Kirill Sossounov : Citation Profile

Are you Kirill Sossounov?

Russian Presidential Academy of National Economy and Public Administration (RANEPA)

6

H index

4

i10 index

322

Citations

RESEARCH PRODUCTION:

8

Articles

13

Papers

RESEARCH ACTIVITY:

   15 years (2000 - 2015). See details.
   Cites by year: 21
   Journals where Kirill Sossounov has often published
   Relations with other researchers
   Recent citing documents: 55.    Total self citations: 3 (0.92 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pso21
   Updated: 2022-05-14    RAS profile: 2020-08-08    
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Relations with other researchers

Works with:

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

Is cited by:

Polbin, Andrey (18)

Terrones, Marco (11)

Kose, Ayhan (11)

CHONG, Terence Tai Leung (7)

Bordo, Michael (7)

pagan, adrian (7)

Gil-Alana, Luis (7)

YAYA, OLAOLUWA (6)

Harding, Don (6)

Candelon, Bertrand (6)

Olbrys, Joanna (6)

Cites to:

Rogoff, Kenneth (12)

Galí, Jordi (9)

Obstfeld, Maurice (7)

Eichenbaum, Martin (7)

Gertler, Mark (6)

Burstein, Ariel (6)

Rebelo, Sergio (6)

pagan, adrian (5)

Aghion, Philippe (5)

Cochrane, John (5)

Ranciere, Romain (5)

Main data

Where Kirill Sossounov has published?

Journals with more than one article published# docs
Higher School of Economics Economic Journal Экономический журнал Высшей школы экономики3
Journal of the New Economic Association2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany5
Working Papers / Center for Economic and Financial Research (CEFIR)3
Macroeconomics / University Library of Munich, Germany2

Recent works citing Kirill Sossounov (2021 and 2020)

YearTitle of citing document
2020Global Recessions. (2020). Terrones, Marco ; Kose, Ayhan ; Sugawara, Naotaka. In: Working Papers. RePEc:apc:wpaper:162.

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2020Bull and Bear Markets During the COVID-19 Pandemic. (2020). Maheu, John ; McCurdy, Thomas H ; Song, Yong. In: Papers. RePEc:arx:papers:2012.01623.

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2020Are Unconventional Monetary Policies a Priced Risk Factor for Hedge Fund Strategies?. (2020). Guidolin, Massimo ; Orlov, Alexei. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20146.

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2020Structural holes and hedge fund return comovement: evidence from network‐connected stock hedge funds in China. (2020). Xiao, Tusheng ; Wang, Xueding ; Li, Yang. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2811-2841.

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2021Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US. (2021). Neuenkirch, Matthias ; Haase, Felix. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8828.

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2021Interaction of Cyclical and Structural Systemic Risks: Insights from Around and After the Global Financial Crisis. (2021). Hodula, Martin ; Pfeifer, Lukas ; Janku, Jan. In: Research and Policy Notes. RePEc:cnb:rpnrpn:2021/03.

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2020Global Recessions. (2020). Sugawara, Naotaka ; Kose, Ayhan ; Terrones, Marco E. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14397.

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2021A Markov Switching VECM Model for Russian Real GDP, Real Exchange Rate and Oil Prices. (2021). Kulikov, Alexander Vladimirovich ; Bedin, Andrey Feliksovich ; Polbin, Andrey Vladimirovich. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-02-48.

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2021Exchange-traded certificates, education and the disposition effect. (2021). Silva, Paulo ; Mendes, Victor ; da Silva, Paulo Pereira. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303853.

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2020Testing the performance of technical analysis and sentiment-TAR trading rules in the Malaysian stock market. (2020). Chong, Lee-Lee ; Tey, Eng-Xin ; Lai, Ming-Ming ; Tan, Siow-Hooi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302250.

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2020Compensation for illiquidity in China: Evidence from an alternative measure. (2020). Wang, Guanying ; Zhang, Yiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s106294082030084x.

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2020The momentum and reversal effects of investor sentiment on stock prices. (2020). Li, Jinfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301601.

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2021Economic policy uncertainty and stock market returns: New evidence. (2021). Liang, Chao ; Chen, Zhonglu ; Wang, Jianqiong ; Xu, Yongan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001418.

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2021Investor sentiment and stock returns: Global evidence. (2021). Duxbury, Darren ; Su, Chen ; Wang, Wenzhao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:365-391.

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2021Analyzing the Nonlinear Pricing of Liquidity Risk according to the Market State. (2021). Uribe, Jorge ; Chuliá, Helena ; Chulia, Helena ; Koser, Christoph. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320300933.

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2021The contrarian strategy of institutional investors in Chinese stock market. (2021). Zou, Qian ; Wen, Fenghua ; Wang, Xiong. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316597.

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2021Bull and bear markets during the COVID-19 pandemic. (2021). McCurdy, Thomas ; Maheu, John ; Song, Yong. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321001720.

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2021Validating intra-day risk premium in cross-sectional return curves. (2021). Zhao, Yuqian. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s154461232100101x.

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2020A real business cycle model with money as a sunspot variable. (2020). Wilson, Matthew. In: Journal of Economics and Business. RePEc:eee:jebusi:v:109:y:2020:i:c:s0148619519301328.

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2020Does herding behavior exist in the Mongolian stock market?. (2020). Wong, Wing-Keung ; Batmunkh, Munkh-Ulzii ; Vieito, Joo Paulo ; Choijil, Enkhbayar ; Espinosa-Mendez, Christian. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x20301347.

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2021Limited attention, managerial multitasking, and hedge fund performance in China. (2021). He, Yuqian ; Wang, Xueding ; Li, Yang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000755.

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2020Asymmetric correlation and hedging effectiveness of gold & cryptocurrencies: From pre-industrial to the 4th industrial revolution?. (2020). Nasir, Muhammad ; Duc, Toan Luu ; Thampanya, Natthinee. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:159:y:2020:i:c:s0040162520310210.

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2021Divisia Monetary Aggregates for Russia: Money Demand, GDP Nowcasting, and the Price Puzzle. (2021). Tochkov, Kiril ; El-Shagi, Makram. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:202101.

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2021Decline in Share Prices of Energy and Fuel Companies on the Warsaw Stock Exchange as a Reaction to the COVID-19 Pandemic. (2021). Markowicz, Iwona ; Bieszk-Stolorz, Beata. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:17:p:5412-:d:625912.

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2021A Pattern New in Every Moment: The Temporal Clustering of Markets for Crude Oil, Refined Fuels, and Other Commodities. (2021). Ur, Mobeen ; Chen, James Ming. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:19:p:6099-:d:642541.

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2020Assessing Commonality in Liquidity with Principal Component Analysis: The Case of the Warsaw Stock Exchange. (2020). Olbrys, Joanna ; Majewska, Elbieta . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:12:p:328-:d:465813.

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2021Evaluation of Changes on World Stock Exchanges in Connection with the SARS-CoV-2 Pandemic. Survival Analysis Methods. (2021). Dmytrow, Krzysztof ; Bieszk-Stolorz, Beata. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:7:p:121-:d:579223.

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2021Do Socially Responsible Investment Funds Sell Losses and Ride Gains? The Disposition Effect in SRI Funds. (2021). Vicente, Luis ; Ortiz, Cristina ; Duxbury, Darren ; Boumda, Beatrice. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:15:p:8142-:d:598544.

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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.

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2020THE DISPOSITION EFFECT AMONG MUTUAL FUND PARTICIPANTS: A RE-EXAMINATION. (2020). Mendes, Victor ; Silva, Paulo ; Abreu, Margarida. In: Working Papers REM. RePEc:ise:remwps:wp01262020.

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2022Monetary Policy and Determinacy: An Inquiry in Open Economy New Keynesian Framework. (2022). Barnett, William ; Eryilmaz, Unal. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202203.

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2021Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics. (2021). Rodrigues, Paulo ; Cruz, Joo ; Nicolau, Joo. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:3:d:10.1007_s10690-020-09324-2.

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2020Monetary policy options for managing resource revenue shocks when fiscal policy is laissez-faire. (2020). Chuku, Chuku. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:53:y:2020:i:1:d:10.1007_s10644-019-09244-w.

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2020The stock market’s reaction to macroeconomic news under ambiguity. (2020). Garcia-Feijoo, Luis ; Giannetti, Antoine ; Viale, Ariel M. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:1:d:10.1007_s11408-019-00342-3.

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2022Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market. (2022). Canepa, Alessandra ; Chini, Emilio Zanetti ; Alqaralleh, Huthaifa. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:64:y:2022:i:1:d:10.1007_s11146-020-09802-4.

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2020Global Recessions. (2020). Terrones, Marco ; Kose, Ayhan ; Sugawara, Naotaka. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:2002.

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2020Monetary policy after the crisis: A threat to hedge funds alphas?. (2020). Guidolin, Massimo ; Pedio, Manuela ; Berglund, Alexander. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:3:d:10.1057_s41260-020-00160-7.

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2020Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates. (2020). Nguyen, Duc Khuong ; Fan, Ying ; Liu, Bing-Yue ; Ji, Qiang. In: MPRA Paper. RePEc:pra:mprapa:101387.

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2020Bull and Bear Markets During the COVID-19 Pandemic. (2020). Maheu, John ; McCurdy, Thomas H ; Song, Yong. In: MPRA Paper. RePEc:pra:mprapa:104504.

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2020??????? ????? ??????? ??????? ??????????, ??????????? ????? ? ????????????? ???????? ????? ?? ????????? ??. (2020). Polbin, Andrey ; Lomonosov, Daniil ; Fokin, Nikita. In: MPRA Paper. RePEc:pra:mprapa:106019.

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2022Monetary Policy and Determinacy: An Inquiry in Open Economy New Keynesian Framework. (2022). Eryilmaz, Unal ; Barnett, William A. In: MPRA Paper. RePEc:pra:mprapa:111567.

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2020Global Recessions. (2020). Kose, Ayhan ; Terrones, Marco E ; Sugawara, Naotaka. In: MPRA Paper. RePEc:pra:mprapa:98608.

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2022The effect of short selling on volatility and jumps. (2022). Wee, Marvin ; Treepongkaruna, Sirimon ; Foong, Glenn Kit ; Padungsaksawasdi, Chaiyuth. In: Australian Journal of Management. RePEc:sae:ausman:v:47:y:2022:i:1:p:34-52.

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2021Investigating the Dynamics of Exchange Traded Funds Across the Bear and Bull Markets: Evidence from Indian Equity ETFs. (2021). Seth, Sidharath ; Singh, Jaspal ; Kaur, Prabhdeep. In: Vision. RePEc:sae:vision:v:25:y:2021:i:3:p:350-360.

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2021A survival analysis in the assessment of the influence of the SARS-CoV-2 pandemic on the probability and intensity of decline in the value of stock indices. (2021). Dmytrow, Krzysztof ; Bieszk-Stolorz, Beata. In: Eurasian Economic Review. RePEc:spr:eurase:v:11:y:2021:i:2:d:10.1007_s40822-021-00172-7.

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2020Does the Investor Sentiment Affect the Stock Returns in Taiwan’s Stock Market under Different Market States?. (2020). Lee, Nicholas Rueilin ; Lin, Yih-Bey ; Chang, Fu-Min ; Dai, Syuan-Rong ; Liu, Yu-Hong. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:10:y:2020:i:5:f:10_5_3.

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2020Trend following with momentum versus moving averages: a tale of differences. (2020). Giner, Javier ; Zakamulin, Valeriy. In: Quantitative Finance. RePEc:taf:quantf:v:20:y:2020:i:6:p:985-1007.

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2020Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US. (2020). Neuenkirch, Matthias ; Haase, Felix. In: Working Paper Series. RePEc:trr:qfrawp:202003.

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2020Forecasting Stock Market Recessions in the US: Predictive Modeling using Different Identification Approaches. (2020). Neuenkirch, Matthias ; Haase, Felix. In: Research Papers in Economics. RePEc:trr:wpaper:202001.

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2020Global Recessions. (2020). Kose, Ayhan ; Terrones, Marco E ; Sugawara, Naotaka. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:9172.

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2021Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates. (2021). Nguyen, Duc Khuong ; Ji, Qiang ; Fan, Ying ; Liu, Bingyue. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2612-2636.

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2021The performance of social responsible investing from retail investors perspective: international evidence. (2021). Cortez, Maria Ceu ; Ferruz, Luis ; Badia, Guillermo. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:6074-6088.

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2022Can water mutual funds aid sustainable development?. (2022). Martiballester, Carmenpilar ; Carmen Pilar Marti Ballester, ; Ibikunle, Gbenga. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:1173-1190.

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2020Trend‐cycle Estimation Using Fuzzy Transform and Its Application for Identifying Bull and Bear Phases in Markets. (2020). Mirshahi, Soheyla ; Novak, Vilem ; Nguyen, Linh. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:27:y:2020:i:3:p:111-124.

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2021Time?varying dynamics of expected shortfall in commodity futures markets. (2021). Auer, Benjamin R ; Mehlitz, Julia S. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:6:p:895-925.

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Works by Kirill Sossounov:

YearTitleTypeCited
2006The inflationary consequences or real exchange rate targeting via accumulation of reserves In: BOFIT Discussion Papers.
[Full Text][Citation analysis]		paper8
2006The Inflationary Consequences of Real Exchange Rate Targeting via Accumulation of Reserves.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2015Trend inflation and monetary policy rules: determinacy analysis in New Keynesian model with capital accumulation In: The B.E. Journal of Macroeconomics.
[Full Text][Citation analysis]		article4
2011Trend inflation and Monetary policy rules: Determinacy analyses in New Keynesian model with capital accumulation.(2011) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2006Can Oil Prices Explain the Real Appreciation of the Russian Ruble in 1998-2005? In: Working Papers.
[Full Text][Citation analysis]		paper13
2007Monetary Policy in an Economy Sick with Dutch Disease In: Working Papers.
[Full Text][Citation analysis]		paper33
2012Estimation of the Money Demand Function in Russia In: HSE Working papers.
[Full Text][Citation analysis]		paper3
2013Estimation of the Money Demand Function in Russia.(2013) In: Journal of the New Economic Association.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		article
2003A simple framework for analysing bull and bear markets In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article226
2000Analyzing Indeterminacies in a Real Business Cycle Model with Money: A Comment. In: Journal of Money, Credit and Banking.
[Citation analysis]		article3
2009Determination of the Real Exchange Rate of the Ruble and Assessment of Long-Run Policy of Real Exchange Rate Targeting In: Journal of the New Economic Association.
[Full Text][Citation analysis]		article8
2009Determination of the real exchange rate of rouble and assessment of long-rum policy of real exchange rate targeting.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2008Monetary policy rules and indterminacy In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2007The role of home and foreign prices on tradables and nontradables in RER fluctuations in Russia In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2005?????????? ???????????? ????????? ????????? ????? ??????????? ????? In: MPRA Paper.
[Full Text][Citation analysis]		paper15
2005Оценивание равновесного реального обменного курса российского рубля.(2005) In: Higher School of Economics Economic Journal ????????????? ?????? ?????? ????? ?????????.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		article
2015The Dating of the Russian Business Cycle In: Published Papers.
[Full Text][Citation analysis]		paper0
2005Влияние валютного курса на потребительские цены в России In: Higher School of Economics Economic Journal ????????????? ?????? ?????? ????? ?????????.
[Full Text][Citation analysis]		article4
2015Датировка российского бизнес-цикла In: Higher School of Economics Economic Journal ????????????? ?????? ?????? ????? ?????????.
[Full Text][Citation analysis]		article4
2001Monetary neutrality in one specific class of DGE model with staggered prices In: Macroeconomics.
[Full Text][Citation analysis]		paper0
2002A Real Business Cycle Model with Changing Sentiments In: Macroeconomics.
[Full Text][Citation analysis]		paper0

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