Makushkin, Mikhail. In: Applied Econometrics. RePEc:ris:apltrx:0386.

Full description at Econpapers || Download paper

2021Technical efficiency trends of Russian firms in 2013–2018. (2021). Tsvetkova, Anna. In: Applied Econometrics. RePEc:ris:apltrx:0428.

Full description at Econpapers || Download paper

2020The comparison of empirical methods for modeling credit ratings of industrial companies from BRICS countries. (2020). Bisenov, Maxim ; Dyachkova, Natalya ; Grishunin, Sergei ; Karminsky, Alexander M. In: Eurasian Economic Review. RePEc:spr:eurase:v:10:y:2020:i:2:d:10.1007_s40822-019-00130-4.

Full description at Econpapers || Download paper

Анатолий Пересецкий is editor of


Journal
Applied Econometrics

Works by Анатолий Пересецкий:


YearTitleTypeCited
2004Probability of default models of Russian banks In: BOFIT Discussion Papers.
[Full Text][Citation analysis]
paper41
2011Probability of default models of Russian banks.(2011) In: Economic Change and Restructuring.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
article
2007Russian banks private deposit interest rates and market discipline In: BOFIT Discussion Papers.
[Full Text][Citation analysis]
paper6
2008Market discipline and deposit insurance in Russia In: BOFIT Discussion Papers.
[Full Text][Citation analysis]
paper6
2008Models for Moodys bank ratings In: BOFIT Discussion Papers.
[Full Text][Citation analysis]
paper10
2011Models for Moody’s bank ratings.(2011) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2010Bank cost efficiency in Kazakhstan and Russia In: BOFIT Discussion Papers.
[Full Text][Citation analysis]
paper8
2013What determines stock market behavior in Russia and other emerging countries? In: BOFIT Discussion Papers.
[Full Text][Citation analysis]
paper0
2013Extracting global stochastic trend from non-synchronous data In: BOFIT Discussion Papers.
[Full Text][Citation analysis]
paper1
2018Volatility forecasting using global stochastic financial trends extracted from non-synchronous data In: Econometrics and Statistics.
[Full Text][Citation analysis]
article7
2015Volatility forecasting using global stochastic financial trends extracted from non-synchronous data.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2001The development of the GKO futures market in Russia In: Emerging Markets Review.
[Full Text][Citation analysis]
article1
2014Collective management of residential housing in Russia: The importance of being social In: Journal of Comparative Economics.
[Full Text][Citation analysis]
article4
1999The Development of the State Bond Market In: EERC Working Paper Series.
[Full Text][Citation analysis]
paper0
2014What drives the Russian stock market: world market and political shocks In: International Journal of Computational Economics and Econometrics.
[Full Text][Citation analysis]
article7
2017Autocorrelation in an unobservable global trend: does it help to forecast market returns? In: International Journal of Computational Economics and Econometrics.
[Full Text][Citation analysis]
article5
2015Autocorrelation in an unobservable global trend: Does it help to forecast market returns?.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2000Interaction of the Russian Financial Markets. In: Economic Change and Restructuring.
[Full Text][Citation analysis]
article2
2016What Influences Stock Market Behavior in Russia and Other Emerging Countries? In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article9
2009Ratings as Measure of Financial Risk: Evolution, Function and Usage In: Journal of the New Economic Association.
[Full Text][Citation analysis]
article4
2011International Importance Issues of a Russian Economic Journal In: Journal of the New Economic Association.
[Full Text][Citation analysis]
article3
2017Russian Bank Credit Ratings and Bank License Withdrawal 2012-2016 In: Journal of the New Economic Association.
[Full Text][Citation analysis]
article5
2010Managing Common Property in Russian Cities: An Economic Analysis of Homeowners Associations In: VOPROSY ECONOMIKI.
[Citation analysis]
article2
2016To export or not to export? The link between the exporter status of a firm and its technical efficiency in Russia’s manufacturing sector In: VOPROSY ECONOMIKI.
[Citation analysis]
article3
2008Russia In: Palgrave Macmillan Books.
[Citation analysis]
chapter0
2020Technical efficiency and inefficiency: Reassurance of standard SFA models and a misspecification problem In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2020?????????? ????????????? ???????????? ? ???????? ?????? In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2004????????????? ????????? ?????????? ?????? In: MPRA Paper.
[Full Text][Citation analysis]
paper3
2004Моделирование рейтингов российских банков.(2004) In: ?????? ????????? ? ?????????????? ?????? (???).
[Citation analysis]
This paper has another version. Agregated cites: 3
article
2011What factors drive the Russian banks license withdrawal In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2011What determines the behavior of the Russian stock market In: MPRA Paper.
[Full Text][Citation analysis]
paper7
2010????????????????? ?????? ????????????? ?????????? ?????? In: MPRA Paper.
[Full Text][Citation analysis]
paper2
2010Непараметрические оценки эффективности российских банков.(2010) In: ?????? ????????? ? ?????????????? ?????? (???).
[Citation analysis]
This paper has another version. Agregated cites: 2
article
2008????????????? ?????????? ?????? ? ????? ?????? ??????????? ????????, ? ?????? ???????? ????? In: MPRA Paper.
[Full Text][Citation analysis]
paper7
2008Эффективность российских банков с точки зрения минимизации издержек с учетом факторов риска.(2008) In: ?????? ????????? ? ?????????????? ?????? (???).
[Citation analysis]
This paper has another version. Agregated cites: 7
article
2010The price of Moscow apartments In: Applied Econometrics.
[Full Text][Citation analysis]
article3
2008Market Discipline and Deposit Insurance In: Applied Econometrics.
[Full Text][Citation analysis]
article11
2007Models of Banks Ratings In: Applied Econometrics.
[Full Text][Citation analysis]
article8
2010Stochastic frontier in non-profit associations’ performance assessment (the case of homeowners’ associations) In: Applied Econometrics.
[Full Text][Citation analysis]
article3
2009Models for the External Support Component of Moodys Bank Ratings In: Applied Econometrics.
[Full Text][Citation analysis]
article1
2011An approach to ratings mapping In: Applied Econometrics.
[Full Text][Citation analysis]
article3
2011Russian USE and olympiads as instruments for university admission selection In: Applied Econometrics.
[Full Text][Citation analysis]
article8
2013Modeling reasons for Russian bank license withdrawal: Unaccounted factors In: Applied Econometrics.
[Full Text][Citation analysis]
article8
2013Russian Unified National Exams (UNE) and academic performance of ICEF HSE students In: Applied Econometrics.
[Full Text][Citation analysis]
article3
2013Technical efficiency of Russian plastic and rubber production firms In: Applied Econometrics.
[Full Text][Citation analysis]
article6
2014Autocorrelation in the global stochastic trend In: Applied Econometrics.
[Full Text][Citation analysis]
article1
2016Do secrets come out? Statistical evaluation of student cheating In: Applied Econometrics.
[Full Text][Citation analysis]
article0
2018Volatility of ruble exchange rate: Oil and sanctions In: Applied Econometrics.
[Full Text][Citation analysis]
article5
2019Modeling the dynamics of income distribution in Russia In: Applied Econometrics.
[Full Text][Citation analysis]
article0
2020Extracting the global stochastic trend from non-synchronous data on the volatility of financial indices In: Applied Econometrics.
[Full Text][Citation analysis]
article0
2007Процентные ставки российских банков. Рыночная дисциплина и страхование депозитов In: ?????? ????????? ? ?????????????? ?????? (???).
[Citation analysis]
article1
2007Методы оценки вероятности дефолта банков In: ?????? ????????? ? ?????????????? ?????? (???).
[Citation analysis]
article6
2013Cost efficiency of Kazakhstan and Russian banks: results from competing panel data models-super-1 In: Macroeconomics and Finance in Emerging Market Economies.
[Full Text][Citation analysis]
article12
2017Grade Expectations: Rationality and Overconfidence In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper1
2003An Analysis of Ratings of Russian Banks In: Discussion Paper.
[Full Text][Citation analysis]
paper4
2003An Analysis of Ratings of Russian Banks.(2003) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
1997Risk premia in the ruble/dollar futures market In: Journal of Futures Markets.
[Full Text][Citation analysis]
article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team