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)

7

H index

3

i10 index

173

Citations

RESEARCH PRODUCTION:

33

Articles

18

Papers

RESEARCH ACTIVITY:

   21 years (1997 - 2018). See details.
   Cites by year: 8
   Journals where Анатолий Пересецкий has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 29 (14.36 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppe492
   Updated: 2019-05-18    RAS profile: 2019-05-16    
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Relations with other researchers


Works with:

Korhonen, Iikka (3)

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 (20)

Semenova, Maria (11)

Vernikov, Andrei (11)

Karas, Alexei (6)

Schoors, Koen (6)

HASAN, IFTEKHAR (5)

Vakulenko, Elena (5)

Marelli, Enrico (5)

Ipatova, Irina (5)

Mamonov, Mikhail (5)

Vravosinos, Orestis (4)

Cites to:

Berger, Allen (31)

Karminsky, Alexandr (25)

Mester, Loretta (20)

Cole, Rebel (11)

Demirguc-Kunt, Asli (10)

Shin, hwan (10)

Schoors, Koen (10)

Karas, Alexei (10)

Lopez, Jose (9)

Weill, Laurent (8)

HASAN, IFTEKHAR (8)

Main data


Where Анатолий Пересецкий has published?


Journals with more than one article published# docs
Applied Econometrics13
Журнал Экономика и математические методы (ЭММ)5
Journal of the New Economic Association3
Economic Change and Restructuring2
VOPROSY ECONOMIKI2
International Journal of Computational Economics and Econometrics2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany8

Recent works citing Анатолий Пересецкий (2018 and 2017)


YearTitle of citing document
2018Determinants of Bank Closures: Do Levels or Changes of CAMEL Variables Matter?. (2018). Mikko Makinen , ; Solanko, Laura. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:77:y:2018:i:2:p:3-21.

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2018Housing privatization in Romania : An Anti†commons tragedy?. (2018). buckley, robert ; Mathema, Ashna. In: The Economics of Transition. RePEc:bla:etrans:v:26:y:2018:i:1:p:127-145.

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2017Depositor discipline in Russian regions: Flight to familiarity or trust in local authorities?. (2017). Semenova, Maria ; Schoors, Koen ; Zubanov, Andrey . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_001.

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2017Determinants of bank closures : Do changes of CAMEL variables matter?. (2017). Solanko, Laura ; Makinen, Mikko ; Mikko Makinen , . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_016.

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2018Bank ownership and profit efficiency of Russian banks. (2018). Karminsky, Alexandr ; Kozyr, Ilya ; Belousova, Veronika. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_005.

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2018Persistence in the Russian Stock Market Volatility Indices. (2018). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Tripathy, Trilochan ; Maria, Caporale Guglielmo . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7243.

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2018The adjustment of bank ratings in the financial crisis: International evidence. (2018). Salvador, Carlos ; Pastor, Jose Manuel ; de Guevara, Juan Fernandez. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:289-313.

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2017Bank ownership and cost efficiency: New empirical evidence from Russia. (2017). Vernikov, Andrei ; Mamonov, Mikhail. In: Economic Systems. RePEc:eee:ecosys:v:41:y:2017:i:2:p:305-319.

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2018Long-run wavelet-based correlation for financial time series. (2018). cotter, john ; Genay, Ramazan ; Conlon, Thomas. In: European Journal of Operational Research. RePEc:eee:ejores:v:271:y:2018:i:2:p:676-696.

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2018On the determinants of bitcoin returns: A LASSO approach. (2018). Vravosinos, Orestis ; Stengos, Thanasis ; Panagiotidis, Theodore. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:235-240.

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2018Model of Assessing the Impact of Factors on Cash Flow Multiplicators. (2018). Natocheeva, N N ; Belyanchikova, T V ; Frolova, V B. In: European Research Studies Journal. RePEc:ers:journl:v:xxi:y:2018:i:special2:p:338-347.

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2018Review of Research into Enterprise Bankruptcy Prediction in Selected Central and Eastern European Countries. (2018). Prusak, Baej . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:3:p:60-:d:153935.

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2018Do High Deposit Interest Rates Signal Bank Default? Evidence from the Russian Retail Deposit Market. (2018). Semenova, Maria ; Bondarenko, Maria. In: HSE Working papers. RePEc:hig:wpaper:65/fe/2018.

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2018Do High Deposit Interest Rates Signal Bank Default? Evidence from the Russian Retail Deposit Market. (2018). Semenova, Maria ; Bondarenko, Maria. In: HSE Working papers. RePEc:hig:wpaper:65/fe/2018.

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2018STUDYING THE REPLICABILITY OF AGGREGATE EXTERNAL CREDIT ASSESSMENTS USING PUBLIC INFORMATION. (2018). Kurbangaleev, Marat Z ; Seleznyova, Zinaida V ; Lapshin, Victor A. In: HSE Working papers. RePEc:hig:wpaper:71/fe/2018.

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2017The pro-Russian conflict and its impact on stock returns in Russia and the Ukraine. (2017). Neuenkirch, Matthias ; Hoffmann, Manuel . In: International Economics and Economic Policy. RePEc:kap:iecepo:v:14:y:2017:i:1:d:10.1007_s10368-015-0321-3.

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2017The Role of Structural Funding for Stability in the German Banking Sector. (2017). Schupp, Fabian ; Silbermann, Leonid. In: MAGKS Papers on Economics. RePEc:mar:magkse:201717.

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2018Social Capital as a Factor of Sport Achievements: The Case of National Football Teams. (2018). Zaytseva, I. In: Journal of the New Economic Association. RePEc:nea:journl:y:2018:i:37:p:34-60.

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2018Negative Net Worth of Manufacturing Companies: Corporate Governance and Industry Expectations. (2018). Karminsky, Alexandr ; Rybalka, A. In: Journal of the New Economic Association. RePEc:nea:journl:y:2018:i:38:p:76-103.

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2019Patterns of Russian Firms Export Pricing. (2019). Knobel, Alexander ; Kuznetsov, D. In: Journal of the New Economic Association. RePEc:nea:journl:y:2019:i:41:p:100-127.

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2017Hidden holes in the capital of not yet failed banks in Russia: An estimate of the scope of potential losses. (2017). Mamonov, M. In: VOPROSY ECONOMIKI. RePEc:nos:voprec:2017-07-3.

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2017The impact of banks’ capital adequacy ratio on bank lending channel of monetary transmission in Russia. (2017). Borzykh, Olga. In: VOPROSY ECONOMIKI. RePEc:nos:voprec:2017-07-4.

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2017Foreign experience of development under embargo and implications for the Crimea. (2017). Rozinskaya, Natalia. In: VOPROSY ECONOMIKI. RePEc:nos:voprec:2017-08-9.

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2017Does Studying in a Strong School Guarantee Good College Performance?. (2017). Sheina, Marina ; Popova, Evgeniya. In: Educational Studies. RePEc:nos:voprob:2017:i:1:p:128-157.

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2018On the determinants of bitcoin returns: a LASSO approach. (2018). Vravosinos, Orestis ; Stengos, Thanasis ; Panagiotidis, Theodore. In: Working Paper series. RePEc:rim:rimwps:18-14.

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2018The effects of markets, uncertainty and search intensity on bitcoin returns. (2018). Vravosinos, Orestis ; Stengos, Thanasis ; Panagiotidis, Theodore. In: Working Paper series. RePEc:rim:rimwps:18-39.

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2017Extreme movements of the Russian stock market and their consequences for management and economic modeling. (2017). Ibragimov, Rustam ; Lebedev, Oleg ; Ankudinov, Andrei . In: Applied Econometrics. RePEc:ris:apltrx:0311.

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2018Modelling technical efficiency of firms under one-step and two-step approaches (the case of commercial banks). (2018). Vernikov, Andrei ; Mamonov, Mikhail. In: Applied Econometrics. RePEc:ris:apltrx:0338.

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2018The macroeconomic and institutional determinants of the profit efficiency frontier for Russian banks. (2018). Karminsky, Alexandr ; Kozyr, Ilya ; Belousova, Veronika. In: Applied Econometrics. RePEc:ris:apltrx:0339.

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2017ВЛИЯЕТ ЛИ НАЗВАНИЕ НА РЫНОЧНУЮ ДИСЦИПЛИНУ: ПРИМЕР ИНОСТРАННЫХ БАНКОВ В РОССИИ. (2017). КОЗЛОВА АНТОНИНА АЛЕКСЕЕВН, ; СЕМЕНОВА МАРИЯ ВЛАДИМИРОВН, . In: Higher School of Economics Economic Journal Экономический журнал Высшей школы экономики. RePEc:scn:025886:17018063.

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2018Драйверы стоимости продуктовых розничных компаний на развитых и развивающихся рынках // Cost Drivers for Food Retailers in De. (2018). Т. Хань Ф., ; В. Фролова Б., ; Khan, T ; Frolova, V. In: Экономика. Налоги. Право // Economics, taxes & law. RePEc:scn:econom:y:2018:i:6:p:100-111.

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2018МОДЕЛЬ ОЦЕНКИ ВЕРОЯТНОСТИ ОТЗЫВА ЛИЦЕНЗИИ У РОССИЙСКОГО БАНКА // MODEL FOR ASSESSING THE PROBABILITY OF REVOCATION OF A LICENSE FROM THE RUSSIAN B. (2018). Bidzhoyan, D ; Д. Биджоян С., . In: Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice. RePEc:scn:financ:y:2018:i:2:p:26-37.

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2017The role of structural funding for stability in the German banking sector. (2017). Schupp, Fabian ; Silbermann, Leonid. In: Discussion Papers. RePEc:zbw:bubdps:032017.

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2017The Role of Structural Funding for Stability in the German Banking Sector. (2017). Schupp, Fabian ; Silbermann, Leonid. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168166.

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2017«Holes» in the Capital of Failed Russian Banks: Old Indicators and New Hypotheses. (2017). Mamonov, Mikhail. In: Economic Policy. RePEc:rnp:ecopol:ep1707.

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Works by Анатолий Пересецкий:


YearTitleTypeCited
2004Probability of default models of Russian banks In: BOFIT Discussion Papers.
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paper35
2011Probability of default models of Russian banks.(2011) In: Economic Change and Restructuring.
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This paper has another version. Agregated cites: 35
article
2007Russian banks private deposit interest rates and market discipline In: BOFIT Discussion Papers.
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paper7
2008Market discipline and deposit insurance in Russia In: BOFIT Discussion Papers.
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paper5
2008Models for Moodys bank ratings In: BOFIT Discussion Papers.
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paper9
2011Models for Moody’s bank ratings.(2011) In: MPRA Paper.
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This paper has another version. Agregated cites: 9
paper
2010Bank cost efficiency in Kazakhstan and Russia In: BOFIT Discussion Papers.
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paper8
2013What determines stock market behavior in Russia and other emerging countries? In: BOFIT Discussion Papers.
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paper0
2013Extracting global stochastic trend from non-synchronous data In: BOFIT Discussion Papers.
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paper0
2018Volatility forecasting using global stochastic financial trends extracted from non-synchronous data In: Econometrics and Statistics.
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article2
2015Volatility forecasting using global stochastic financial trends extracted from non-synchronous data.(2015) In: MPRA Paper.
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paper
2001The development of the GKO futures market in Russia In: Emerging Markets Review.
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article1
2014Collective management of residential housing in Russia: The importance of being social In: Journal of Comparative Economics.
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article4
1999The Development of the State Bond Market In: EERC Working Paper Series.
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2014What drives the Russian stock market: world market and political shocks In: International Journal of Computational Economics and Econometrics.
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article4
2017Autocorrelation in an unobservable global trend: does it help to forecast market returns? In: International Journal of Computational Economics and Econometrics.
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article3
2015Autocorrelation in an unobservable global trend: Does it help to forecast market returns?.(2015) In: MPRA Paper.
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2000Interaction of the Russian Financial Markets. In: Economic Change and Restructuring.
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article1
2016What Influences Stock Market Behavior in Russia and Other Emerging Countries? In: Emerging Markets Finance and Trade.
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2009Ratings as Measure of Financial Risk: Evolution, Function and Usage In: Journal of the New Economic Association.
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2011International Importance Issues of a Russian Economic Journal In: Journal of the New Economic Association.
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article2
2017Russian Bank Credit Ratings and Bank License Withdrawal 2012-2016 In: Journal of the New Economic Association.
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article1
2010Managing Common Property in Russian Cities: An Economic Analysis of Homeowners Associations In: VOPROSY ECONOMIKI.
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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.
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article2
2004Моделирование рейтингов российских банков In: MPRA Paper.
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2004Моделирование рейтингов российских банков.(2004) In: Журнал Экономика и математические методы (ЭММ).
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This paper has another version. Agregated cites: 3
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2011What factors drive the Russian banks license withdrawal In: MPRA Paper.
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2011What determines the behavior of the Russian stock market In: MPRA Paper.
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2010Непараметрические оценки эффективности российских банков In: MPRA Paper.
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paper2
2010Непараметрические оценки эффективности российских банков.(2010) In: Журнал Экономика и математические методы (ЭММ).
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This paper has another version. Agregated cites: 2
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2008Эффективность российских банков с точки зрения минимизации издержек, с учетом факторов риска In: MPRA Paper.
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paper7
2008Эффективность российских банков с точки зрения минимизации издержек с учетом факторов риска.(2008) In: Журнал Экономика и математические методы (ЭММ).
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2010The price of Moscow apartments In: Applied Econometrics.
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2008Market Discipline and Deposit Insurance In: Applied Econometrics.
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2007Models of Banks Ratings In: Applied Econometrics.
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2010Stochastic frontier in non-profit associations’ performance assessment (the case of homeowners’ associations) In: Applied Econometrics.
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2009Models for the External Support Component of Moodys Bank Ratings In: Applied Econometrics.
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article1
2011An approach to ratings mapping In: Applied Econometrics.
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2011Russian USE and olympiads as instruments for university admission selection In: Applied Econometrics.
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article7
2013Modeling reasons for Russian bank license withdrawal: Unaccounted factors In: Applied Econometrics.
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article7
2013Russian Unified National Exams (UNE) and academic performance of ICEF HSE students In: Applied Econometrics.
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article2
2013Technical efficiency of Russian plastic and rubber production firms In: Applied Econometrics.
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article5
2014Autocorrelation in the global stochastic trend In: Applied Econometrics.
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2016Do secrets come out? Statistical evaluation of student cheating In: Applied Econometrics.
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article0
2018Volatility of ruble exchange rate: Oil and sanctions In: Applied Econometrics.
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2007Процентные ставки российских банков. Рыночная дисциплина и страхование депозитов In: Журнал Экономика и математические методы (ЭММ).
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article1
2007Методы оценки вероятности дефолта банков In: Журнал Экономика и математические методы (ЭММ).
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article6
2013Cost efficiency of Kazakhstan and Russian banks: results from competing panel data models-super-1 In: Macroeconomics and Finance in Emerging Market Economies.
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2017Grade Expectations: Rationality and Overconfidence In: Tinbergen Institute Discussion Papers.
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2003An Analysis of Ratings of Russian Banks In: Discussion Paper.
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1997Risk premia in the ruble/dollar futures market In: Journal of Futures Markets.
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article1

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