9
H index
6
i10 index
274
Citations
Анатолий Пересецкий : Citation Profile
National Research University Higher School of Economics (HSE) (15% share) | RESEARCH PRODUCTION: 43 Articles 20 Papers 1 Chapters EDITOR: Series edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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28 years (1997 - 2025). 
Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Анатолий Пересецкий. | Is cited by:
| Cites to:
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Main data
Where Анатолий Пересецкий has published?
| Journals with more than one article published | # docs |
|---|---|
| Applied Econometrics | 17 |
| Журнал Экономика и математические методы (ЭММ) | 5 |
| Voprosy Ekonomiki | 5 |
| Journal of the New Economic Association | 4 |
| Economic Change and Restructuring | 2 |
| International Journal of Computational Economics and Econometrics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| MPRA Paper / University Library of Munich, Germany | 7 |
| BOFIT Discussion Papers / Bank of Finland Institute for Emerging Economies (BOFIT) | 7 |
| Working Papers / New Economic School (NES) | 2 |
Recent works citing Анатолий Пересецкий (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Beyond traditional defenses: Unraveling the dynamics of reserves and exchange rate volatility in the face of economic sanctions. (2024). Vlasova, Nataliia ; Aljonaid, Nadeem ; Mareeh, Hadi ; Alwadeai, Ahmed. In: Russian Journal of Economics. RePEc:arh:jrujec:v:10:y:2024:i:1:p:1-19. Full description at Econpapers || Download paper |
| 2024 | Hedonic Price Indices for Moscow Short-Term Rental Housing. (2024). Polbin, Andrey ; Fokin, Nikita ; Bobrovskaya, Ekaterina. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:1:p:77-103. Full description at Econpapers || Download paper |
| 2025 | A modified VAR-deGARCH model for asynchronous multivariate financial time series via variational Bayesian inference. (2025). Chen, Ray-Bing ; Lai, Wei-Ting ; Huang, Shih-Feng. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:345-360. 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 |
| 2025 | Co Movement of Stock Market of BRICS with G7 Stock Market. (2025). Kaur, Sukhmani ; Aggarwal, Shalini ; Arora, Vikas. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:2:d:10.1007_s10690-024-09455-w. Full description at Econpapers || Download paper |
| 2025 | Volatility spillovers in the Russian stock market: Responses to exogenous shocks. (2025). Balash, V ; Faizliev, A. In: Journal of the New Economic Association. RePEc:nea:journl:y:2025:i:67:p:65-84. Full description at Econpapers || Download paper |
| 2025 | Dynamic connectedness between trading volumes and retail investor sentiment in the Russian stock market with Bitcoin during external shock periods. (2025). Kurkin, Aleksei ; Teplova, Tamara ; Fayzulin, Maksim. In: Applied Econometrics. RePEc:ris:apltrx:021523. Full description at Econpapers || Download paper |
| 2024 | Monetary surprises and term structure of interest rates: Identification through heteroscedasticity. (2024). Kramkov, Viacheslav ; Maksimov, Andrey. In: Applied Econometrics. RePEc:ris:apltrx:0495. Full description at Econpapers || Download paper |
| 2024 | Investigation of the impact of uncertainty indices on Bitcoin volatility using the ARDL model. (2024). Pogorelova, Polina. In: Applied Econometrics. RePEc:ris:apltrx:0496. Full description at Econpapers || Download paper |
| 2025 | A causal link analysis from oil price to the Russian stock market. (2025). Skorobogatov, Alexander ; Sviridov, Oleg. In: Applied Econometrics. RePEc:ris:apltrx:0513. Full description at Econpapers || Download paper |
Анатолий Пересецкий is editor of
| Journal | |
|---|---|
| Applied Econometrics |
Works by Анатолий Пересецкий:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | A statistical explanation of the Dunning-Kruger effect In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Sandwiched women: Health behavior, health, and life satisfaction In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Sandwiched women: Health behavior, health, and life satisfaction.(2023) In: Russian Journal of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2022 | Sandwiched women: Health behavior, health, and life satisfaction.(2022) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2018 | Volatility forecasting using global stochastic financial trends extracted from non-synchronous data In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 8 |
| 2015 | Volatility forecasting using global stochastic financial trends extracted from non-synchronous data.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2001 | The development of the GKO futures market in Russia In: Emerging Markets Review. [Full Text][Citation analysis] | article | 1 |
| 2014 | Collective management of residential housing in Russia: The importance of being social In: Journal of Comparative Economics. [Full Text][Citation analysis] | article | 5 |
| 1999 | The Development of the State Bond Market In: EERC Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2023 | Comparison of Cryptocurrency and Stock Market Volatility Forecast Models In: HSE Economic Journal. [Full Text][Citation analysis] | article | 3 |
| 2014 | What drives the Russian stock market: world market and political shocks In: International Journal of Computational Economics and Econometrics. [Full Text][Citation analysis] | article | 7 |
| 2017 | Autocorrelation in an unobservable global trend: does it help to forecast market returns? In: International Journal of Computational Economics and Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2015 | Autocorrelation in an unobservable global trend: Does it help to forecast market returns?.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2000 | Interaction of the Russian Financial Markets. In: Economic Change and Restructuring. [Full Text][Citation analysis] | article | 3 |
| 2011 | Probability of default models of Russian banks In: Economic Change and Restructuring. [Full Text][Citation analysis] | article | 42 |
| 2004 | Probability of default models of Russian banks.(2004) In: BOFIT Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
| 2016 | What Influences Stock Market Behavior in Russia and Other Emerging Countries? In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 12 |
| 2009 | Ratings as Measure of Financial Risk: Evolution, Function and Usage In: Journal of the New Economic Association. [Full Text][Citation analysis] | article | 5 |
| 2011 | International Importance Issues of a Russian Economic Journal In: Journal of the New Economic Association. [Full Text][Citation analysis] | article | 3 |
| 2017 | Russian Bank Credit Ratings and Bank License Withdrawal 2012-2016 In: Journal of the New Economic Association. [Full Text][Citation analysis] | article | 7 |
| 2024 | Google Trends and Bitcoin volatility forecast In: Journal of the New Economic Association. [Full Text][Citation analysis] | article | 0 |
| 2010 | Managing Common Property in Russian Cities: An Economic Analysis of Homeowners Associations In: Voprosy Ekonomiki. [Citation analysis] | article | 2 |
| 2016 | To export or not to export? The link between the exporter status of a firm and its technical efficiency in Russiaââ¬â¢s manufacturing sector In: Voprosy Ekonomiki. [Citation analysis] | article | 4 |
| 2010 | Managing Common Property in Russian Cities: An Economic Analysis of Homeowners Associations In: Voprosy Ekonomiki. [Full Text][Citation analysis] | article | 0 |
| 2016 | To export or not to export? The link between the exporter status of a firmand its technical efficiency in Russiaâs manufacturing sector In: Voprosy Ekonomiki. [Full Text][Citation analysis] | article | 0 |
| 2021 | Endogenous Household Classification: Russian Regions In: Voprosy Ekonomiki. [Full Text][Citation analysis] | article | 0 |
| 2008 | Russia In: Palgrave Macmillan Books. [Citation analysis] | chapter | 2 |
| 2020 | Technical efficiency and inefficiency: Reassurance of standard SFA models and a misspecification problem In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Models for Moodyâs bank ratings In: MPRA Paper. [Full Text][Citation analysis] | paper | 7 |
| 2008 | Models for Moodys bank ratings.(2008) In: BOFIT Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2011 | What factors drive the Russian banks license withdrawal In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2011 | What determines the behavior of the Russian stock market In: MPRA Paper. [Full Text][Citation analysis] | paper | 8 |
| 2010 | The price of Moscow apartments In: Applied Econometrics. [Full Text][Citation analysis] | article | 6 |
| 2008 | Market Discipline and Deposit Insurance In: Applied Econometrics. [Full Text][Citation analysis] | article | 19 |
| 2007 | Models of Banks Ratings In: Applied Econometrics. [Full Text][Citation analysis] | article | 10 |
| 2010 | Stochastic frontier in non-profit associationsâ performance assessment (the case of homeownersâ associations) In: Applied Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2009 | Models for the External Support Component of Moodys Bank Ratings In: Applied Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2011 | An approach to ratings mapping In: Applied Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2011 | Russian USE and olympiads as instruments for university admission selection In: Applied Econometrics. [Full Text][Citation analysis] | article | 9 |
| 2013 | Modeling reasons for Russian bank license withdrawal: Unaccounted factors In: Applied Econometrics. [Full Text][Citation analysis] | article | 9 |
| 2013 | Russian Unified National Exams (UNE) and academic performance of ICEF HSE students In: Applied Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2013 | Technical efficiency of Russian plastic and rubber production firms In: Applied Econometrics. [Full Text][Citation analysis] | article | 6 |
| 2014 | Autocorrelation in the global stochastic trend In: Applied Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2016 | Do secrets come out? Statistical evaluation of student cheating In: Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2018 | Volatility of ruble exchange rate: Oil and sanctions In: Applied Econometrics. [Full Text][Citation analysis] | article | 9 |
| 2019 | Modeling the dynamics of income distribution in Russia In: Applied Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2020 | Extracting the global stochastic trend from non-synchronous data on the volatility of financial indices In: Applied Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2022 | Stock market and cryptocurrency market volatility In: Applied Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2025 | Can Ethereum predict Bitcoinâs volatility? In: Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2004 | ÃÅþôõûøÃâ¬Ã¾Ã²Ã°Ã½Ã¸Ãµ Ãâ¬ÃµÃ¹Ãâøýóþò Ãâ¬Ã¾ÃÂÃÂøùÃÂúøÃ⦠ñðýúþò In: ÐÑÑнал Ðкономика и маÑемаÑиÑеÑкие меÑÐ¾Ð´Ñ (ÐÐÐ). [Citation analysis] | article | 4 |
| 2007 | ßÃâ¬Ã¾Ãâ õýÃâýÃâ¹Ãµ ÃÂÃâðòúø Ãâ¬Ã¾ÃÂÃÂøùÃÂúøÃ⦠ñðýúþò. àÃâ¹Ã½Ã¾Ãâ¡Ã½Ã°Ã Ã´Ã¸ÃÂÃâ øÿûøýð ø ÃÂÃâÃâ¬Ã°Ãâ¦Ã¾Ã²Ã°Ã½Ã¸Ãµ ôõÿþ÷øÃâþò In: ÐÑÑнал Ðкономика и маÑемаÑиÑеÑкие меÑÐ¾Ð´Ñ (ÐÐÐ). [Citation analysis] | article | 1 |
| 2007 | ÃÅõÃâþôÃ⹠þÃâ õýúø òõÃâ¬Ã¾ÃÂÃâýþÃÂÃâø ôõÃâþûÃâð ñðýúþò In: ÐÑÑнал Ðкономика и маÑемаÑиÑеÑкие меÑÐ¾Ð´Ñ (ÐÐÐ). [Citation analysis] | article | 9 |
| 2008 | ÃÂÃâÃâõúÃâøòýþÃÂÃâÃÅ Ãâ¬Ã¾ÃÂÃÂøùÃÂúøÃ⦠ñðýúþò àÃâþÃâ¡ÃºÃ¸ ÷Ãâ¬ÃµÃ½Ã¸Ã Ã¼Ã¸Ã½Ã¸Ã¼Ã¸Ã·Ã°Ãâ øø ø÷ôõÃâ¬Ã¶ÃµÃº àÃÆÃâ¡ÃµÃâþü ÃâðúÃâþÃâ¬Ã¾Ã² Ãâ¬Ã¸ÃÂúð In: ÐÑÑнал Ðкономика и маÑемаÑиÑеÑкие меÑÐ¾Ð´Ñ (ÐÐÐ). [Citation analysis] | article | 13 |
| 2010 | ÃÂõÿðÃâ¬Ã°Ã¼ÃµÃâÃâ¬Ã¸Ãâ¡ÃµÃÂúøõ þÃâ õýúø ÃÂÃâÃâõúÃâøòýþÃÂÃâø Ãâ¬Ã¾ÃÂÃÂøùÃÂúøÃ⦠ñðýúþò In: ÐÑÑнал Ðкономика и маÑемаÑиÑеÑкие меÑÐ¾Ð´Ñ (ÐÐÐ). [Citation analysis] | article | 2 |
| 2013 | Cost efficiency of Kazakhstan and Russian banks: results from competing panel data models-super-1 In: Macroeconomics and Finance in Emerging Market Economies. [Full Text][Citation analysis] | article | 14 |
| 2017 | Grade Expectations: Rationality and Overconfidence In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2003 | An Analysis of Ratings of Russian Banks In: Discussion Paper. [Full Text][Citation analysis] | paper | 9 |
| 2003 | An Analysis of Ratings of Russian Banks.(2003) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 1997 | Risk premia in the ruble/dollar futures market In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
| 2007 | Russian banks private deposit interest rates and market discipline In: BOFIT Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2008 | Market discipline and deposit insurance in Russia In: BOFIT Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2010 | Bank cost efficiency in Kazakhstan and Russia In: BOFIT Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | What determines stock market behavior in Russia and other emerging countries? In: BOFIT Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Extracting global stochastic trend from non-synchronous data In: BOFIT Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated October, 21 2025. Contact: CitEc Team