6
H index
3
i10 index
394
Citations
Kirill Sossounov : Citation Profile
Russian Presidential Academy of National Economy and Public Administration (RANEPA) | RESEARCH PRODUCTION: 8 Articles 16 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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15 years (2000 - 2015). 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:
| Cites to:
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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 экономики | 3 |
| Journal of the New Economic Association | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| MPRA Paper / University Library of Munich, Germany | 4 |
| Working Papers / New Economic School (NES) | 3 |
| Working Papers / Center for Economic and Financial Research (CEFIR) | 3 |
| Macroeconomics / University Library of Munich, Germany | 2 |
Recent works citing Kirill Sossounov (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Time-varying parameters error correction model for real ruble exchange rate and oil prices: What has changed due to capital control and sanctions?. (2024). Fokin, Nikita ; Malikova, Ekaterina V ; Polbin, Andrey V. In: Russian Journal of Economics. RePEc:arh:jrujec:v:10:y:2024:i:1:p:20-33. Full description at Econpapers || Download paper |
| 2024 | Dynamic Asset Allocation with Asset-Specific Regime Forecasts. (2024). Shu, Yizhan ; Mulvey, John M ; Yu, Chenyu. In: Papers. RePEc:arx:papers:2406.09578. Full description at Econpapers || Download paper |
| 2024 | Volatility Transmission between Oil Price and Exchange Rate. (2024). ben Nasr, Salah ; Hamida, Arafet. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-39. Full description at Econpapers || Download paper |
| 2024 | The dynamic impact of monetary policy on stock market liquidity. (2024). Lyu, Xiaoyi ; Hu, Hao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:388-405. Full description at Econpapers || Download paper |
| 2024 | Toward high-resolution projection of electricity prices: A machine learning approach to quantifying the effects of high fuel and CO2 prices. (2024). Ikonnikova, Svetlana ; Madadkhani, Shiva. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007399. Full description at Econpapers || Download paper |
| 2024 | Bank-firm common ownership, green credit and enterprise green technology innovation: Evidence from Chinese credit markets. (2024). Xu, Kun ; Liu, Minghao ; Zhai, Lihong. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324007229. Full description at Econpapers || Download paper |
| 2024 | On sectoral market efficiency. (2024). Villena, Marcelo J ; Araneda, Axel A. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013211. Full description at Econpapers || Download paper |
| 2025 | Does continuous good news still mean good news for market volatility?. (2025). Wang, Hongju ; Ding, Shaobin ; Sun, Qin. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324016696. Full description at Econpapers || Download paper |
| 2025 | Intelligent decision making and risk management in stock index futures markets under the influence of global geopolitical volatility. (2025). Chen, Hangyu ; Liang, Zhilei ; Xu, Liang ; Fan, Chunguo ; Gao, Jie. In: Omega. RePEc:eee:jomega:v:133:y:2025:i:c:s0305048324002366. Full description at Econpapers || Download paper |
| 2024 | Social media sentiment contagion and stock price jumps and crashes. (2024). Xiong, Yan ; Yang, Jing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002725. Full description at Econpapers || Download paper |
| 2025 | Resilience or returns: Assessing green equity index performance across market regimes. (2025). Thuy, An Thi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024008232. Full description at Econpapers || Download paper |
| 2025 | The Effect of News Photo Sentiment on Stock Price Crash Risk Based on Deep Learning Models. (2025). Wang, Xiaomin. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:5:d:10.1007_s10614-024-10659-5. Full description at Econpapers || Download paper |
| 2024 | Performance and investment styles of international multi-asset funds during market crises. (2024). Leite, Paulo. In: Empirica. RePEc:kap:empiri:v:51:y:2024:i:3:d:10.1007_s10663-024-09614-2. Full description at Econpapers || Download paper |
| 2024 | Optimal trend-following rules in two-state regime-switching models. (2024). Zakamulin, Valeriy ; Giner, Javier. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:4:d:10.1057_s41260-024-00357-0. Full description at Econpapers || Download paper |
| 2024 | Downside risk reduction using regime-switching signals: a statistical jump model approach. (2024). Mulvey, John M ; Yu, Chenyu ; Shu, Yizhan. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:5:d:10.1057_s41260-024-00376-x. Full description at Econpapers || Download paper |
| 2024 | Ups and (Draw)Downs. (2024). Proietti, Tommaso. In: CEIS Research Paper. RePEc:rtv:ceisrp:576. Full description at Econpapers || Download paper |
| 2025 | Dynamic asset allocation with asset-specific regime forecasts. (2025). Mulvey, John M ; Yu, Chenyu ; Shu, Yizhan. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:1:d:10.1007_s10479-024-06266-0. Full description at Econpapers || Download paper |
| 2024 | Investigating The Role of Accounting Information Comparability in Mitigating Stock Price Crash Risk: Evidence from Chinaâs Knowledge-Based Economy. (2024). Sindakis, Stavros ; Li, Peigong ; Sun, Zhaoyu ; Huo, Xiaoyan ; Yang, Kaiyuan ; Showkat, Saloome. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:3:d:10.1007_s13132-023-01475-7. Full description at Econpapers || Download paper |
| 2025 | Volatility interdependencies of cryptocurrencies, gold, oil, and US stocks: quantile connectedness analysis with intraday data. (2025). YAYA, OLAOLUWA ; Quintino, Derick ; Ogino, Cristiane M ; Shittu, Olanrewaju I. In: SN Business & Economics. RePEc:spr:snbeco:v:5:y:2025:i:1:d:10.1007_s43546-024-00770-y. Full description at Econpapers || Download paper |
| 2024 | Identification and forecasting of bull and bear markets using multivariate returns. (2024). Maheu, John ; Song, Yong ; Liu, Jia. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:723-745. Full description at Econpapers || Download paper |
Works by Kirill Sossounov:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2006 | The Inflationary Consequences of Real Exchange Rate Targeting via Accumulation of Reserves In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2006 | The 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 | |
| 2006 | The inflationary consequences or real exchange rate targeting via accumulation of reserves.(2006) In: BOFIT Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2006 | Can Oil Prices Explain the Real Appreciation of the Russian Ruble in 1998-2005? In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2006 | Can 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: 15 | paper | |
| 2007 | Monetary Policy in an Economy Sick with Dutch Disease In: Working Papers. [Full Text][Citation analysis] | paper | 36 |
| 2007 | Monetary Policy in an Economy Sick with Dutch Disease.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
| 2006 | The inflationary consequences or real exchange rate targeting via accumulation of reserves In: BOFIT Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
| 2015 | Trend 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] | article | 5 |
| 2011 | Trend 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 | |
| 2012 | Estimation of the Money Demand Function in Russia In: HSE Working papers. [Full Text][Citation analysis] | paper | 4 |
| 2013 | Estimation 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 | |
| 2003 | A simple framework for analysing bull and bear markets In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 290 |
| 2000 | Analyzing Indeterminacies in a Real Business Cycle Model with Money: A Comment. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 3 |
| 2009 | Determination 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] | article | 9 |
| 2009 | Determination 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 | |
| 2008 | Monetary policy rules and indterminacy In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2007 | The role of home and foreign prices on tradables and nontradables in RER fluctuations in Russia In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2015 | The Dating of the Russian Business Cycle In: Published Papers. [Full Text][Citation analysis] | paper | 3 |
| 2005 | ÃâûøÃÂýøõ òðûÎÃâýþóþ úÃÆÃâ¬ÃÂð ýð ÿþÃâÃâ¬ÃµÃ±Ã¸ÃâõûÃÅÃÂúøõ Ãâ õýÃ⹠ò àþÃÂÃÂøø In: Higher School of Economics Economic Journal ÐкономиÑеÑкий жÑÑнал ÐÑÑÑей ÑÐºÐ¾Ð»Ñ Ñкономики. [Full Text][Citation analysis] | article | 5 |
| 2005 | ÞÃâ õýøòðýøõ Ãâ¬Ã°Ã²Ã½Ã¾Ã²ÃµÃÂýþóþ Ãâ¬ÃµÃ°Ã»ÃÅýþóþ þñüõýýþóþ úÃÆÃâ¬ÃÂð Ãâ¬Ã¾ÃÂÃÂøùÃÂúþóþ Ãâ¬ÃÆñûàIn: Higher School of Economics Economic Journal ÐкономиÑеÑкий жÑÑнал ÐÑÑÑей ÑÐºÐ¾Ð»Ñ Ñкономики. [Full Text][Citation analysis] | article | 2 |
| 2015 | ÃâðÃâøÃâ¬Ã¾Ã²ÃºÃ° Ãâ¬Ã¾ÃÂÃÂøùÃÂúþóþ ñø÷ýõÃÂ-Ãâ øúûð In: Higher School of Economics Economic Journal ÐкономиÑеÑкий жÑÑнал ÐÑÑÑей ÑÐºÐ¾Ð»Ñ Ñкономики. [Full Text][Citation analysis] | article | 6 |
| 2001 | Monetary neutrality in one specific class of DGE model with staggered prices In: Macroeconomics. [Full Text][Citation analysis] | paper | 0 |
| 2002 | A Real Business Cycle Model with Changing Sentiments In: Macroeconomics. [Full Text][Citation analysis] | paper | 0 |
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