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Анатолий Пересецкий
(Anatoly Peresetsky)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Kumbhakar, Subal C. & Peresetsky, Anatoly & Shchetynin, Yevgenii & Zaytsev, Alexey, 2020. "Technical efficiency and inefficiency: Reassurance of standard SFA models and a misspecification problem," MPRA Paper 102797, University Library of Munich, Germany.

    Cited by:

    1. Hazarika, Gautam & Khraiche, Maroula & Kutlu, Levent, 2023. "Gender Equity in Labor Market Opportunities and Aggregate Technical Efficiency: A Case of Equity Promoting Efficiency," IZA Discussion Papers 16096, Institute of Labor Economics (IZA).

  2. Jan R. Magnus & Anatoly A. Peresetsky, 2017. "Grade Expectations: Rationality and Overconfidence," Tinbergen Institute Discussion Papers 17-054/III, Tinbergen Institute.

    Cited by:

    1. Gerardo Sabater-Grande & Nikolaos Georgantzís & Noemí Herranz-Zarzoso, 2021. "Goals and guesses as reference points: A field experiment on student performance," Working Papers 2021/14, Economics Department, Universitat Jaume I, Castellón (Spain).
    2. Jan R. Magnus & Anatoly A. Peresetsky, 2021. "A statistical explanation of the Dunning-Kruger effect," Working Papers w0286, New Economic School (NES).
    3. Noemí Herranz-Zarzoso & Gerardo Sabater-Grande, 2020. "Monetary incentives and overconfidence in academic performance: An experimental study," Working Papers 2020/14, Economics Department, Universitat Jaume I, Castellón (Spain).

  3. Peresetsky, Anatoly & Yakubov, Ruslan, 2015. "Autocorrelation in an unobservable global trend: Does it help to forecast market returns?," MPRA Paper 64579, University Library of Munich, Germany.

    Cited by:

    1. Panagiotidis, Theodore & Stengos, Thanasis & Vravosinos, Orestis, 2018. "On the determinants of bitcoin returns: A LASSO approach," Finance Research Letters, Elsevier, vol. 27(C), pages 235-240.
    2. Григорьев Р.А., 2019. "Одновременные Эффекты Несинхронных Временных Рядов: Проблемы Var-Модели," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 55(2), pages 118-129, апрель.
    3. Panagiotidis, Theodore & Stengos, Thanasis & Vravosinos, Orestis, 2019. "The effects of markets, uncertainty and search intensity on bitcoin returns," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 220-242.
    4. Grigoryeva, Lyudmila & Ortega, Juan-Pablo & Peresetsky, Anatoly, 2015. "Volatility forecasting using global stochastic financial trends extracted from non-synchronous data," MPRA Paper 64503, University Library of Munich, Germany.

  4. Grigoryeva, Lyudmila & Ortega, Juan-Pablo & Peresetsky, Anatoly, 2015. "Volatility forecasting using global stochastic financial trends extracted from non-synchronous data," MPRA Paper 64503, University Library of Munich, Germany.

    Cited by:

    1. Panagiotidis, Theodore & Stengos, Thanasis & Vravosinos, Orestis, 2018. "On the determinants of bitcoin returns: A LASSO approach," Finance Research Letters, Elsevier, vol. 27(C), pages 235-240.
    2. Bayer, Sebastian, 2018. "Combining Value-at-Risk forecasts using penalized quantile regressions," Econometrics and Statistics, Elsevier, vol. 8(C), pages 56-77.
    3. Григорьев Р.А., 2019. "Одновременные Эффекты Несинхронных Временных Рядов: Проблемы Var-Модели," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 55(2), pages 118-129, апрель.
    4. Conlon, Thomas & Cotter, John & Gençay, Ramazan, 2018. "Long-run wavelet-based correlation for financial time series," European Journal of Operational Research, Elsevier, vol. 271(2), pages 676-696.
    5. Panagiotidis, Theodore & Stengos, Thanasis & Vravosinos, Orestis, 2019. "The effects of markets, uncertainty and search intensity on bitcoin returns," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 220-242.

  5. Korhonen, Iikka & Peresetsky, Anatoly, 2013. "What determines stock market behavior in Russia and other emerging countries?," BOFIT Discussion Papers 4/2013, Bank of Finland Institute for Emerging Economies (BOFIT).

    Cited by:

    1. Korhonen, Iikka & Peresetsky, Anatoly, 2013. "Extracting global stochastic trend from non-synchronous data," BOFIT Discussion Papers 15/2013, Bank of Finland Institute for Emerging Economies (BOFIT).

  6. Peresetsky, A. A., 2011. "What determines the behavior of the Russian stock market," MPRA Paper 41508, University Library of Munich, Germany.

    Cited by:

    1. Becker, Torbjörn, 2019. "Russia’s macroeconomy—a closer look at growth, investment, and uncertainty," SITE Working Paper Series 49, Stockholm School of Economics, Stockholm Institute of Transition Economics.
    2. Manuel Hoffmann & Matthias Neuenkirch, 2015. "The Pro-Russian Conflict and its Impact on Stock Returns in Russia and the Ukraine," Research Papers in Economics 2015-01, University of Trier, Department of Economics.
    3. Lozinskaia, Agata & Saltykova, Anastasiia, 2019. "Fundamental Factors Affecting the MOEX Russia Index: Retrospective Analysis," MPRA Paper 97308, University Library of Munich, Germany, revised 23 Sep 2019.
    4. Agata Lozinskaia & Anastasiia Saltykova, 2019. "Fundamental Factors Affecting The Moex Russia Index: Structural Break Detection In A Long-Term Time Series," HSE Working papers WP BRP 77/FE/2019, National Research University Higher School of Economics.
    5. Korhonen, Iikka & Peresetsky, Anatoly, 2013. "What determines stock market behavior in Russia and other emerging countries?," BOFIT Discussion Papers 4/2013, Bank of Finland Institute for Emerging Economies (BOFIT).
    6. Balashova, Svetlana & Serletis, Apostolos, 2020. "Oil prices shocks and the Russian economy," The Journal of Economic Asymmetries, Elsevier, vol. 21(C).

  7. Peresetsky, A. A. & Karminsky, A. M., 2011. "Models for Moody’s bank ratings," MPRA Paper 34864, University Library of Munich, Germany.

    Cited by:

    1. Alexander Karminsky & Richard Hainsworth & Vasily Solodkov, 2013. "Arm’s Length Method for Comparing Rating Scales," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 3(2), pages 114-135, December.
    2. Zhivaikina, A. & Peresetsky, A., 2017. "Russian Bank Credit Ratings and Bank License Withdrawal 2012-2016," Journal of the New Economic Association, New Economic Association, vol. 36(4), pages 49-80.
    3. Alexander M. Karminsky & Ella Khromova, 2016. "Modelling banks’ credit ratings of international agencies," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 6(3), pages 341-363, December.
    4. Fidrmuc, Jarko & Süß, Philipp Johann, 2009. "The Outbreak of the Russian Banking Crisis," Discussion Papers in Economics 10996, University of Munich, Department of Economics.
    5. Peresetsky, A. A., 2011. "What factors drive the Russian banks license withdrawal," MPRA Paper 41507, University Library of Munich, Germany.
    6. Petr Gurný & Martin Gurný, 2013. "Comparison of Credit Scoring Models on Probability of Default Estimation for Us Banks," Prague Economic Papers, Prague University of Economics and Business, vol. 2013(2), pages 163-181.
    7. Belousova, Veronika & Karminsky, Alexander & Kozyr, Ilya, 2018. "The macroeconomic and institutional determinants of the profit efficiency frontier for Russian banks," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 49, pages 91-114.
    8. Alexander Karminsky, 2016. "Rating models: emerging market distinctions," Papers 1607.02422, arXiv.org.
    9. Karminsky, A. & Sosyurko, V., 2011. "Comparison of Bank Credit Ratings for Various Agencies," Journal of the New Economic Association, New Economic Association, issue 12, pages 102-123.

  8. Peresetsky, A. A., 2011. "What factors drive the Russian banks license withdrawal," MPRA Paper 41507, University Library of Munich, Germany.

    Cited by:

    1. Alexander Karminsky & Alexander Kostrov & Taras Murzenkov, 2012. "Comparison of default probability models: Russian experience," HSE Working papers WP BRP 06/FE/2012, National Research University Higher School of Economics.

  9. Golovan, Sergei & Nazin, Vladimir & Peresetsky, Anatoly, 2010. "Непараметрические Оценки Эффективности Российских Банков [Nonparametric estimates of Russian banks efficiency]," MPRA Paper 56037, University Library of Munich, Germany, revised 2010.

    Cited by:

    1. Борзых Ольга Алексеевна, 2016. "«Антиэффект» Ликвидности В Российской Банковской Системе," Higher School of Economics Economic Journal Экономический журнал Высшей школы экономики, CyberLeninka;Федеральное государственное автономное образовательное учреждение высшего образования «Национальный исследовательский университет «Высшая школа экономики», vol. 20(3), pages 377-414.

  10. Peresetsky, Anatoly, 2008. "Market discipline and deposit insurance in Russia," BOFIT Discussion Papers 14/2008, Bank of Finland Institute for Emerging Economies (BOFIT).

    Cited by:

    1. Molyneux, Philip & Upreti, Vineet & Zhou, Tim, 2023. "Depositor market discipline: New evidence from selling failed banks," International Review of Financial Analysis, Elsevier, vol. 89(C).
    2. Quintero-V, Juan C., 2023. "Deposit insurance and market discipline," Journal of Financial Stability, Elsevier, vol. 64(C).
    3. Polina Popova & Maria Semenova & Vladimir Sokolov, 2023. "Covid-19 And Retail Depositor Strategies In Russian Regions: Whether To Withdraw And Why?," HSE Working papers WP BRP 92/FE/2023, National Research University Higher School of Economics.
    4. Philip Molyneux & Vineet Upreti & Tim Zhou, 2022. "Depositor Market Discipline: New Evidence from Selling Failed Banks," Working Papers 2022-03, Swansea University, School of Management.
    5. Berger, Allen N. & Hasan, Iftekhar & Korhonen, Iikka & Zhou, Mingming, 2010. "Does diversification increase or decrease bank risk and performance? Evidence on diversification and the risk-return tradeoff in banking," BOFIT Discussion Papers 9/2010, Bank of Finland Institute for Emerging Economies (BOFIT).

  11. Golovan, Sergei & Karminsky, Alexandr & Peresetsky, Anatoly, 2008. "Эффективность Российских Банков С Точки Зрения Минимизации Издержек, С Учетом Факторов Риска [Cost efficiency of Russian banks. Models with risk factors]," MPRA Paper 56357, University Library of Munich, Germany.

    Cited by:

    1. Mamonov, Mikhail & Vernikov, Andrei, 2017. "Bank ownership and cost efficiency: New empirical evidence from Russia," Economic Systems, Elsevier, vol. 41(2), pages 305-319.
    2. Subal Kumbhakar & Anatoly Peresetsky, 2013. "Cost efficiency of Kazakhstan and Russian banks: results from competing panel data models-super-1," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 6(1), pages 88-113, March.
    3. Mikhail Mamonov, 2013. "Bad management, skimping, or both? The relationship between cost efficiency and loan quality in Russian banks," HSE Working papers WP BRP 19/FE/2013, National Research University Higher School of Economics.
    4. Mamonov, Mikhail & Vernikov, Andrei, 2015. "Bank ownership and cost efficiency in Russia, revisited," BOFIT Discussion Papers 22/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
    5. Белоусова В. Ю., 2009. "Эффективность Издержек Однородных Российских Коммерческих Банков: Обзор Проблемы И Новые Результаты," Higher School of Economics Economic Journal Экономический журнал Высшей школы экономики, CyberLeninka;Федеральное государственное автономное образовательное учреждение высшего образования «Национальный исследовательский университет «Высшая школа экономики», vol. 13(4), pages 489-519.
    6. Le, Phuong Thanh & Harvie, Charles & Arjomandi, Amir & Borthwick, James, 2019. "Financial liberalisation, bank ownership type and performance in a transition economy: The case of Vietnam," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).
    7. Ибрагимова Найля Мурадовна, 2015. "Эмпирическая Оценка Эффективности Ндфл И Ндс В Узбекистане," Higher School of Economics Economic Journal Экономический журнал Высшей школы экономики, CyberLeninka;Федеральное государственное автономное образовательное учреждение высшего образования «Национальный исследовательский университет «Высшая школа экономики», vol. 19(1), pages 81-103.
    8. ELIZABETH Selyavina & Е. Селявина А., 2015. "Модель Оценки Эффективности Деятельности Банков Развития На Макроуровне // The Model To Evaluate Development Banks Performance At The Macro Level," Экономика. Налоги. Право // Economics, taxes & law, ФГОБУ "Финансовый университет при Правительстве Российской Федерации" // Financial University under The Government of Russian Federation, issue 2, pages 135-145.
    9. Vernikov, Andrei & Mamonov, Mikhail, 2018. "Modelling technical efficiency of firms under one-step and two-step approaches (the case of commercial banks)," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 49, pages 67-90.
    10. Fungachova, Z. & Solanko, L., 2010. "Has Banks’ Financial Intermediation Improved in Russia?," Journal of the New Economic Association, New Economic Association, issue 8, pages 101-116.

  12. Peresetsky, A.A. & Karminsky, A.M. & Golovan, S.V., 2007. "Russian banks' private deposit interest rates and market discipline," BOFIT Discussion Papers 2/2007, Bank of Finland Institute for Emerging Economies (BOFIT).

    Cited by:

    1. Fungáčová Z. & Solanko L., 2009. "Risk-taking by Russian banks: do location, ownership and size matter?," Higher School of Economics Economic Journal Экономический журнал Высшей школы экономики, CyberLeninka;Федеральное государственное автономное образовательное учреждение высшего образования «Национальный исследовательский университет «Высшая школа экономики», vol. 13(1), pages 101-129.
    2. Berger, Allen N. & Hasan, Iftekhar & Korhonen, Iikka & Zhou, Mingming, 2010. "Does diversification increase or decrease bank risk and performance? Evidence on diversification and the risk-return tradeoff in banking," BOFIT Discussion Papers 9/2010, Bank of Finland Institute for Emerging Economies (BOFIT).

  13. Peresetsky, Anatoly & Karminsky, Alexandr & Golovan, Sergei, 2004. "Probability of default models of Russian banks," BOFIT Discussion Papers 21/2004, Bank of Finland Institute for Emerging Economies (BOFIT).

    Cited by:

    1. Fabian Schupp & Leonid Silbermann, 2017. "The Role of Structural Funding for Stability in the German Banking Sector," MAGKS Papers on Economics 201717, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    2. Zuzana Fungáčová & Laurent Weill, 2013. "Does competition influence bank failures?," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 21(2), pages 301-322, April.
    3. Błażej Prusak, 2018. "Review of Research into Enterprise Bankruptcy Prediction in Selected Central and Eastern European Countries," IJFS, MDPI, vol. 6(3), pages 1-28, June.
    4. Evžen Kočenda & Ichiro Iwasaki, 2022. "Bank survival around the world: A meta‐analytic review," Journal of Economic Surveys, Wiley Blackwell, vol. 36(1), pages 108-156, February.
    5. Evzen Kocenda & Ichiro Iwasaki, 2020. "Bank Survival in Central and Eastern Europe," KIER Working Papers 1022, Kyoto University, Institute of Economic Research.
    6. A.O. Karas & Andrei Vernikov, 2016. "Russian Bank Database: Birth and Death, Location, Mergers, Deposit Insurance Participation, State and Foreign Ownership," Working Papers 16-04, Utrecht School of Economics.
    7. Zhivaikina, A. & Peresetsky, A., 2017. "Russian Bank Credit Ratings and Bank License Withdrawal 2012-2016," Journal of the New Economic Association, New Economic Association, vol. 36(4), pages 49-80.
    8. Salvador, Carlos & Fernández de Guevara, Juan & Pastor, José Manuel, 2018. "The adjustment of bank ratings in the financial crisis: International evidence," The North American Journal of Economics and Finance, Elsevier, vol. 44(C), pages 289-313.
    9. Fidrmuc, Jarko & Süß, Philipp Johann, 2009. "The Outbreak of the Russian Banking Crisis," Discussion Papers in Economics 10996, University of Munich, Department of Economics.
    10. Peresetsky, A. A., 2011. "What factors drive the Russian banks license withdrawal," MPRA Paper 41507, University Library of Munich, Germany.
    11. Salvador Marín Hernández & Ester Gras Gil & Marcos Antón Renart, 2011. "Financial information and restructuring of spanish savings banks in a context of crisis. Changes in the regulation; content and evolution of FROB," CIRIEC-España, revista de economía pública, social y cooperativa, CIRIEC-España, issue 73, pages 99-126, October.
    12. Mikko Makinen & Laura Solanko, 2018. "Determinants of Bank Closures: Do Levels or Changes of CAMEL Variables Matter?," Russian Journal of Money and Finance, Bank of Russia, vol. 77(2), pages 3-21, June.
    13. Salvador, Carlos & Pastor, Jose Manuel & Fernández de Guevara, Juan, 2014. "Impact of the subprime crisis on bank ratings: The effect of the hardening of rating policies and worsening of solvency," Journal of Financial Stability, Elsevier, vol. 11(C), pages 13-31.
    14. Lev Fomin, 2019. "Do Higher Interest Rates on Loans and Deposits and Advertising Spending Cuts Forecast Bank Failures? Evidence from Russia," Russian Journal of Money and Finance, Bank of Russia, vol. 78(2), pages 94-112, June.
    15. Karminsky, A. & Rybalka, A., 2018. "Negative Net Worth of Manufacturing Companies: Corporate Governance and Industry Expectations," Journal of the New Economic Association, New Economic Association, vol. 38(2), pages 76-103.
    16. Andrey Zubarev, 2013. "Russian Banking System: Stability Factors In the Wake of 2008-2009 Crisis," Working Papers 0049, Gaidar Institute for Economic Policy, revised 2013.
    17. Enrico Marelli & Elena S. Vakulenko, 2014. "Youth Unemployment In Italy And Russia: Aggregate Trends And The Role Of Individual Determinants," HSE Working papers WP BRP 74/EC/2014, National Research University Higher School of Economics.
    18. G. Lanine & R. Vander Vennet, 2005. "Failure prediction in the Russian bank sector with logit and trait recognition models," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 05/329, Ghent University, Faculty of Economics and Business Administration.
    19. Alexander Karminsky & Alexander Kostrov, 2014. "The probability of default in Russian banking," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 4(1), pages 81-98, June.
    20. Maiya Anokhina & Henry Penikas & Victor Petrov, 2014. "Identifying SIFI Determinants for Global Banks and Insurance Companies: Implications for D-SIFIs in Russia," DEM Working Papers Series 085, University of Pavia, Department of Economics and Management.
    21. Gurova Yelena Pavlovna, 2014. "Stability of the regional banking systems in the crisis and post-crisis periods," Экономика региона, CyberLeninka;Федеральное государственное бюджетное учреждение науки «Институт экономики Уральского отделения Российской академии наук», issue 4, pages 237-245.
    22. Yelena Gurova, 2014. "Stability Of The Regional Banking Systems In The Crisis And Post-Crisis Periods," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, vol. 1(4), pages 237-245.
    23. Bakaykina, Anna, 2015. "The estimation of the competitiveness of SME financing programs of development banks in Russia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 40(4), pages 106-128.
    24. Karminsky, A. & Morgunov, A. & Bogdanov, P., 2015. "The Assessment of Default Probability for the Project Finance Transactions," Journal of the New Economic Association, New Economic Association, vol. 26(2), pages 99-122.
    25. Konstandina Natalia, 2006. "Probability of Bank Failure: The Russian Case," EERC Working Paper Series 06-01e, EERC Research Network, Russia and CIS.
    26. Alexander Karminsky & Alexander Kostrov & Taras Murzenkov, 2012. "Comparison of default probability models: Russian experience," HSE Working papers WP BRP 06/FE/2012, National Research University Higher School of Economics.
    27. Пересецкий А.А., 2007. "Процентные Ставки Российских Банков. Рыночная Дисциплина И Страхование Депозитов," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 43(1), январь.
    28. Denis Shibitov & Mariam Mamedli, 2019. "The finer points of model comparison in machine learning: forecasting based on russian banks’ data," Bank of Russia Working Paper Series wps43, Bank of Russia.
    29. Salnikov, V. & Mogilat, A. & Maslov, I., 2012. "Stress Testing for Russian Real Sector: First Approach," Journal of the New Economic Association, New Economic Association, vol. 16(4), pages 46-70.
    30. Пересецкий А.А., 2007. "Методы Оценки Вероятности Дефолта Банков," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 43(3), июль.
    31. Peresetsky, Anatoly, 2013. "Modeling reasons for Russian bank license withdrawal: Unaccounted factors," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 30(2), pages 49-64.
    32. Karminsky, A. & Kostrov, A., 2013. "Modeling the Default Probabilities of Russian Banks: Extended Abillities," Journal of the New Economic Association, New Economic Association, vol. 17(1), pages 64-86.
    33. Bekirova, Olga & Zubarev, Andrey, 2023. "Determinants of risk, profitability and default probability of Russian banks," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 71, pages 20-38.

  14. Peresetsky, А. А. & Karminsky, A. M. & van Soest, A. H. O., 2004. "Моделирование Рейтингов Российских Банков [Modeling Russian Banks Ratings]," MPRA Paper 34630, University Library of Munich, Germany.

    Cited by:

    1. Alexander Karminsky & Richard Hainsworth & Vasily Solodkov, 2013. "Arm’s Length Method for Comparing Rating Scales," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 3(2), pages 114-135, December.
    2. Zhivaikina, A. & Peresetsky, A., 2017. "Russian Bank Credit Ratings and Bank License Withdrawal 2012-2016," Journal of the New Economic Association, New Economic Association, vol. 36(4), pages 49-80.
    3. Ekimov Alexander V., 2017. "The Profitability and Risk Effects of Russian Banking Institutions’ Involvement in Bancassurance: Merger Simulation Methodology," Ekonomika (Economics), Sciendo, vol. 96(3), pages 56-72, January.
    4. Федорова Е.А. & Гиленко Е.В., 2013. "Применение Моделей Бинарного Выбора Для Прогнозирования Банкротства Банков," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 49(1), pages 106-118, январь.
    5. Salnikov, V. & Mogilat, A. & Maslov, I., 2012. "Stress Testing for Russian Real Sector: First Approach," Journal of the New Economic Association, New Economic Association, vol. 16(4), pages 46-70.

  15. van Soest, A.H.O. & Peresetsky, A. & Karminsky, A.M., 2003. "An Analysis of Ratings of Russian Banks," Discussion Paper 2003-85, Tilburg University, Center for Economic Research.

    Cited by:

    1. Peresetsky, A.A. & Karminsky, A.M. & Golovan, S.V., 2007. "Russian banks' private deposit interest rates and market discipline," BOFIT Discussion Papers 2/2007, Bank of Finland Institute for Emerging Economies (BOFIT).
    2. Aivazian, Sergey & Golovan, Sergey & Karminsky, Alexander & Peresetsky, Anatoly, 2011. "An approach to ratings mapping," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 23(3), pages 13-40.
    3. Zhivaikina, A. & Peresetsky, A., 2017. "Russian Bank Credit Ratings and Bank License Withdrawal 2012-2016," Journal of the New Economic Association, New Economic Association, vol. 36(4), pages 49-80.
    4. Karas, Alexei & Pyle, William & Schoors, Koen, 2010. "The effect of deposit insurance on market discipline: Evidence from a natural experiment on deposit flows," BOFIT Discussion Papers 8/2010, Bank of Finland Institute for Emerging Economies (BOFIT).
    5. Anatoly Peresetsky, Alexander Karminsky, 2011. "Models for Moody’s Bank Ratings," Frontiers in Finance and Economics, SKEMA Business School, vol. 8(1), pages 88-110, April.
    6. Peresetsky, A. A., 2011. "What factors drive the Russian banks license withdrawal," MPRA Paper 41507, University Library of Munich, Germany.
    7. Peresetsky, Anatoly & Karminsky, Alexandr & Golovan, Sergei, 2004. "Probability of default models of Russian banks," BOFIT Discussion Papers 21/2004, Bank of Finland Institute for Emerging Economies (BOFIT).
    8. Alexei Karas & William Pyle & Koen Schoors, 2010. "How do Russian depositors discipline their banks? Evidence of a backward bending deposit supply function," Oxford Economic Papers, Oxford University Press, vol. 62(1), pages 36-61, January.
    9. Ошерович Инна Львовна, 2015. "Анализ вероятностных соответствий меж ду рейтингами ведущих меж дународных компаний Moody’s, Fitch и standard&poor’s," Вестник Финансового университета, CyberLeninka;Федеральное государственное образовательное бюджетное учреждение высшего профессионального образования «Финансовый университет при Правительстве Российской Федерации» (Финансовый университет), issue 3 (87), pages 136-148.
    10. Claeys, Sophie, 2005. "Optimal regulatory design for the Central Bank of Russia," BOFIT Discussion Papers 7/2005, Bank of Finland Institute for Emerging Economies (BOFIT).
    11. Denis Shibitov & Mariam Mamedli, 2019. "The finer points of model comparison in machine learning: forecasting based on russian banks’ data," Bank of Russia Working Paper Series wps43, Bank of Russia.
    12. Пересецкий А.А., 2007. "Методы Оценки Вероятности Дефолта Банков," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 43(3), июль.

  16. Ivanter Alexander & Peresetsky Anatoly, 1999. "The Development of the State Bond Market," EERC Working Paper Series 99-06e, EERC Research Network, Russia and CIS.

    Cited by:

    1. Shkodinsky S. V. & Prodchenko I. A., 2015. "Modeling of Us Dollar to Euro Rate Dependence on USA GDP Dynamics," Modern Applied Science, Canadian Center of Science and Education, vol. 9(8), pages 277-277, August.

Articles

  1. Nartikoev, Alan & Peresetsky, Anatoly, 2019. "Modeling the dynamics of income distribution in Russia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 54, pages 105-125.

    Cited by:

    1. Karen Tumanyants & Sergey Arzhenovskiy & Olga Arkova & Maksim Monastyryov & Irina Pichulina, 2023. "Inequality and Economic Growth in Russia: Econometric Analysis," Russian Journal of Money and Finance, Bank of Russia, vol. 82(2), pages 52-77, June.
    2. Nartikoev, Alan & Peresetsky, Anatoly, 2020. "Эндогенная Классификация Домохозяйств В Регионах России [Endogenous household classification: Russian regions]," MPRA Paper 104351, University Library of Munich, Germany.

  2. Aganin, Artem & Peresetsky, Anatoly, 2018. "Volatility of ruble exchange rate: Oil and sanctions," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 52, pages 5-21.

    Cited by:

    1. Daniil Lomonosov & Andrey Polbin & Nikita Fokin, 2021. "The Impact of Global Economic Activity, Oil Supply and Speculative Oil Shocks on the Russian Economy," HSE Economic Journal, National Research University Higher School of Economics, vol. 25(2), pages 227-262.
    2. Fantazzini, Dean & Shangina, Tamara, 2019. "The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 55, pages 5-31.
    3. Salisu, Afees A. & Cuñado, Juncal & Gupta, Rangan, 2022. "Geopolitical risks and historical exchange rate volatility of the BRICS," International Review of Economics & Finance, Elsevier, vol. 77(C), pages 179-190.
    4. Kolesnikova, Anna & Fantazzini, Dean, 2021. "Asymmetry and hysteresis in the Russian gasoline market: The rationale for green energy exports," Energy Policy, Elsevier, vol. 157(C).
    5. Makushkin, Mikhail & Lapshin, Victor, 2020. "Modelling tail dependencies between Russian and foreign stock markets: Application for market risk valuation," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 57, pages 30-52.
    6. Ahmed Alwadeai & Nataliia Vlasova & Hadi Mareeh & Nadeem Aljonaid, 2024. "Beyond traditional defenses: Unraveling the dynamics of reserves and exchange rate volatility in the face of economic sanctions," Russian Journal of Economics, ARPHA Platform, vol. 10(1), pages 1-19, March.

  3. Grigoryeva, Lyudmila & Ortega, Juan-Pablo & Peresetsky, Anatoly, 2018. "Volatility forecasting using global stochastic financial trends extracted from non-synchronous data," Econometrics and Statistics, Elsevier, vol. 5(C), pages 67-82.
    See citations under working paper version above.
  4. Anatoly A. Peresetsky & Ruslan I. Yakubov, 2017. "Autocorrelation in an unobservable global trend: does it help to forecast market returns?," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 7(1/2), pages 152-169.
    See citations under working paper version above.
  5. Zhivaikina, A. & Peresetsky, A., 2017. "Russian Bank Credit Ratings and Bank License Withdrawal 2012-2016," Journal of the New Economic Association, New Economic Association, vol. 36(4), pages 49-80.

    Cited by:

    1. Zubarev, Andrey (Зубарев, Андрей) & Bekirova, Olga (Бекирова, Ольга), 2020. "Analysis of Bank Default Factors in 2013–2019 [Анализ Факторов Банковских Дефолтов 2013–2019 Годов]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 3, pages 106-133, June.
    2. Anna Burova & Henry Penikas & Svetlana Popova, 2021. "Probability of Default Model to Estimate Ex Ante Credit Risk," Russian Journal of Money and Finance, Bank of Russia, vol. 80(3), pages 49-72, September.
    3. Lev Fomin, 2019. "Do Higher Interest Rates on Loans and Deposits and Advertising Spending Cuts Forecast Bank Failures? Evidence from Russia," Russian Journal of Money and Finance, Bank of Russia, vol. 78(2), pages 94-112, June.
    4. D. Bidzhoyan S. & Д. Биджоян С., 2018. "Модель Оценки Вероятности Отзыва Лицензии У Российского Банка // Model For Assessing The Probability Of Revocation Of A License From The Russian Bank," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, vol. 22(2), pages 26-37.
    5. Mamonov, M., 2020. "Price interactions in the credit market and banks instability over the crisis and non-crisis periods in the Russian economy," Journal of the New Economic Association, New Economic Association, vol. 45(1), pages 65-110.
    6. Denis Shibitov & Mariam Mamedli, 2019. "The finer points of model comparison in machine learning: forecasting based on russian banks’ data," Bank of Russia Working Paper Series wps43, Bank of Russia.
    7. Bekirova, Olga & Zubarev, Andrey, 2023. "Determinants of risk, profitability and default probability of Russian banks," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 71, pages 20-38.

  6. Iikka Korhonen & Anatoly Peresetsky, 2016. "What Influences Stock Market Behavior in Russia and Other Emerging Countries?," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(5), pages 1210-1225, May.

    Cited by:

    1. Ankudinov, Andrei & Ibragimov, Rustam & Lebedev, Oleg, 2017. "Extreme movements of the Russian stock market and their consequences for management and economic modeling," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 45, pages 75-92.
    2. Gelman, Sergey & Kliger, Doron, 2021. "The effect of time-induced stress on financial decision making in real markets: The case of traffic congestion," Journal of Economic Behavior & Organization, Elsevier, vol. 185(C), pages 814-841.
    3. N.N. Natocheeva & V.B. Frolova & T.V. Belyanchikova, 2018. "Model of Assessing the Impact of Factors on Cash Flow Multiplicators," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 2), pages 338-347.
    4. Ali, Syed Riaz Mahmood & Mensi, Walid & Anik, Kaysul Islam & Rahman, Mishkatur & Kang, Sang Hoon, 2022. "The impacts of COVID-19 crisis on spillovers between the oil and stock markets: Evidence from the largest oil importers and exporters," Economic Analysis and Policy, Elsevier, vol. 73(C), pages 345-372.
    5. Caporale, Guglielmo Maria & Gil-Alana, Luis A. & Tripathy, Trilochan, 2020. "Volatility persistence in the Russian stock market," Finance Research Letters, Elsevier, vol. 32(C).
    6. Agata Lozinskaia & Anastasiia Saltykova, 2019. "Fundamental Factors Affecting The Moex Russia Index: Structural Break Detection In A Long-Term Time Series," HSE Working papers WP BRP 77/FE/2019, National Research University Higher School of Economics.
    7. V. Frolova B. & T. Khan F. & В. Фролова Б. & Т. Хань Ф., 2018. "Драйверы стоимости продуктовых розничных компаний на развитых и развивающихся рынках // Cost Drivers for Food Retailers in Developed and Emerging Markets," Экономика. Налоги. Право // Economics, taxes & law, ФГОБУ "Финансовый университет при Правительстве Российской Федерации" // Financial University under The Government of Russian Federation, vol. 11(6), pages 100-111.
    8. Shanaev, Savva & Ghimire, Binam, 2019. "Is all politics local? Regional political risk in Russia and the panel of stock returns," Journal of Behavioral and Experimental Finance, Elsevier, vol. 21(C), pages 70-82.
    9. Balashova, Svetlana & Serletis, Apostolos, 2020. "Oil prices shocks and the Russian economy," The Journal of Economic Asymmetries, Elsevier, vol. 21(C).

  7. Durdyev, Ruslan & Peresetsky, Anatoly, 2014. "Autocorrelation in the global stochastic trend," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 35(3), pages 39-58.

    Cited by:

    1. Peresetsky, Anatoly & Yakubov, Ruslan, 2015. "Autocorrelation in an unobservable global trend: Does it help to forecast market returns?," MPRA Paper 64579, University Library of Munich, Germany.
    2. Григорьев Р.А., 2019. "Одновременные Эффекты Несинхронных Временных Рядов: Проблемы Var-Модели," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 55(2), pages 118-129, апрель.
    3. Grigoryeva, Lyudmila & Ortega, Juan-Pablo & Peresetsky, Anatoly, 2015. "Volatility forecasting using global stochastic financial trends extracted from non-synchronous data," MPRA Paper 64503, University Library of Munich, Germany.
    4. Pogorelova, Polina & Peresetsky, Anatoly, 2020. "Extracting the global stochastic trend from non-synchronous data on the volatility of financial indices," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 57, pages 53-71.

  8. Borisova, Ekaterina I. & Polishchuk, Leonid & Peresetsky, Anatoly, 2014. "Collective management of residential housing in Russia: The importance of being social," Journal of Comparative Economics, Elsevier, vol. 42(3), pages 609-629.

    Cited by:

    1. Igor Shagalov, 2015. "The Interaction of Grassroots Communities and Local Authorities in Russia," HSE Working papers WP BRP 97/EC/2015, National Research University Higher School of Economics.
    2. Shagalov, Igor, 2015. "The interaction of grassroots communities and local authorities in Russia," MPRA Paper 66141, University Library of Munich, Germany, revised 29 Jul 2015.
    3. Zaytseva, I., 2018. "Social Capital as a Factor of Sport Achievements: The Case of National Football Teams," Journal of the New Economic Association, New Economic Association, vol. 37(1), pages 34-60.
    4. Easthope, Hazel & Palmer, Jasmine & Sharam, Andrea & Nethercote, Megan & Pignatta, Gloria & Crommelin, Laura, 2023. "Delivering sustainable apartment housing: New build and retrofit," SocArXiv z6yn4, Center for Open Science.
    5. Robert Buckley & Ashna Mathema, 2018. "Housing privatization in Romania : An Anti†commons tragedy?," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 26(1), pages 127-145, January.

  9. Anatoly Peresetsky, 2014. "What drives the Russian stock market: world market and political shocks," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 4(1/2), pages 82-95.

    Cited by:

    1. Ankudinov, Andrei & Ibragimov, Rustam & Lebedev, Oleg, 2017. "Extreme movements of the Russian stock market and their consequences for management and economic modeling," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 45, pages 75-92.
    2. S. Ozornov, 2015. "Validity Of Fama And French Model On Rts Index," Review of Business and Economics Studies // Review of Business and Economics Studies, Финансовый Университет // Financial University, vol. 3(4), pages 22-43.
    3. N.N. Natocheeva & V.B. Frolova & T.V. Belyanchikova, 2018. "Model of Assessing the Impact of Factors on Cash Flow Multiplicators," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 2), pages 338-347.
    4. Fantazzini, Dean, 2014. "Editorial for the Special Issue on 'Computational Methods for Russian Economic and Financial Modelling'," MPRA Paper 55430, University Library of Munich, Germany.
    5. V. Frolova B. & T. Khan F. & В. Фролова Б. & Т. Хань Ф., 2018. "Драйверы стоимости продуктовых розничных компаний на развитых и развивающихся рынках // Cost Drivers for Food Retailers in Developed and Emerging Markets," Экономика. Налоги. Право // Economics, taxes & law, ФГОБУ "Финансовый университет при Правительстве Российской Федерации" // Financial University under The Government of Russian Federation, vol. 11(6), pages 100-111.
    6. Mirzosaid Sultonov, 2016. "Dynamic conditional correlation and causality relationship among foreign exchange, stock and commodity markets: Evidence from 2014 Russian financial crisis," Economics Bulletin, AccessEcon, vol. 36(2), pages 949-962.
    7. Shanaev, Savva & Ghimire, Binam, 2019. "Is all politics local? Regional political risk in Russia and the panel of stock returns," Journal of Behavioral and Experimental Finance, Elsevier, vol. 21(C), pages 70-82.

  10. Peresetsky, Anatoly, 2013. "Modeling reasons for Russian bank license withdrawal: Unaccounted factors," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 30(2), pages 49-64.

    Cited by:

    1. Zhivaikina, A. & Peresetsky, A., 2017. "Russian Bank Credit Ratings and Bank License Withdrawal 2012-2016," Journal of the New Economic Association, New Economic Association, vol. 36(4), pages 49-80.
    2. Емельянов А.М. & Брюхова О.О., 2015. "Исследование Причин Отзыва Лицензий У Российских Коммерческих Банков В Посткризисный Период (2010-2011)," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 51(3), pages 41-53, июль.
    3. D. Bidzhoyan S. & Д. Биджоян С., 2018. "Модель Оценки Вероятности Отзыва Лицензии У Российского Банка // Model For Assessing The Probability Of Revocation Of A License From The Russian Bank," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, vol. 22(2), pages 26-37.
    4. Gurova Yelena Pavlovna, 2014. "Stability of the regional banking systems in the crisis and post-crisis periods," Экономика региона, CyberLeninka;Федеральное государственное бюджетное учреждение науки «Институт экономики Уральского отделения Российской академии наук», issue 4, pages 237-245.
    5. Yelena Gurova, 2014. "Stability Of The Regional Banking Systems In The Crisis And Post-Crisis Periods," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, vol. 1(4), pages 237-245.
    6. Mikhail Mamonov, 2018. "Bank's Hidden Negative Capital Before and After the Senior Management Change at the Bank of Russia," Russian Journal of Money and Finance, Bank of Russia, vol. 77(1), pages 51-70, March.
    7. Denis Shibitov & Mariam Mamedli, 2019. "The finer points of model comparison in machine learning: forecasting based on russian banks’ data," Bank of Russia Working Paper Series wps43, Bank of Russia.
    8. Bekirova, Olga & Zubarev, Andrey, 2023. "Determinants of risk, profitability and default probability of Russian banks," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 71, pages 20-38.

  11. Ipatova, Irina & Peresetsky, Аnatoly, 2013. "Technical efficiency of Russian plastic and rubber production firms," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 32(4), pages 71-92.

    Cited by:

    1. Ибрагимова Найля Мурадовна, 2015. "Эмпирическая Оценка Эффективности Ндфл И Ндс В Узбекистане," Higher School of Economics Economic Journal Экономический журнал Высшей школы экономики, CyberLeninka;Федеральное государственное автономное образовательное учреждение высшего образования «Национальный исследовательский университет «Высшая школа экономики», vol. 19(1), pages 81-103.
    2. Alexander Yu. Apokin & Irina Ipatova, 2016. "How R&D Expenditures Influence Total Factor Productivity and Technical Efficiency?," HSE Working papers WP BRP 128/EC/2016, National Research University Higher School of Economics.
    3. Ipatova, Irina, 2015. "The dynamics of total factor productivity and its components: Russian plastic production," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 38(2), pages 21-40.
    4. Tsvetkova, Anna, 2021. "Technical efficiency trends of Russian firms in 2013–2018," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 63, pages 91-116.
    5. Mogilat , Anastasia & Ipatova, Irina, 2016. "Technical efficiency as a factor of Russian industrial companies’ risks of financial distress," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 42, pages 05-29.
    6. Shchetynin, Yevhenii, 2015. "Effects of imports on technical efficiency in Russian food industry," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 37(1), pages 27-42.

  12. Zamkov, Oleg & Peresetsky, Anatoly, 2013. "Russian Unified National Exams (UNE) and academic performance of ICEF HSE students," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 30(2), pages 93-114.

    Cited by:

    1. Ilya Prakhov, 2019. "The Determinants Of Expected Returns On Higher Education In Russia: A Human Capital Theory Perspective," HSE Working papers WP BRP 50/EDU/2019, National Research University Higher School of Economics.
    2. Poldin, Oleg & Silaeva, Vera & Silaev, Andrey, 2014. "Comparing quality of admission to universities by the results of olympiads and unified state exams scores," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 36(4), pages 118-132.
    3. Magzhanov, Timur & Sagradyan, Anna, 2023. "Ambiguous high scores: The All-Russian Olympiad in economics during the COVID-19 pandemic," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 70, pages 89-108.
    4. Ekaterina Kochergina & Ilya Prakhov, 2016. "Relationships between Risk Attitude, Academic Performance, and the Likelihood of Drop-outs," Voprosy obrazovaniya / Educational Studies Moscow, National Research University Higher School of Economics, issue 4, pages 206-228.

  13. Subal Kumbhakar & Anatoly Peresetsky, 2013. "Cost efficiency of Kazakhstan and Russian banks: results from competing panel data models-super-1," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 6(1), pages 88-113, March.

    Cited by:

    1. Mamonov, Mikhail & Vernikov, Andrei, 2017. "Bank ownership and cost efficiency: New empirical evidence from Russia," Economic Systems, Elsevier, vol. 41(2), pages 305-319.
    2. Mikhail Mamonov, 2013. "Bad management, skimping, or both? The relationship between cost efficiency and loan quality in Russian banks," HSE Working papers WP BRP 19/FE/2013, National Research University Higher School of Economics.
    3. Mamonov, Mikhail & Vernikov, Andrei, 2015. "Bank ownership and cost efficiency in Russia, revisited," BOFIT Discussion Papers 22/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
    4. Mamonov, Mikhail, 2012. "The impact of market power of Russian banks on their credit risk tolerance: A panel study," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 28(4), pages 85-112.
    5. Belousova, Veronika & Karminsky, Alexander & Kozyr, Ilya, 2018. "The macroeconomic and institutional determinants of the profit efficiency frontier for Russian banks," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 49, pages 91-114.
    6. Ибрагимова Найля Мурадовна, 2015. "Эмпирическая Оценка Эффективности Ндфл И Ндс В Узбекистане," Higher School of Economics Economic Journal Экономический журнал Высшей школы экономики, CyberLeninka;Федеральное государственное автономное образовательное учреждение высшего образования «Национальный исследовательский университет «Высшая школа экономики», vol. 19(1), pages 81-103.
    7. Ipatova, Irina, 2015. "The dynamics of total factor productivity and its components: Russian plastic production," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 38(2), pages 21-40.
    8. Vernikov, Andrei & Mamonov, Mikhail, 2018. "Modelling technical efficiency of firms under one-step and two-step approaches (the case of commercial banks)," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 49, pages 67-90.
    9. Adnan Kasman & Kamila Mekenbayeva, 2016. "Technical Efficiency and Total Factor Productivity in the Kazakh Banking Industry," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 66(4), pages 685-709, December.
    10. Mogilat , Anastasia & Ipatova, Irina, 2016. "Technical efficiency as a factor of Russian industrial companies’ risks of financial distress," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 42, pages 05-29.
    11. Maziotis, Alexandros & Molinos-Senante, Maria, 2022. "The impact of model specification and environmental variables on measuring the overall technical efficiency of water and sewerage services: Evidence from Chile," Structural Change and Economic Dynamics, Elsevier, vol. 61(C), pages 191-198.
    12. Ipatova, Irina & Peresetsky, Аnatoly, 2013. "Technical efficiency of Russian plastic and rubber production firms," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 32(4), pages 71-92.

  14. Anatoly Peresetsky & Alexandr Karminsky & Sergei Golovan, 2011. "Probability of default models of Russian banks," Economic Change and Restructuring, Springer, vol. 44(4), pages 297-334, November.
    See citations under working paper version above.
  15. Peresetsky, Anatoly & Davtian, Misak, 2011. "Russian USE and olympiads as instruments for university admission selection," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 23(3), pages 41-56.

    Cited by:

    1. Androushchak, Gregory & Poldin, Oleg & Yudkevich, Maria, 2012. "Peer effects in exogenously formed student groups," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 26(2), pages 3-16.
    2. Verbetsky, Alexey D. (Вербецкий, Алексей) & Friedman, Alla A. (Фридман, Алла), 2016. "Universities’ Admission Policy and Student Competition [Политика Приема В Вузы И Конкуренция Абитуриентов]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 5, pages 68-91, October.
    3. Prakhov, Ilya, 2012. "The unified state examination and the determinants of academic achievement: Does investment in pre-entry coaching matter?," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 27(3), pages 86-108.
    4. Ilya Prakhov, 2019. "The Determinants Of Expected Returns On Higher Education In Russia: A Human Capital Theory Perspective," HSE Working papers WP BRP 50/EDU/2019, National Research University Higher School of Economics.
    5. Tatiana Khavenson & Anna Solovyova, 2014. "Studying the Relation between the Unified State Exam Points and Higher Education Performance," Voprosy obrazovaniya / Educational Studies Moscow, National Research University Higher School of Economics, issue 1, pages 176-199.
    6. Poldin, Oleg & Silaeva, Vera & Silaev, Andrey, 2014. "Comparing quality of admission to universities by the results of olympiads and unified state exams scores," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 36(4), pages 118-132.
    7. Magzhanov, Timur & Sagradyan, Anna, 2023. "Ambiguous high scores: The All-Russian Olympiad in economics during the COVID-19 pandemic," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 70, pages 89-108.
    8. Evgeniya Popova & Marina Sheina, 2017. "Does Studying in a Strong School Guarantee Good College Performance?," Voprosy obrazovaniya / Educational Studies Moscow, National Research University Higher School of Economics, issue 1, pages 128-157.
    9. Zamkov, Oleg & Peresetsky, Anatoly, 2013. "Russian Unified National Exams (UNE) and academic performance of ICEF HSE students," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 30(2), pages 93-114.
    10. Ekaterina Kochergina & Ilya Prakhov, 2016. "Relationships between Risk Attitude, Academic Performance, and the Likelihood of Drop-outs," Voprosy obrazovaniya / Educational Studies Moscow, National Research University Higher School of Economics, issue 4, pages 206-228.

  16. Aivazian, Sergey & Golovan, Sergey & Karminsky, Alexander & Peresetsky, Anatoly, 2011. "An approach to ratings mapping," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 23(3), pages 13-40.

    Cited by:

    1. Alexander Karminsky & Richard Hainsworth & Vasily Solodkov, 2013. "Arm’s Length Method for Comparing Rating Scales," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 3(2), pages 114-135, December.
    2. Zhivaikina, A. & Peresetsky, A., 2017. "Russian Bank Credit Ratings and Bank License Withdrawal 2012-2016," Journal of the New Economic Association, New Economic Association, vol. 36(4), pages 49-80.
    3. Alexander M. Karminsky & Ella Khromova, 2016. "Modelling banks’ credit ratings of international agencies," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 6(3), pages 341-363, December.

  17. Aivazyan, S. & Peresetsky A., 2011. "International Importance Issues of a Russian Economic Journal," Journal of the New Economic Association, New Economic Association, issue 12, pages 161-164.

    Cited by:

    1. Shumilov, A. & Balatsky, E., 2016. "RePEc Academic Rankings: Construction Issues and the Role of Russian Participants," Journal of the New Economic Association, New Economic Association, vol. 32(4), pages 111-138.

  18. Anatoly Peresetsky, Alexander Karminsky, 2011. "Models for Moody’s Bank Ratings," Frontiers in Finance and Economics, SKEMA Business School, vol. 8(1), pages 88-110, April.
    See citations under working paper version above.
  19. Magnus, Jan & Peresetsky, Anatoly, 2010. "The price of Moscow apartments," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 17(1), pages 89-105.

    Cited by:

    1. Ignatenko, Anna (Игнатенко, Анна) & Mikhailova, Tatiana (Михайлова, Татьяна), 2015. "Pricing in the office rental market in Moscow: hedonic analysis [Ценообразование На Рынке Аренды Офисной Недвижимости Москвы: Гедонический Анализ]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 4, pages 156-177.
    2. Sidorovykh, Aleksandra, 2015. "Estimation of effects of transport accessibility on housing prices," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 37(1), pages 43-56.
    3. Katyshev, Pavel & Khakimova, Yulia, 2012. "Ecological factors and the price of Moscow apartments," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 28(4), pages 113-123.
    4. Bobrovskaya, EV. & Polbin, A., 2023. "Econometric modeling of the demand for short-term rental housing: The case of Airbnb in Moscow," Journal of the New Economic Association, New Economic Association, vol. 59(2), pages 64-84.
    5. Bobrovskaya, Ekaterina & Polbin, Andrey, 2022. "Determinants of short-term rental prices in the sharing economy: The case of Airbnb in Moscow," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 65, pages 5-28.
    6. Ekaterina Bobrovskaya & Andrey Polbin & Nikita Fokin, 2024. "Hedonic Price Indices for Moscow Short-Term Rental Housing," Russian Journal of Money and Finance, Bank of Russia, vol. 83(1), pages 77-103, March.

  20. Головань С.В. & Назин В.В. & Пересецкий А.А., 2010. "Непараметрические Оценки Эффективности Российских Банков," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 46(3), июль.
    See citations under working paper version above.
  21. Borisova, Ekaterina I. & Peresetsky, Anatoly & Polishchuk, Leonid, 2010. "Stochastic frontier in non-profit associations’ performance assessment (the case of homeowners’ associations)," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 20(4), pages 75-101.

    Cited by:

    1. Borisova, Ekaterina, 2011. "Decision to make a HOA: Empirical evidence," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 24(4), pages 48-57.
    2. Polishchuk, Leonid & Borisova, Ekaterina, 2010. "Performance assessment of Russian homeowners associations : The importance of being social," MPRA Paper 28785, University Library of Munich, Germany.
    3. Brock, Gregory, 2015. "The informal economy of Rostov Oblast on the eve of the Ukrainian refugee crisis," Journal of Policy Modeling, Elsevier, vol. 37(5), pages 789-803.

  22. Alexandr Karminsky & Anatoly Peresetsky, 2009. "Ratings as Measure of Financial Risk: Evolution, Function and Usage," Journal of the New Economic Association, New Economic Association, issue 1-2, pages 86-102.

    Cited by:

    1. Alexander Karminsky & Richard Hainsworth & Vasily Solodkov, 2013. "Arm’s Length Method for Comparing Rating Scales," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 3(2), pages 114-135, December.
    2. Balatsky, E. & Ekimova, N., 2012. "The Global University Rankings: the Problem of Manipulation," Journal of the New Economic Association, New Economic Association, vol. 13(1), pages 126-146.
    3. Alexander Karminsky, 2016. "Rating models: emerging market distinctions," Papers 1607.02422, arXiv.org.
    4. Chang Liu & Biqian Zhang & Xuefei Wang & Min Guo, 2022. "Account-level analytic hierarchical mixing modeling for credit risk of Chinese Government financing vehicle portfolios," Empirical Economics, Springer, vol. 62(6), pages 2771-2798, June.
    5. Karminsky, A. & Dyachkova, N., 2020. "Empirical study of the relationship between credit cycles and changes in credit ratings," Journal of the New Economic Association, New Economic Association, vol. 48(4), pages 138-160.

  23. Peresetsky, Anatoly, 2009. "Models for the External Support Component of Moody's Bank Ratings," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 14(2), pages 3-23.

    Cited by:

    1. Aivazian, Sergey & Golovan, Sergey & Karminsky, Alexander & Peresetsky, Anatoly, 2011. "An approach to ratings mapping," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 23(3), pages 13-40.
    2. Zhivaikina, A. & Peresetsky, A., 2017. "Russian Bank Credit Ratings and Bank License Withdrawal 2012-2016," Journal of the New Economic Association, New Economic Association, vol. 36(4), pages 49-80.
    3. Peresetsky, A. A., 2011. "What factors drive the Russian banks license withdrawal," MPRA Paper 41507, University Library of Munich, Germany.
    4. Ошерович Инна Львовна, 2015. "Анализ вероятностных соответствий меж ду рейтингами ведущих меж дународных компаний Moody’s, Fitch и standard&poor’s," Вестник Финансового университета, CyberLeninka;Федеральное государственное образовательное бюджетное учреждение высшего профессионального образования «Финансовый университет при Правительстве Российской Федерации» (Финансовый университет), issue 3 (87), pages 136-148.
    5. Denis Shibitov & Mariam Mamedli, 2019. "The finer points of model comparison in machine learning: forecasting based on russian banks’ data," Bank of Russia Working Paper Series wps43, Bank of Russia.

  24. Головань С.В. & Карминский А.М. & Пересецкий А.А., 2008. "Эффективность Российских Банков С Точки Зрения Минимизации Издержек С Учетом Факторов Риска," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 44(4), октябрь.
    See citations under working paper version above.
  25. Peresetsky, Anatoly, 2008. "Market Discipline and Deposit Insurance," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 11(3), pages 3-14.

    Cited by:

    1. Molyneux, Philip & Upreti, Vineet & Zhou, Tim, 2023. "Depositor market discipline: New evidence from selling failed banks," International Review of Financial Analysis, Elsevier, vol. 89(C).
    2. Quintero-V, Juan C., 2023. "Deposit insurance and market discipline," Journal of Financial Stability, Elsevier, vol. 64(C).
    3. Hasan, Iftekhar & Jackowicz, Krzysztof & Kowalewski, Oskar & Kozlowski, Lukasz, 2012. "Market Discipline during Crisis: Evidence from Bank Depositors in Transition Countries," Working Papers 12-12, University of Pennsylvania, Wharton School, Weiss Center.
    4. Polina Popova & Maria Semenova & Vladimir Sokolov, 2023. "Covid-19 And Retail Depositor Strategies In Russian Regions: Whether To Withdraw And Why?," HSE Working papers WP BRP 92/FE/2023, National Research University Higher School of Economics.
    5. Mammadova, Aytan & Mammadova, Leyla & Mammadov, Fuad & Yusifzade, Leyla, 2016. "Determinants of depositors’ behaviour: Heterogeneous panel estimates," MPRA Paper 72159, University Library of Munich, Germany.
    6. Vernikov, Andrei, 2019. "The drivers of institutional change in a post-socialist economy: The case of deposit insurance introduction in Russia," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 11(1), pages 129-143.
    7. Karas, Alexei & Pyle, William & Schoors, Koen, 2010. "The effect of deposit insurance on market discipline: Evidence from a natural experiment on deposit flows," BOFIT Discussion Papers 8/2010, Bank of Finland Institute for Emerging Economies (BOFIT).
    8. Schoors, Koen & Semenova, Maria & Zubanov, Andrey, 2019. "Depositor discipline during crisis: Flight to familiarity or trust in local authorities?," Journal of Financial Stability, Elsevier, vol. 43(C), pages 25-39.
    9. Philip Molyneux & Vineet Upreti & Tim Zhou, 2022. "Depositor Market Discipline: New Evidence from Selling Failed Banks," Working Papers 2022-03, Swansea University, School of Management.
    10. Berger, Allen N. & Hasan, Iftekhar & Korhonen, Iikka & Zhou, Mingming, 2010. "Does diversification increase or decrease bank risk and performance? Evidence on diversification and the risk-return tradeoff in banking," BOFIT Discussion Papers 9/2010, Bank of Finland Institute for Emerging Economies (BOFIT).
    11. Maria Semenova & Andrey Shapkin, 2019. "Currency Shifts as a Market Discipline Device: The Case of the Russian Market for Personal Deposits," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 55(10), pages 2149-2163, August.
    12. Antoaneta Geala, 2009. "The National Deposit Insurance System - A Market Institution at the Crossroads," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 1(1), pages 055-068, December.
    13. Alexei Karas & William Pyle & Koen Schoors, 2013. "Deposit Insurance, Banking Crises, and Market Discipline: Evidence from a Natural Experiment on Deposit Flows and Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(1), pages 179-200, February.
    14. Козлова Антонина Алексеевна & Семенова Мария Владимировна, 2017. "Влияет Ли Название На Рыночную Дисциплину: Пример Иностранных Банков В России," Higher School of Economics Economic Journal Экономический журнал Высшей школы экономики, CyberLeninka;Федеральное государственное автономное образовательное учреждение высшего образования «Национальный исследовательский университет «Высшая школа экономики», vol. 21(1), pages 66-88.

  26. Пересецкий А.А., 2007. "Методы Оценки Вероятности Дефолта Банков," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 43(3), июль.

    Cited by:

    1. Zhivaikina, A. & Peresetsky, A., 2017. "Russian Bank Credit Ratings and Bank License Withdrawal 2012-2016," Journal of the New Economic Association, New Economic Association, vol. 36(4), pages 49-80.
    2. Maria Bondarenko & Maria Semenova, 2018. "Do High Deposit Interest Rates Signal Bank Default? Evidence from the Russian Retail Deposit Market," HSE Working papers WP BRP 65/FE/2018, National Research University Higher School of Economics.
    3. Peresetsky, A. A., 2011. "What factors drive the Russian banks license withdrawal," MPRA Paper 41507, University Library of Munich, Germany.
    4. Емельянов А.М. & Брюхова О.О., 2015. "Исследование Причин Отзыва Лицензий У Российских Коммерческих Банков В Посткризисный Период (2010-2011)," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 51(3), pages 41-53, июль.
    5. Enrico Marelli & Elena S. Vakulenko, 2014. "Youth Unemployment In Italy And Russia: Aggregate Trends And The Role Of Individual Determinants," HSE Working papers WP BRP 74/EC/2014, National Research University Higher School of Economics.
    6. Dmitriy, Skrypnik & Marina, Shakleina, 2019. "Counter sanctions and well-being population of Russia: econometric analyses," MPRA Paper 94478, University Library of Munich, Germany.
    7. Denis Shibitov & Mariam Mamedli, 2019. "The finer points of model comparison in machine learning: forecasting based on russian banks’ data," Bank of Russia Working Paper Series wps43, Bank of Russia.
    8. Salnikov, V. & Mogilat, A. & Maslov, I., 2012. "Stress Testing for Russian Real Sector: First Approach," Journal of the New Economic Association, New Economic Association, vol. 16(4), pages 46-70.
    9. Karminsky, A. & Kostrov, A., 2013. "Modeling the Default Probabilities of Russian Banks: Extended Abillities," Journal of the New Economic Association, New Economic Association, vol. 17(1), pages 64-86.

  27. Karminsky, Alexandr & Peresetsky, Anatoly, 2007. "Models of Banks Ratings," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 5(1), pages 3-19.

    Cited by:

    1. Alexander Karminsky & Richard Hainsworth & Vasily Solodkov, 2013. "Arm’s Length Method for Comparing Rating Scales," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 3(2), pages 114-135, December.
    2. Aivazian, Sergey & Golovan, Sergey & Karminsky, Alexander & Peresetsky, Anatoly, 2011. "An approach to ratings mapping," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 23(3), pages 13-40.
    3. Zhivaikina, A. & Peresetsky, A., 2017. "Russian Bank Credit Ratings and Bank License Withdrawal 2012-2016," Journal of the New Economic Association, New Economic Association, vol. 36(4), pages 49-80.
    4. Anatoly Peresetsky, Alexander Karminsky, 2011. "Models for Moody’s Bank Ratings," Frontiers in Finance and Economics, SKEMA Business School, vol. 8(1), pages 88-110, April.
    5. Alexander M. Karminsky & Ella Khromova, 2016. "Modelling banks’ credit ratings of international agencies," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 6(3), pages 341-363, December.
    6. Peresetsky, A. A., 2011. "What factors drive the Russian banks license withdrawal," MPRA Paper 41507, University Library of Munich, Germany.
    7. Alexander Karminsky, 2016. "Rating models: emerging market distinctions," Papers 1607.02422, arXiv.org.
    8. Alexander M. Karminsky & Sergei Grishunin & Natalya Dyachkova & Maxim Bisenov, 2020. "The comparison of empirical methods for modeling credit ratings of industrial companies from BRICS countries," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 10(2), pages 333-348, June.
    9. Peresetsky, Anatoly, 2009. "Models for the External Support Component of Moody's Bank Ratings," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 14(2), pages 3-23.
    10. Ошерович Инна Львовна, 2015. "Анализ вероятностных соответствий меж ду рейтингами ведущих меж дународных компаний Moody’s, Fitch и standard&poor’s," Вестник Финансового университета, CyberLeninka;Федеральное государственное образовательное бюджетное учреждение высшего профессионального образования «Финансовый университет при Правительстве Российской Федерации» (Финансовый университет), issue 3 (87), pages 136-148.
    11. Alexander M. Karminsky & Ella Khromova, 2018. "Increase of banks’ credit risks forecasting power by the usage of the set of alternative models," Russian Journal of Economics, ARPHA Platform, vol. 4(2), pages 155-174, June.
    12. Karminsky, A. & Dyachkova, N., 2020. "Empirical study of the relationship between credit cycles and changes in credit ratings," Journal of the New Economic Association, New Economic Association, vol. 48(4), pages 138-160.
    13. Denis Shibitov & Mariam Mamedli, 2019. "The finer points of model comparison in machine learning: forecasting based on russian banks’ data," Bank of Russia Working Paper Series wps43, Bank of Russia.
    14. Salnikov, V. & Mogilat, A. & Maslov, I., 2012. "Stress Testing for Russian Real Sector: First Approach," Journal of the New Economic Association, New Economic Association, vol. 16(4), pages 46-70.

  28. Пересецкий А.А., 2007. "Процентные Ставки Российских Банков. Рыночная Дисциплина И Страхование Депозитов," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 43(1), январь.

    Cited by:

    1. Maria Bondarenko & Maria Semenova, 2018. "Do High Deposit Interest Rates Signal Bank Default? Evidence from the Russian Retail Deposit Market," HSE Working papers WP BRP 65/FE/2018, National Research University Higher School of Economics.

  29. Пересецкий А.А. & Карминский А.М. & Ван Суст А.Г.О., 2004. "Моделирование Рейтингов Российских Банков," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 40(4), октябрь.
    See citations under working paper version above.
  30. Peresetsky, A. & Turmuhambetova, G. & Urga, G., 2001. "The development of the GKO futures market in Russia," Emerging Markets Review, Elsevier, vol. 2(1), pages 1-16, March.

    Cited by:

    1. Peresetsky, A. A., 2011. "What determines the behavior of the Russian stock market," MPRA Paper 41508, University Library of Munich, Germany.
    2. Mirzosharif JALOLOV & Tatsuyoshi MIYAKOSHI, 2005. "Who Drives The Russian Financial Markets?," The Developing Economies, Institute of Developing Economies, vol. 43(3), pages 374-395, September.

  31. Peresetsky, Anatoly & Ivanter, Alexander, 2000. "Interaction of the Russian Financial Markets," Economic Change and Restructuring, Springer, vol. 33(1-2), pages 103-140.

    Cited by:

    1. Peresetsky, A. A., 2011. "What determines the behavior of the Russian stock market," MPRA Paper 41508, University Library of Munich, Germany.
    2. Caporale, Guglielmo Maria & Gil-Alana, Luis A. & Tripathy, Trilochan, 2020. "Volatility persistence in the Russian stock market," Finance Research Letters, Elsevier, vol. 32(C).
    3. Guglielmo Maria Caporale & Luis A. Gil-Alana & Trilochan Tripathy, 2018. "Persistence in the Russian Stock Market Volatility Indices," CESifo Working Paper Series 7243, CESifo.
    4. Korhonen, Iikka & Peresetsky, Anatoly, 2013. "What determines stock market behavior in Russia and other emerging countries?," BOFIT Discussion Papers 4/2013, Bank of Finland Institute for Emerging Economies (BOFIT).

  32. Anatoly Peresetsky & Frans de Roon, 1997. "Risk premia in the ruble/dollar futures market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 17(2), pages 191-214, April.

    Cited by:

    1. Ivanter Alexander & Peresetsky Anatoly, 1999. "The Development of the State Bond Market," EERC Working Paper Series 99-06e, EERC Research Network, Russia and CIS.
    2. Peresetsky, Anatoly & Ivanter, Alexander, 2000. "Interaction of the Russian Financial Markets," Economic Change and Restructuring, Springer, vol. 33(1-2), pages 103-140.
    3. Peresetsky, A. & Turmuhambetova, G. & Urga, G., 2001. "The development of the GKO futures market in Russia," Emerging Markets Review, Elsevier, vol. 2(1), pages 1-16, March.
    4. Kumar, Satish & Trück, Stefan, 2014. "Unbiasedness and risk premiums in the Indian currency futures market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 13-32.

Chapters

  1. Anatoliy Peresetsky & Vladimir Popov, 2008. "Russia," Palgrave Macmillan Books, in: José María Fanelli (ed.), Macroeconomic Volatility, Institutions and Financial Architectures, chapter 8, pages 190-219, Palgrave Macmillan.

    Cited by:

    1. Popov, Vladimir, 2010. "To devalue or not to devalue? How East European countries responded to the outflow of capital in 1997-99 and in 2008-09," MPRA Paper 28112, University Library of Munich, Germany.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.