Henry Penikas : Citation Profile


Are you Henry Penikas?

Central Bank of the Russian Federation

2

H index

0

i10 index

19

Citations

RESEARCH PRODUCTION:

15

Articles

16

Papers

RESEARCH ACTIVITY:

   13 years (2008 - 2021). See details.
   Cites by year: 1
   Journals where Henry Penikas has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 7 (26.92 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe989
   Updated: 2021-10-16    RAS profile: 2021-09-09    
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Relations with other researchers


Works with:

Merika, Anna (2)

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

Is cited by:

sirotin, viacheslav (1)

Fantazzini, Dean (1)

arhipova, marina (1)

VISVIKIS, ILIAS (1)

Vernikov, Andrei (1)

Aivazian, Sergey (1)

Radionov, Stanislav (1)

Tsouknidis, Dimitris (1)

Kavussanos, Manolis (1)

Bronshtein, Efim (1)

Cites to:

Fantazzini, Dean (11)

Remillard, Bruno (9)

Stulz, René (6)

merton, robert (5)

Scaillet, Olivier (5)

Duncan, Greg (4)

Gurgand, Marc (4)

Patton, Andrew (3)

Starzec, Christophe (3)

Gaubert, Patrice (3)

Carraro, Carlo (3)

Main data


Where Henry Penikas has published?


Journals with more than one article published# docs
Applied Econometrics7

Working Papers Series with more than one paper published# docs
HSE Working papers / National Research University Higher School of Economics9
DEM Working Papers Series / University of Pavia, Department of Economics and Management3
Bank of Russia Working Paper Series / Bank of Russia2

Recent works citing Henry Penikas (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

2021Review 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.

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2020On 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:


YearTitleTypeCited
2016Copula-Based Univariate Time Series Structural Shift Identification Test In: Papers.
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2020Low 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.
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2020IRB Asset and Default Correlation: Rationale for the Macroprudential Add-ons to the Risk-Weights In: Bank of Russia Working Paper Series.
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2021How Do Investors Prefer Banks to Transit to Basel Internal Models: Mandatorily or Voluntarily? In: Bank of Russia Working Paper Series.
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2020The Basel II internal ratings based (IRB) model and the transition impact on the listed Greek banks In: The Journal of Economic Asymmetries.
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2020History of the World Largest Credit Risk Losses in 1972–2018 In: HSE Economic Journal.
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2012Modeling Policy Response to Global Systemically Important Banks Regulation In: HSE Working papers.
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2012An Optimal Incentive Contract Preventing Excessive Risk-Taking by a Bank Manager In: HSE Working papers.
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2012A Multiplicative Model of Countercyclical Capital Buffer Evaluation Differentiated by Homogeneous Clusters of Countries In: HSE Working papers.
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2012Copula structural shift identification In: HSE Working papers.
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2012Do Hedging and Trading Derivatives Have the Same Impact on Public European Banks Value and Share Performance? In: HSE Working papers.
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2013Does banking regulation cause counterproductive economic dynamics? In: HSE Working papers.
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2013How Well do Analysts Predict Stock Prices? Evidence from Russia In: HSE Working papers.
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2015The Decision-Making Process in Punishment Imposition: Four Factors of Public Perception in Russia In: HSE Working papers.
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2014Modeling Integral Financial Stability Index: A Cross-Country Study In: HSE Working papers.
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2014An empirical analysis of growth and consolidation in banking: a Markovian approach for the case of Russia In: International Journal of Computational Economics and Econometrics.
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2010Financial Applications of Copula-Models In: Journal of the New Economic Association.
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2014Identifying SIFI Determinants for Global Banks and Insurance Companies: Implications for D-SIFIs in Russia In: DEM Working Papers Series.
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2015Modelling Probability of Default of Russian Banks and Companies Using Copula Models In: DEM Working Papers Series.
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2018History of the World Largest Financial Losses in 1972-2018 In: DEM Working Papers Series.
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2016QAIDS Model Based on Russian Pseudo - Panel Data: Impact of 1998 and 2008 Crises In: MPRA Paper.
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2008Forecasting for the Banks Asset-Liability Management In: Applied Econometrics.
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2009Interest Rate Risk Management Based on Copula-GARCH Models In: Applied Econometrics.
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2009Detection of Structural Breaks in Copula Models In: Applied Econometrics.
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2010Copula-Models in Foreign Exchange Risk-Management of a Bank In: Applied Econometrics.
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2011Copula-Based Price Risk Hedging Models In: Applied Econometrics.
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2013Researching and forecasting aggregated consumers’ perception of imported food: Russia and Brazil case studies (1992–2020) In: Applied Econometrics.
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2014Investment portfolio risk modelling based on hierarchical copulas In: Applied Econometrics.
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2011Modeling Risk Patterns of Russian Systemically Important Financial Institutions In: Review of Applied Socio-Economic Research.
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2020The impact of hedging and trading derivatives on value, performance and risk of European banks In: Empirical Economics.
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2017Determinants of the probability of default: the case of the internationally listed shipping corporations In: Maritime Policy & Management.
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