Kirill Sossounov : Citation Profile

Are you Kirill Sossounov?

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

7

H index

4

i10 index

388

Citations

RESEARCH PRODUCTION:

8

Articles

17

Papers

RESEARCH ACTIVITY:

   15 years (2000 - 2015). See details.
   Cites by year: 25
   Journals where Kirill Sossounov has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 4 (1.02 %)

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   Permalink: http://citec.repec.org/pso21
   Updated: 2024-01-16    RAS profile: 2023-03-16    
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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 (27)

Terrones, Marco (13)

Kose, Ayhan (13)

YAYA, OLAOLUWA (8)

Claessens, Stijn (7)

pagan, adrian (7)

Bordo, Michael (7)

Candelon, Bertrand (7)

CHONG, Terence Tai Leung (7)

Gil-Alana, Luis (7)

Harding, Don (6)

Cites to:

Eichenbaum, Martin (14)

Rebelo, Sergio (13)

Burstein, Ariel (13)

Rogoff, Kenneth (11)

Campbell, John (8)

Calvo, Guillermo (7)

Obstfeld, Maurice (6)

pagan, adrian (6)

Ohnsorge, Franziska (6)

Cochrane, John (5)

Galí, Jordi (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
Working Papers / New Economic School (NES)3
Macroeconomics / University Library of Munich, Germany2

Recent works citing Kirill Sossounov (2024 and 2023)

YearTitle of citing document
2023Does climate impact the relationship between the energy price and the stock market? The Colombian case. (2023). Carabali-Mosquera, Jaime ; Buenaventura-Vera, Guillermo ; Benavides-Franco, Julian ; Taype-Huaman, Irvin ; Villa-Loaiza, Carlos. In: Applied Energy. RePEc:eee:appene:v:336:y:2023:i:c:s0306261923001642.

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2023Good and bad self-excitation: Asymmetric self-exciting jumps in Bitcoin returns. (2023). Peng, Zhe ; Xu, Mengyu ; Zhang, Zhengjun. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003613.

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2023A regime-switching model of stock returns with momentum and mean reversion. (2023). Zakamulin, Valeriy ; Giner, Javier. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000494.

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2023Frequency heterogeneity of tail connectedness: Evidence from global stock markets. (2023). Xu, Huiling ; Zhu, Zhican ; Lu, Haisong ; Jian, Zhihong. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001669.

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2023Can we forecast better in periods of low uncertainty? The role of technical indicators. (2023). Stamatogiannis, Michalis P ; Pybis, Sam ; Henry, Olan ; Fernandez, Maria Ferrer. In: Journal of Empirical Finance. RePEc:eee:empfin:v:71:y:2023:i:c:p:1-12.

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2023Stock market reactions to monetary policy surprises under uncertainty. (2023). Saadon, Yossi ; Benchimol, Jonathan ; Segev, Nimrod. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002995.

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2023On pricing double-barrier options with Markov regime switching. (2023). Zhang, Tianqi. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005906.

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2023A closer look at the regime-switching evidence of bull and bear markets. (2023). Kirby, Chris. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005463.

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2023Nonlinear relationship between monetary policy and stock returns: Evidence from the U.S.. (2023). Jiang, Cheng ; Chauvet, Marcelle. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000989.

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2023Predictability of bull and bear markets: A new look at forecasting stock market regimes (and returns) in the US. (2023). Neuenkirch, Matthias ; Haase, Felix. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:587-605.

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2023Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio management. (2023). Al-Faryan, Mamdouh Abdulaziz Sa ; Islam, Nazmul M ; Saleh, Mamdouh Abdulaziz ; Ling, Pui Kiew ; Yaya, Olaoluwa Simon ; Furuoka, Fumitaka. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000478.

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2023Financial stress and returns predictability: Fresh evidence from China. (2023). Wang, Jianqiong ; Liang, Chao ; Xu, Yongan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x2300046x.

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2023Institutional investor information network, analyst forecasting and stock price crash risk. (2023). Liu, Jia ; Gong, Xiao-Li. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000685.

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2023Monetary Policy and Determinacy: An Inquiry into Open Economy New Keynesian Macrodynamics. (2023). Barnett, William ; Eryilmaz, Unal. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:2:d:10.1007_s11079-022-09702-5.

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2023Whose trades contribute more to price discovery? Evidence from the Taiwan stock exchange. (2023). Hung, Pi-Hsia ; Lien, Donald. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01150-7.

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2023Not all bull and bear markets are alike: insights from a five-state hidden semi-Markov model. (2023). Zakamulin, Valeriy. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:1:d:10.1057_s41283-022-00112-y.

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2023Modeling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India. (2023). Ledwani, Sanket ; Iyer, Vishwanathan ; Chakraborty, Suman. In: MPRA Paper. RePEc:pra:mprapa:117067.

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2023Sentiment indices and stock returns: Evidence from China. (2023). Liang, Chao ; Chen, Zhonglu ; Wang, Jianqiong ; Xu, Yongan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:1063-1080.

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Works by Kirill Sossounov:

YearTitleTypeCited
2006The Inflationary Consequences of Real Exchange Rate Targeting via Accumulation of Reserves In: Working 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 nother version. Agregated cites: 8		paper
.() In: .
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This paper has nother version. Agregated cites: 8		paper
2006Can Oil Prices Explain the Real Appreciation of the Russian Ruble in 1998-2005? In: Working Papers.
[Full Text][Citation analysis]		paper14
2006Can Oil Prices Explain the Real Appreciation of the Russian Ruble in 1998-2005?.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2007Monetary Policy in an Economy Sick with Dutch Disease In: Working Papers.
[Full Text][Citation analysis]		paper35
2007Monetary Policy in an Economy Sick with Dutch Disease.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		paper
2006The inflationary consequences or real exchange rate targeting via accumulation of reserves In: BOFIT Discussion Papers.
[Full Text][Citation analysis]		paper7
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]		article5
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 nother version. Agregated cites: 5		paper
2012Estimation of the Money Demand Function in Russia In: HSE Working papers.
[Full Text][Citation analysis]		paper4
2013Estimation of the Money Demand Function in Russia.(2013) In: Journal of the New Economic Association.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2003A simple framework for analysing bull and bear markets In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article271
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]		article9
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 nother version. Agregated cites: 9		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]		paper17
2005Оценивание равновесного реального обменного курса российского рубля.(2005) In: Higher School of Economics Economic Journal ????????????? ?????? ?????? ????? ?????????.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		article
2015The Dating of the Russian Business Cycle In: Published Papers.
[Full Text][Citation analysis]		paper3
2005Влияние валютного курса на потребительские цены в России In: Higher School of Economics Economic Journal ????????????? ?????? ?????? ????? ?????????.
[Full Text][Citation analysis]		article5
2015Датировка российского бизнес-цикла In: Higher School of Economics Economic Journal ????????????? ?????? ?????? ????? ?????????.
[Full Text][Citation analysis]		article6
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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