2
H index
0
i10 index
19
Citations
Henry Penikas : Citation Profile
Central Bank of the Russian Federation | RESEARCH PRODUCTION: 15 Articles 16 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
13 years (2008 - 2021). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Henry Penikas. | Is cited by:
| Cites to:
|
Main data
Where Henry Penikas has published?
| Journals with more than one article published | # docs |
|---|---|
| Applied Econometrics | 7 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| HSE Working papers / National Research University Higher School of Economics | 9 |
| DEM Working Papers Series / University of Pavia, Department of Economics and Management | 3 |
| Bank of Russia Working Paper Series / Bank of Russia | 2 |
Recent works citing Henry Penikas (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2021 | Probability 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 |
| 2021 | Review of Bank of Russia – NES Workshop ‘Identification and Measurement of Macroprudential Policies Effects’. (2021). Penikas, Henry. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:80:y:2021:i:3:p:94-104. Full description at Econpapers || Download paper |
| 2020 | On Limits of the Influence of the Bank of Russia Key Rate on Indicators of the Russian Banking System. (2020). Radionov, Stanislav ; Pospelov, I G ; Pilnik, N P. In: Studies on Russian Economic Development. RePEc:spr:sorede:v:31:y:2020:i:2:d:10.1134_s1075700720020082. Full description at Econpapers || Download paper |
Works by Henry Penikas:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | Copula-Based Univariate Time Series Structural Shift Identification Test In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Low Default Portfolios in Basel II and Basel III as a Special Case of Significantly Unbalanced Classes in Binary Choice Models In: Russian Journal of Money and Finance. [Full Text][Citation analysis] | article | 0 |
| 2020 | IRB Asset and Default Correlation: Rationale for the Macroprudential Add-ons to the Risk-Weights In: Bank of Russia Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2021 | How Do Investors Prefer Banks to Transit to Basel Internal Models: Mandatorily or Voluntarily? In: Bank of Russia Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2020 | The Basel II internal ratings based (IRB) model and the transition impact on the listed Greek banks In: The Journal of Economic Asymmetries. [Full Text][Citation analysis] | article | 1 |
| 2020 | History of the World Largest Credit Risk Losses in 1972–2018 In: HSE Economic Journal. [Full Text][Citation analysis] | article | 0 |
| 2012 | Modeling Policy Response to Global Systemically Important Banks Regulation In: HSE Working papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | An Optimal Incentive Contract Preventing Excessive Risk-Taking by a Bank Manager In: HSE Working papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | A Multiplicative Model of Countercyclical Capital Buffer Evaluation Differentiated by Homogeneous Clusters of Countries In: HSE Working papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Copula structural shift identification In: HSE Working papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Do Hedging and Trading Derivatives Have the Same Impact on Public European Banks Value and Share Performance? In: HSE Working papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Does banking regulation cause counterproductive economic dynamics? In: HSE Working papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | How Well do Analysts Predict Stock Prices? Evidence from Russia In: HSE Working papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | The Decision-Making Process in Punishment Imposition: Four Factors of Public Perception in Russia In: HSE Working papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Modeling Integral Financial Stability Index: A Cross-Country Study In: HSE Working papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | An empirical analysis of growth and consolidation in banking: a Markovian approach for the case of Russia In: International Journal of Computational Economics and Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2010 | Financial Applications of Copula-Models In: Journal of the New Economic Association. [Full Text][Citation analysis] | article | 6 |
| 2014 | Identifying SIFI Determinants for Global Banks and Insurance Companies: Implications for D-SIFIs in Russia In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Modelling Probability of Default of Russian Banks and Companies Using Copula Models In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
| 2018 | History of the World Largest Financial Losses in 1972-2018 In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2016 | QAIDS Model Based on Russian Pseudo - Panel Data: Impact of 1998 and 2008 Crises In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Forecasting for the Banks Asset-Liability Management In: Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2009 | Interest Rate Risk Management Based on Copula-GARCH Models In: Applied Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2009 | Detection of Structural Breaks in Copula Models In: Applied Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2010 | Copula-Models in Foreign Exchange Risk-Management of a Bank In: Applied Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2011 | Copula-Based Price Risk Hedging Models In: Applied Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2013 | Researching and forecasting aggregated consumers’ perception of imported food: Russia and Brazil case studies (1992–2020) In: Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2014 | Investment portfolio risk modelling based on hierarchical copulas In: Applied Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2011 | Modeling Risk Patterns of Russian Systemically Important Financial Institutions In: Review of Applied Socio-Economic Research. [Full Text][Citation analysis] | article | 0 |
| 2020 | The impact of hedging and trading derivatives on value, performance and risk of European banks In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Determinants of the probability of default: the case of the internationally listed shipping corporations In: Maritime Policy & Management. [Full Text][Citation analysis] | article | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team