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Anatoly Peresetsky
(Анатолий Пересецкий)

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Personal Details

First Name: Anatoly
Middle Name:
Last Name: Peresetsky
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RePEc Short-ID: ppe492

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Affiliation

(45%) Faculty of Economics
National Research University Higher School of Economics
Location: Moscow, Russia
Homepage: http://economics.hse.ru/
Email:
Phone: +7(495)7713232
Fax: +7(495)6287931
Postal: Moscow 101987, Myasnitskaya street, 20
Handle: RePEc:edi:fehseru (more details at EDIRC)
(30%) International Laboratory of Quantitative Finance
National Research University Higher School of Economics
Location: Moscow, Russia
Homepage: http://ilqf.hse.ru/
Email:
Phone: +7(495)7713232
Fax: +7(495)6287931
Postal: Myasnitskaya 20, Moscow 101000
Handle: RePEc:edi:qfhseru (more details at EDIRC)
(10%) Central Economics and Mathematics Institute (CEMI)
Russian Academy of Sciences (RAS)
Location: Moscow, Russia
Homepage: http://www.cemi.rssi.ru/
Email:
Phone: (095) 1291011
Fax: (095) 3107015
Postal: 47 Nakhimovsky prospect, 117418, Moscow
Handle: RePEc:edi:cerasru (more details at EDIRC)
(10%) International College of Economics and Finance (ICEF)
National Research University Higher School of Economics
Location: Moscow, Russia
Homepage: http://icef.hse.ru/
Email:
Phone: (7) 095 923 52 56
Fax: +7(495)6287931
Postal: Myasnitsky proezd, 4/3, Moscow 107078
Handle: RePEc:edi:ichseru (more details at EDIRC)
(5%) New Economic School (NES)
Location: Moscow, Russia
Homepage: http://www.nes.ru/
Email:
Phone: (7-495) 956-9508
Fax: (7-495) 956-9508
Postal: 100, Novaya Street, Skolkovo, Moscow, 143025
Handle: RePEc:edi:nerasru (more details at EDIRC)

Lists

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

Works

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Working papers

  1. Korhonen, Iikka & Peresetsky , Anatoly, 2013. "What determines stock market behavior in Russia and other emerging countries?," BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition 4/2013, Bank of Finland, Institute for Economies in Transition.
  2. Korhonen, Iikka & Peresetsky , Anatoly, 2013. "Extracting global stochastic trend from non-synchronous data," BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition 15/2013, Bank of Finland, Institute for Economies in Transition.
  3. Peresetsky, A. A., 2011. "What determines the behavior of the Russian stock market," MPRA Paper, University Library of Munich, Germany 41508, University Library of Munich, Germany.
  4. Peresetsky, A. A., 2011. "What factors drive the Russian banks license withdrawal," MPRA Paper, University Library of Munich, Germany 41507, University Library of Munich, Germany.
  5. Golovan, Sergei & Nazin, Vladimir & Peresetsky, Anatoly, 2010. "Непараметрические Оценки Эффективности Российских Банков
    [Nonparametric estimates of Russian banks efficiency]
    ," MPRA Paper, University Library of Munich, Germany 56037, University Library of Munich, Germany, revised 2010.
  6. Peresetsky, Anatoly, 2010. "Bank cost efficiency in Kazakhstan and Russia," BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition 1/2010, Bank of Finland, Institute for Economies in Transition.
  7. Peresetsky , Anatoly, 2008. "Market Discipline and Deposit Insurance in Russia," BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition 14/2008, Bank of Finland, Institute for Economies in Transition.
  8. Golovan, Sergei & Karminsky, Alexandr & Peresetsky, Anatoly, 2008. "Эффективность Российских Банков С Точки Зрения Минимизации Издержек, С Учетом Факторов Риска
    [Cost efficiency of Russ
    ," MPRA Paper, University Library of Munich, Germany 56357, University Library of Munich, Germany.
  9. Peresetsky , Anatoly & Karminsky, Alexander, 2008. "Models for Moody’s bank ratings," BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition 17/2008, Bank of Finland, Institute for Economies in Transition.
  10. Peresetsky, A.A. & Karminsky, A.M. & Golovan, S.V., 2007. "Russian banks´ private deposit interest rates and market discipline," BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition 2/2007, Bank of Finland, Institute for Economies in Transition.
  11. Peresetsky, Anatoly A. & Karminsky, Alexandr A. & Golovan, Sergei V., 2004. "Probability of default models of Russian banks," BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition 21/2004, Bank of Finland, Institute for Economies in Transition.
  12. Peresetsky, А. А. & Karminsky, A. M. & van Soest, A. H. O., 2004. "Моделирование Рейтингов Российских Банков
    [Modeling Russian Banks Ratings]
    ," MPRA Paper, University Library of Munich, Germany 34630, University Library of Munich, Germany.
  13. Soest, A.H.O. van & Peresetsky, A. & Karminsky, A.M., 2003. "An Analysis of Ratings of Russian Banks," Discussion Paper, Tilburg University, Center for Economic Research 2003-85, Tilburg University, Center for Economic Research.
  14. Ivanter Alexander & Peresetsky Anatoly, 1999. "The Development of the State Bond Market," EERC Working Paper Series, EERC Research Network, Russia and CIS 99-06e, EERC Research Network, Russia and CIS.

Articles

  1. Durdyev, Ruslan & Peresetsky, Anatoly, 2014. "Autocorrelation in the global stochastic trend," Applied Econometrics, Publishing House "SINERGIA PRESS", Publishing House "SINERGIA PRESS", vol. 35(3), pages 39-58.
  2. Anatoly Peresetsky, 2014. "What drives the Russian stock market: world market and political shocks," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, Inderscience Enterprises Ltd, vol. 4(1/2), pages 82-95.
  3. Peresetsky, Anatoly, 2013. "Modeling reasons for Russian bank license withdrawal: Unaccounted factors," Applied Econometrics, Publishing House "SINERGIA PRESS", Publishing House "SINERGIA PRESS", vol. 30(2), pages 49-64.
  4. Ipatova, Irina & Peresetsky, Аnatoly, 2013. "Technical efficiency of Russian plastic and rubber production firms," Applied Econometrics, Publishing House "SINERGIA PRESS", Publishing House "SINERGIA PRESS", vol. 32(4), pages 71-92.
  5. 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, Taylor & Francis Journals, vol. 6(1), pages 88-113, March.
  6. Zamkov, Oleg & Peresetsky, Anatoly, 2013. "Russian Unified National Exams (UNE) and academic performance of ICEF HSE students," Applied Econometrics, Publishing House "SINERGIA PRESS", Publishing House "SINERGIA PRESS", vol. 30(2), pages 93-114.
  7. Peresetsky, Anatoly & Davtian, Misak, 2011. "Russian USE and olympiads as instruments for university admission selection," Applied Econometrics, Publishing House "SINERGIA PRESS", Publishing House "SINERGIA PRESS", vol. 23(3), pages 41-56.
  8. Aivazyan, S. & Peresetsky A., 2011. "International Importance Issues of a Russian Economic Journal," Journal of the New Economic Association, New Economic Association, New Economic Association, issue 12, pages 161-164.
  9. Anatoly Peresetsky & Alexandr Karminsky & Sergei Golovan, 2011. "Probability of default models of Russian banks," Economic Change and Restructuring, Springer, Springer, vol. 44(4), pages 297-334, November.
  10. Aivazian, Sergey & Golovan, Sergey & Karminsky, Alexander & Peresetsky, Anatoly, 2011. "An approach to ratings mapping," Applied Econometrics, Publishing House "SINERGIA PRESS", Publishing House "SINERGIA PRESS", vol. 23(3), pages 13-40.
  11. Anatoly Peresetsky, Alexander Karminsky, 2011. "Models for Moody’s Bank Ratings," Frontiers in Finance and Economics, SKEMA Business School, SKEMA Business School, vol. 8(1), pages 88-110, April.
  12. 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), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 46(3), июль.
  13. Borisova, Ekaterina I. & Peresetsky, Anatoly & Polishchuk, Leonid, 2010. "Stochastic frontier in non-profit associations’ performance assessment (the case of homeowners’ associations)," Applied Econometrics, Publishing House "SINERGIA PRESS", Publishing House "SINERGIA PRESS", vol. 20(4), pages 75-101.
  14. L. Polishchuk & E. Borisova & A. Peresetsky., 2010. "Managing Common Property in Russian Cities: An Economic Analysis of Homeowners Associations," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 11.
  15. Magnus, Jan & Peresetsky, Anatoly, 2010. "The price of Moscow apartments," Applied Econometrics, Publishing House "SINERGIA PRESS", Publishing House "SINERGIA PRESS", vol. 17(1), pages 89-105.
  16. Alexandr Karminsky & Anatoly Peresetsky, 2009. "Ratings as Measure of Financial Risk: Evolution, Function and Usage," Journal of the New Economic Association, New Economic Association, New Economic Association, issue 1-2, pages 86-102.
  17. Peresetsky, Anatoly, 2009. "Models for the External Support Component of Moody's Bank Ratings," Applied Econometrics, Publishing House "SINERGIA PRESS", Publishing House "SINERGIA PRESS", vol. 14(2), pages 3-23.
  18. 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), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 44(4), октяÐ.
  19. Peresetsky, Anatoly, 2008. "Market Discipline and Deposit Insurance," Applied Econometrics, Publishing House "SINERGIA PRESS", Publishing House "SINERGIA PRESS", vol. 11(3), pages 3-14.
  20. Karminsky, Alexandr & Peresetsky, Anatoly, 2007. "Models of Banks Ratings," Applied Econometrics, Publishing House "SINERGIA PRESS", Publishing House "SINERGIA PRESS", vol. 5(1), pages 3-19.
  21. Пересецкий А.А., 2007. "Методы Оценки Вероятности Дефолта Банков," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 43(3), июль.
  22. Пересецкий А.А., 2007. "Процентные Ставки Российских Банков. Рыночная Дисциплина И Страхование Депозитов," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 43(1), янваÑ.
  23. 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), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 40(4), октяÐ.
  24. Peresetsky, A. & Turmuhambetova, G. & Urga, G., 2001. "The development of the GKO futures market in Russia," Emerging Markets Review, Elsevier, Elsevier, vol. 2(1), pages 1-16, March.
  25. Peresetsky, Anatoly & Ivanter, Alexander, 2000. " Interaction of the Russian Financial Markets," Economic Change and Restructuring, Springer, Springer, vol. 33(1-2), pages 103-40.

NEP Fields

10 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2006-10-07
  2. NEP-BAN: Banking (6) 2006-10-07 2007-02-24 2008-10-07 2008-12-01 2010-03-06 2011-11-28. Author is listed
  3. NEP-CFN: Corporate Finance (1) 2008-12-01
  4. NEP-CIS: Confederation of Independent States (4) 2006-10-07 2008-10-07 2010-03-06 2013-03-23. Author is listed
  5. NEP-DCM: Discrete Choice Models (2) 2003-12-07 2006-10-07
  6. NEP-EFF: Efficiency & Productivity (1) 2010-03-06
  7. NEP-ENE: Energy Economics (1) 2013-03-23
  8. NEP-FMK: Financial Markets (2) 2006-10-07 2008-12-01
  9. NEP-IAS: Insurance Economics (2) 2007-02-24 2008-10-07
  10. NEP-IFN: International Finance (2) 2000-02-15 2003-12-07
  11. NEP-IND: Industrial Organization (1) 2000-02-15
  12. NEP-MAC: Macroeconomics (1) 2007-02-24
  13. NEP-ORE: Operations Research (1) 2013-07-15
  14. NEP-RMG: Risk Management (3) 2003-12-07 2008-12-01 2011-11-28. Author is listed
  15. NEP-TRA: Transition Economics (6) 2003-12-07 2006-10-07 2007-02-24 2008-10-07 2010-03-06 2013-03-23. Author is listed

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