7
H index
5
i10 index
154
Citations
National Research University Higher School of Economics (HSE) | 7 H index 5 i10 index 154 Citations RESEARCH PRODUCTION: 18 Articles 10 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Alexandr M. Karminsky. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of the New Economic Association | 6 |
| Eurasian Economic Review | 4 |
| Applied Econometrics | 3 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| HSE Working papers / National Research University Higher School of Economics | 3 |
| Year | Title of citing document |
|---|---|
| 2024 | Public attention, sentiment and the default of Silicon Valley Bank. (2024). Bales, Stephan ; Burghof, Hans-Peter. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001493. Full description at Econpapers || Download paper |
| 2024 | Economic policy uncertainty, macroeconomic shocks, and systemic risk: Evidence from China. (2024). Lai, Yongzeng ; Yang, Xite ; Tao, Qiufan ; Zhang, Qin ; Huang, Linya ; Liu, Haiyue. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001559. Full description at Econpapers || Download paper |
| 2025 | Economic policy uncertainty, investor sentiment and systemic financial risk: Evidence from China. (2025). Zhao, Xiaofang ; Fang, Guobin ; Zhou, Xuehua ; Ma, Huimin ; Deng, Yaoxun ; Xie, Luoyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s106294082400281x. Full description at Econpapers || Download paper |
| 2025 | Imported risk in global financial markets: Evidence from cross-market connectedness. (2025). Ouyang, Zisheng ; Chen, Zhen ; Zhou, Xuewei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000142. Full description at Econpapers || Download paper |
| 2024 | Systemic risk prediction using machine learning: Does network connectedness help prediction?. (2024). Wang, Gang-Jin ; Zhu, You ; Chen, Yan ; Xie, Chi. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000796. Full description at Econpapers || Download paper |
| 2025 | Enhancing banking systemic risk indicators by incorporating volatility clustering, variance risk premiums, and considering distance-to-capital. (2025). Çevik, Emrah ; Goodell, John W ; Gunay, Samet ; Cevik, Emrah Ismail ; Kenc, Turalay. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024007718. Full description at Econpapers || Download paper |
| 2025 | Hierarchical clustering-based early warning model for predicting bank failures: Insights from Ghanas financial sector reforms (2017–2019). (2025). Odei-Mensah, Jones ; Owoo, Natalia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925002004. Full description at Econpapers || Download paper |
| 2024 | Bank failure prediction models: Review and outlook. (2024). Citterio, Alberto. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:92:y:2024:i:c:s003801212400017x. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2018 | Increase of banks’ credit risks forecasting power by the usage of the set of alternative models In: Russian Journal of Economics. [Full Text][Citation analysis] | article | 0 |
| 2016 | Rating models: emerging market distinctions In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Probability of default models of Russian banks In: BOFIT Discussion Papers. [Full Text][Citation analysis] | paper | 22 |
| 2007 | Russian banks private deposit interest rates and market discipline In: BOFIT Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
| 2008 | Models for Moodys bank ratings In: BOFIT Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2018 | Bank ownership and profit efficiency of Russian banks In: BOFIT Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2012 | Arms Length Method for Comparing Rating Scales In: HSE Working papers. [Full Text][Citation analysis] | paper | 3 |
| 2013 | Arm’s Length Method for Comparing Rating Scales.(2013) In: Eurasian Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2012 | Comparison of default probability models: Russian experience In: HSE Working papers. [Full Text][Citation analysis] | paper | 3 |
| 2016 | Discontinuity in Relative Credit Losses: Evidence from Defaults on Government-Insured Residential Mortgages In: HSE Working papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | The back side of banking in Russia: forecasting bank failures with negative capital In: International Journal of Computational Economics and Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2011 | Probability of default models of Russian banks In: Economic Change and Restructuring. [Full Text][Citation analysis] | article | 42 |
| 2015 | Stress Testing of Retail and Corporate Segments of Russian Credit Market In: International Journal of Management Science and Business Administration. [Full Text][Citation analysis] | article | 0 |
| 2009 | Ratings as Measure of Financial Risk: Evolution, Function and Usage In: Journal of the New Economic Association. [Full Text][Citation analysis] | article | 3 |
| 2011 | Comparison of Bank Credit Ratings for Various Agencies In: Journal of the New Economic Association. [Full Text][Citation analysis] | article | 0 |
| 2013 | Modeling the Default Probabilities of Russian Banks: Extended Abillities In: Journal of the New Economic Association. [Full Text][Citation analysis] | article | 4 |
| 2013 | Developing a Toolkit for the Mega-Regulator In: Journal of the New Economic Association. [Full Text][Citation analysis] | article | 0 |
| 2015 | The Assessment of Default Probability for the Project Finance Transactions In: Journal of the New Economic Association. [Full Text][Citation analysis] | article | 0 |
| 2018 | Negative Net Worth of Manufacturing Companies: Corporate Governance and Industry Expectations In: Journal of the New Economic Association. [Full Text][Citation analysis] | article | 0 |
| 2018 | Does Economic Policy Uncertainty Lead Systemic Risk? A Comparative Analysis of Selected European Countries In: Comparative Economic Studies. [Full Text][Citation analysis] | article | 11 |
| 2011 | Models for Moody’s bank ratings In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
| 2007 | Models of Banks Ratings In: Applied Econometrics. [Full Text][Citation analysis] | article | 9 |
| 2011 | An approach to ratings mapping In: Applied Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2018 | The macroeconomic and institutional determinants of the profit efficiency frontier for Russian banks In: Applied Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2014 | The probability of default in Russian banking In: Eurasian Economic Review. [Full Text][Citation analysis] | article | 14 |
| 2015 | Erratum to: The probability of default in Russian banking.(2015) In: Eurasian Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
| 2016 | Modelling banks’ credit ratings of international agencies In: Eurasian Economic Review. [Full Text][Citation analysis] | article | 1 |
| 2003 | An Analysis of Ratings of Russian Banks In: Discussion Paper. [Full Text][Citation analysis] | paper | 12 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team