Advanced Search
MyIDEAS: Login to follow this author

Viktor Tsyrennikov

Contents:

This is information that was supplied by Viktor Tsyrennikov in registering through RePEc. If you are Viktor Tsyrennikov , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Viktor
Middle Name:
Last Name: Tsyrennikov
Suffix:

RePEc Short-ID: pts34

Email:
Homepage: http://www.economics.cornell.edu/tsyrennikov
Postal Address:
Phone:

Affiliation

Department of Economics
Cornell University
Location: Ithaca, New York (United States)
Homepage: http://economics.cornell.edu/
Email:
Phone: 607-255-4254
Fax: 607-255-2818
Postal: Uris Hall, 4th Floor, Ithaca NY 14853
Handle: RePEc:edi:decorus (more details at EDIRC)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Ukrainian Economists

Works

as in new window

Working papers

  1. Katrin Rabitsch & Serhiy Stepanchuk & Viktor Tsyrennikov, 2014. "International Portfolios: A Comparison of Solution Methods," Department of Economics Working Papers wuwp159, Vienna University of Economics, Department of Economics.
  2. Viktor Tsyrennikov & Thomas Sargent & Timothy Cogley, 2012. "Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs," 2012 Meeting Papers 1079, Society for Economic Dynamics.
  3. Viktor Tsyrennikov & Sergiy Stepanchuk, 2010. "Stationary Equilibria in International Portfolio Choice Model," 2010 Meeting Papers 1301, Society for Economic Dynamics.
  4. Viktor Tsyrennikov, 2007. "Capital Flows and Moral Hazard," 2007 Meeting Papers 455, Society for Economic Dynamics.
  5. Xiaohong Chen & Yanqin Fan & Victor Tsyrennifov, 2004. "Efficient Estimation of Semiparametric Multivariate Copula Models," Vanderbilt University Department of Economics Working Papers 0420, Vanderbilt University Department of Economics.

Articles

  1. Tsyrennikov, Viktor, 2013. "Capital flows under moral hazard," Journal of Monetary Economics, Elsevier, vol. 60(1), pages 92-108.
  2. Timothy Cogley & Thomas J. Sargent & Viktor Tsyrennikov, 2012. "Market Prices of Risk with Diverse Beliefs, Learning, and Catastrophes," American Economic Review, American Economic Association, vol. 102(3), pages 141-46, May.
  3. Viktor Tsyrennikov, 2012. "Heterogeneous Beliefs, Wealth Distribution, and Asset Markets with Risk of Default," American Economic Review, American Economic Association, vol. 102(3), pages 156-60, May.
  4. Chen, Xiaohong & Fan, Yanqin & Tsyrennikov, Viktor, 2006. "Efficient Estimation of Semiparametric Multivariate Copula Models," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1228-1240, September.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2004-12-12. Author is listed
  2. NEP-FIN: Finance (2) 2004-12-12 2004-12-15. Author is listed
  3. NEP-MAC: Macroeconomics (1) 2014-01-24. Author is listed
  4. NEP-OPM: Open Economy Macroeconomics (1) 2014-01-24. Author is listed

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Viktor Tsyrennikov should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.