8
H index
6
i10 index
245
Citations
National Research University Higher School of Economics (HSE) (15% share) | 8 H index 6 i10 index 245 Citations RESEARCH PRODUCTION: 36 Articles 24 Papers 1 Chapters EDITOR: Series edited RESEARCH ACTIVITY:
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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: |
Journals with more than one article published | # docs |
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Applied Econometrics | 16 |
Журнал Экономика и математические методы (ЭММ) | 5 |
Journal of the New Economic Association | 3 |
Economic Change and Restructuring | 2 |
Voprosy Ekonomiki | 2 |
International Journal of Computational Economics and Econometrics | 2 |
Working Papers Series with more than one paper published | # docs |
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MPRA Paper / University Library of Munich, Germany | 11 |
BOFIT Discussion Papers / Bank of Finland Institute for Emerging Economies (BOFIT) | 7 |
Working Papers / New Economic School (NES) | 2 |
Year | Title of citing document |
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2021 | Probability 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 |
2022 | Bank survival around the world: A meta?analytic review. (2022). KoÄenda, Evžen ; Iwasaki, Ichiro ; Koenda, Even. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:108-156. Full description at Econpapers || Download paper |
2022 | The impacts of COVID-19 crisis on spillovers between the oil and stock markets: Evidence from the largest oil importers and exporters. (2022). Ali, Syed Riaz Mahmood ; Kang, Sanghoon ; Rahman, Mishkatur ; Anik, Kaysul Islam ; Mensi, Walid ; Mahmood, Syed Riaz. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:345-372. Full description at Econpapers || Download paper |
2021 | Asymmetry and hysteresis in the Russian gasoline market: The rationale for green energy exports. (2021). Fantazzini, Dean ; Kolesnikova, Anna. In: Energy Policy. RePEc:eee:enepol:v:157:y:2021:i:c:s0301421521003360. Full description at Econpapers || Download paper |
2023 | Deposit insurance and market discipline. (2023). Quintero, Juan C. In: Journal of Financial Stability. RePEc:eee:finsta:v:64:y:2023:i:c:s1572308923000013. Full description at Econpapers || Download paper |
2021 | The effect of time-induced stress on financial decision making in real markets: The case of traffic congestion. (2021). Kliger, Doron ; Gelman, Sergey. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:185:y:2021:i:c:p:814-841. Full description at Econpapers || Download paper |
2022 | The impact of model specification and environmental variables on measuring the overall technical efficiency of water and sewerage services: Evidence from Chile. (2022). Molinos-Senante, Maria ; Maziotis, Alexandros. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:61:y:2022:i:c:p:191-198. Full description at Econpapers || Download paper |
2021 | The 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. Full description at Econpapers || Download paper |
2023 | COVID-19 AND RETAIL DEPOSITOR STRATEGIES IN RUSSIAN REGIONS: WHETHER TO WITHDRAW AND WHY?. (2023). Sokolov, Vladimir ; Semenova, Maria ; Popova, Polina. In: HSE Working papers. RePEc:hig:wpaper:92/fe/2023. Full description at Econpapers || Download paper |
2021 | Bank Survival Around the World A Meta?Analytic Review. (2021). KoÄenda, Evžen ; Iwasaki, Ichiro ; Koenda, Even. In: CEI Working Paper Series. RePEc:hit:hitcei:2021-02. Full description at Econpapers || Download paper |
2023 | Gender Equity in Labor Market Opportunities and Aggregate Technical Efficiency: A Case of Equity Promoting Efficiency. (2023). Kutlu, Levent ; Khraiche, Maroula ; Hazarika, Gautam. In: IZA Discussion Papers. RePEc:iza:izadps:dp16096. Full description at Econpapers || Download paper |
2021 | Technical efficiency trends of Russian firms in 2013â2018. (2021). Tsvetkova, Anna. In: Applied Econometrics. RePEc:ris:apltrx:0428. Full description at Econpapers || Download paper |
2022 | Determinants of short-term rental prices in the sharing economy: The case of Airbnb in Moscow. (2022). Polbin, Andrey ; Bobrovskaya, Ekaterina. In: Applied Econometrics. RePEc:ris:apltrx:0436. Full description at Econpapers || Download paper |
2022 | How costly is exporting? An empirical assessment of trade model with heterogeneous firms. (2022). Volchkova, Natalya ; Golovan, Sergei. In: Applied Econometrics. RePEc:ris:apltrx:0460. Full description at Econpapers || Download paper |
2022 | Account-level analytic hierarchical mixing modeling for credit risk of Chinese Government financing vehicle portfolios. (2022). Zhang, Biqian ; Liu, Chang ; Guo, Min ; Wang, Xuefei. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:6:d:10.1007_s00181-021-02113-4. Full description at Econpapers || Download paper |
2022 | Depositor Market Discipline: New Evidence from Selling Failed Banks. (2022). Zhou, Tim ; Upreti, Vineet ; Molyneux, Philip. In: Working Papers. RePEc:swn:wpaper:2022-03. Full description at Econpapers || Download paper |
Journal | |
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Applied Econometrics |
Year | Title | Type | Cited |
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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 |
2022 | Sandwiched women: Health behavior, health, and life satisfaction.(2022) In: MPRA Paper. [Full Text][Citation analysis] This paper has another 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 | 7 |
2015 | Volatility forecasting using global stochastic financial trends extracted from non-synchronous data.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | 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 | 4 |
1999 | The Development of the State Bond Market In: EERC Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
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 another 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 | 40 |
.() In: . [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | paper | ||
2016 | What Influences Stock Market Behavior in Russia and Other Emerging Countries? In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 11 |
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 | 6 |
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 |
2008 | Russia In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
2020 | Technical efficiency and inefficiency: Reassurance of standard SFA models and a misspecification problem In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2020 | ?????????? ????????????? ???????????? ? ???????? ?????? In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2004 | ????????????? ????????? ?????????? ?????? In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
2004 | ÃÅþôõûøÃâ¬Ã¾Ã²Ã°Ã½Ã¸Ãµ Ãâ¬ÃµÃ¹Ãâøýóþò Ãâ¬Ã¾ÃÂÃÂøùÃÂúøÃ⦠ñðýúþò.(2004) In: ?????? ????????? ? ?????????????? ?????? (???). [Citation analysis] This paper has another version. Agregated cites: 4 | article | |
2011 | Models for Moodyâs bank ratings In: MPRA Paper. [Full Text][Citation analysis] | paper | 7 |
.() In: . [Full Text][Citation analysis] This paper has another 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 | ????????????????? ?????? ????????????? ?????????? ?????? In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2010 | ÃÂõÿðÃâ¬Ã°Ã¼ÃµÃâÃâ¬Ã¸Ãâ¡ÃµÃÂúøõ þÃâ õýúø ÃÂÃâÃâõúÃâøòýþÃÂÃâø Ãâ¬Ã¾ÃÂÃÂøùÃÂúøÃ⦠ñðýúþò.(2010) In: ?????? ????????? ? ?????????????? ?????? (???). [Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2008 | ????????????? ?????????? ?????? ? ????? ?????? ??????????? ????????, ? ?????? ???????? ????? In: MPRA Paper. [Full Text][Citation analysis] | paper | 12 |
2008 | ÃÂÃâÃâõúÃâøòýþÃÂÃâÃÅ Ãâ¬Ã¾ÃÂÃÂøùÃÂúøÃ⦠ñðýúþò àÃâþÃâ¡ÃºÃ¸ ÷Ãâ¬ÃµÃ½Ã¸Ã Ã¼Ã¸Ã½Ã¸Ã¼Ã¸Ã·Ã°Ãâ øø ø÷ôõÃâ¬Ã¶ÃµÃº ÃÂ ÃÆÃâ¡ÃµÃâþü ÃâðúÃâþÃâ¬Ã¾Ã² Ãâ¬Ã¸ÃÂúð.(2008) In: ?????? ????????? ? ?????????????? ?????? (???). [Citation analysis] This paper has another version. Agregated cites: 12 | article | |
2010 | The price of Moscow apartments In: Applied Econometrics. [Full Text][Citation analysis] | article | 4 |
2008 | Market Discipline and Deposit Insurance In: Applied Econometrics. [Full Text][Citation analysis] | article | 15 |
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 | 8 |
2013 | Modeling reasons for Russian bank license withdrawal: Unaccounted factors In: Applied Econometrics. [Full Text][Citation analysis] | article | 8 |
2013 | Russian Unified National Exams (UNE) and academic performance of ICEF HSE students In: Applied Econometrics. [Full Text][Citation analysis] | article | 3 |
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 | 6 |
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 | 0 |
2022 | Stock market and cryptocurrency market volatility In: Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
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: ?????? ????????? ? ?????????????? ?????? (???). [Citation analysis] | article | 1 |
2007 | ÃÅõÃâþôÃ⹠þÃâ õýúø òõÃâ¬Ã¾ÃÂÃâýþÃÂÃâø ôõÃâþûÃâð ñðýúþò In: ?????? ????????? ? ?????????????? ?????? (???). [Citation analysis] | article | 9 |
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 | 1 |
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 another 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 |
In: . [Full Text][Citation analysis] | paper | 2 | |
In: . [Full Text][Citation analysis] | paper | 4 | |
In: . [Full Text][Citation analysis] | paper | 0 | |
In: . [Full Text][Citation analysis] | paper | 0 | |
In: . [Full Text][Citation analysis] | paper | 0 |
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