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)

6

H index

1

i10 index

100

Citations

RESEARCH PRODUCTION:

30

Articles

18

Papers

RESEARCH ACTIVITY:

   20 years (1997 - 2017). See details.
   Cites by year: 5
   Journals where Анатолий Пересецкий has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 26 (20.63 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppe492
   Updated: 2017-11-23    RAS profile: 2017-11-17    
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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 (11)

Semenova, Maria (6)

Vernikov, Andrei (6)

Ipatova, Irina (5)

HASAN, IFTEKHAR (5)

Mamonov, Mikhail (4)

Vakulenko, Elena (3)

Korhonen, Iikka (3)

Marelli, Enrico (3)

Poldin, Oleg (3)

Karas, Alexei (3)

Cites to:

Berger, Allen (30)

Mester, Loretta (20)

Karminsky, Alexandr (14)

Schoors, Koen (10)

Karas, Alexei (10)

Lopez, Jose (9)

Kumbhakar, Subal (8)

Weill, Laurent (8)

Krainer, John (8)

HASAN, IFTEKHAR (8)

Engle, Robert (8)

Main data


Where Анатолий Пересецкий has published?


Journals with more than one article published# docs
Applied Econometrics12
Журнал Экономика и математические методы (ЭММ)5
Journal of the New Economic Association2
VOPROSY ECONOMIKI2
International Journal of Computational Economics and Econometrics2
Economic Change and Restructuring2

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

Recent works citing Анатолий Пересецкий (2017 and 2016)


YearTitle of citing document
2016Technical Efficiency and Total Factor Productivity in the Kazakh Banking Industry. (2016). Mekenbayeva, Kamila ; Kasman, Adnan . In: Acta Oeconomica. RePEc:aka:aoecon:v:66:y:2016:i:4:p:685-709.

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2016Rating models: emerging market distinctions. (2016). Karminsky, Alexandr. In: Papers. RePEc:arx:papers:1607.02422.

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2016Determinants of Depositors’ Behaviour: Heterogeneous Panel Estimates. (2016). Mammadova, Leyla ; Yusifzada, Leyla . In: Working Papers. RePEc:aze:wpaper:1603.

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2016COMPARATIVE ANALYSES OF THE BANKING ENVIRONMENT IN TRANSITION COUNTRIES. (2016). Hölscher, Jens ; Holscher, Jens ; Djalilov, Khurshid . In: Economic Annals. RePEc:beo:journl:v:61:y:2016:i:208:p:7-26.

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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). Mikko Makinen , ; Solanko, Laura . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_016.

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2016Dynamic conditional correlation and causality relationship among foreign exchange, stock and commodity markets: Evidence from 2014 Russian financial crisis. (2016). Sultonov, Mirzosaid. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00265.

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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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2016How R&D Expenditures Influence Total Factor Productivity and Technical Efficiency?. (2016). Ipatova, Irina. In: HSE Working papers. RePEc:hig:wpaper:128/ec/2016.

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2016Currency Shifts as a Market Discipline Device: The Case of the Russian Market for Personal Deposits. (2016). Semenova, Maria ; Shapkin, Andrey . In: HSE Working papers. RePEc:hig:wpaper:57/fe/2016.

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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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2016RePEc Academic Rankings: Construction Issues and the Role of Russian Participants. (2016). Shumilov, Andrei ; Balatsky, E. In: Journal of the New Economic Association. RePEc:nea:journl:y:2016:i:32:p:111-138.

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2016Determinants of depositors’ behaviour: Heterogeneous panel estimates. (2016). Yusifzada, Leyla ; Mammadova, Leyla ; Yusifzade, Leyla . In: MPRA Paper. RePEc:pra:mprapa:72159.

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2016Technical efficiency as a factor of Russian industrial companies’ risks of financial distress. (2016). Ipatova, Irina ; Mogilat, Anastasia. In: Applied Econometrics. RePEc:ris:apltrx:0289.

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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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2016Modelling banks’ credit ratings of international agencies. (2016). Khromova, Ella ; Karminsky, Alexander M. In: Eurasian Economic Review. RePEc:spr:eurase:v:6:y:2016:i:3:d:10.1007_s40822-016-0058-5.

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2016Russian Bank Database : Birth and Death, Location, Mergers, Deposit Insurance Participation, State and Foreign Ownership. (2016). Vernikov, Andrei ; Karas, Alexei. In: Working Papers. RePEc:use:tkiwps:1604.

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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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2016Effect of financial indicators on international ratings of russian banks. (2016). Volkova, Olga ; Lvova, Irina . In: Economic Policy. RePEc:rnp:ecopol:e16012.

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Works by Анатолий Пересецкий:


YearTitleTypeCited
2004Probability of default models of Russian banks In: BOFIT Discussion Papers.
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paper27
2011Probability of default models of Russian banks.(2011) In: Economic Change and Restructuring.
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This paper has another version. Agregated cites: 27
article
2007Russian banks private deposit interest rates and market discipline In: BOFIT Discussion Papers.
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paper6
2008Market discipline and deposit insurance in Russia In: BOFIT Discussion Papers.
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paper3
2008Models for Moodys bank ratings In: BOFIT Discussion Papers.
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paper8
2011Models for Moody’s bank ratings.(2011) In: MPRA Paper.
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This paper has another version. Agregated cites: 8
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
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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article2
1999The Development of the State Bond Market In: EERC Working Paper Series.
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paper0
2014What drives the Russian stock market: world market and political shocks In: International Journal of Computational Economics and Econometrics.
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article3
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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article0
2015Autocorrelation in an unobservable global trend: Does it help to forecast market returns?.(2015) In: MPRA Paper.
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This paper has another version. Agregated cites: 0
paper
2000Interaction of the Russian Financial Markets. In: Economic Change and Restructuring.
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article0
2009Ratings as Measure of Financial Risk: Evolution, Function and Usage In: Journal of the New Economic Association.
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article3
2011International Importance Issues of a Russian Economic Journal 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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article0
2004Моделирование рейтингов российских банков In: MPRA Paper.
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paper0
2004Моделирование рейтингов российских банков.(2004) In: Журнал Экономика и математические методы (ЭММ).
[Citation analysis]
This paper has another version. Agregated cites: 0
article
2011What factors drive the Russian banks license withdrawal In: MPRA Paper.
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paper0
2011What determines the behavior of the Russian stock market In: MPRA Paper.
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paper2
2010Непараметрические оценки эффективности российских банков In: MPRA Paper.
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paper0
2010Непараметрические оценки эффективности российских банков.(2010) In: Журнал Экономика и математические методы (ЭММ).
[Citation analysis]
This paper has another version. Agregated cites: 0
article
2008Эффективность российских банков с точки зрения минимизации издержек, с учетом факторов риска In: MPRA Paper.
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paper0
2008Эффективность российских банков с точки зрения минимизации издержек с учетом факторов риска.(2008) In: Журнал Экономика и математические методы (ЭММ).
[Citation analysis]
This paper has another version. Agregated cites: 0
article
2015Volatility forecasting using global stochastic financial trends extracted from non-synchronous data In: MPRA Paper.
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paper0
2010The price of Moscow apartments In: Applied Econometrics.
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article2
2008Market Discipline and Deposit Insurance In: Applied Econometrics.
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article7
2007Models of Banks Ratings In: Applied Econometrics.
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article3
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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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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article3
2013Modeling reasons for Russian bank license withdrawal: Unaccounted factors In: Applied Econometrics.
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2013Russian Unified National Exams (UNE) and academic performance of ICEF HSE students In: Applied Econometrics.
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article1
2013Technical efficiency of Russian plastic and rubber production firms In: Applied Econometrics.
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article4
2014Autocorrelation in the global stochastic trend In: Applied Econometrics.
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article0
2016Do secrets come out? Statistical evaluation of student cheating 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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article0
2007Методы оценки вероятности дефолта банков In: Журнал Экономика и математические методы (ЭММ).
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article0
2016What Influences Stock Market Behavior in Russia and Other Emerging Countries? In: Emerging Markets Finance and Trade.
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article2
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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article9
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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paper1
1997Risk premia in the ruble/dollar futures market In: Journal of Futures Markets.
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article1

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