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Publications

by members of

Moscow State Institute of International Relations (MGIMO) → Department of Applied Economics

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Books |

Working papers

2020

  1. Dmitriev, Mikhail (Дмитриев, Михаил) & Kalmykov, Nikolay (Калмыков, Николай) & Larina, Anna (Ларина, Анна) & Krapil, Valeriy (Крапиль, Валерий), 2020, "Развитие Государственно-Частного Страхования Дорогостоящего Ухода И Лечения Пожилых Граждан С Учетом Поведенческих Эффектов И Количественной Оценки Рисков
    [Development of public-private insurance for expensive care and treatment of senior citizens    ," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number 032024, Mar.

2019

  1. Dmitriev, Mikhail (Дмитриев, Михаил) & Krapil, Valeriy (Крапиль, Валерий) & Kalmykov, Nikolay (Калмыков, Николай), 2019, "Development of approaches to the introduction of budgeting for activities in the performance of public functions and the provision of public services
    [Разработка Подходов К Внедрению Бюджетирования По Видам Деятельности При Исполнении Государствен    ," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number 051907, May.

2015

  1. Stolbov, Mikhail, 2015, "Causality between credit depth and economic growth: Evidence from 24 OECD countries," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 15/2015.

2014

  1. Stolbov, Mikhail, 2014, "The causal linkages between sovereign CDS prices for the BRICS and major European economies," Economics Discussion Papers, Kiel Institute for the World Economy, number 2014-9.

2013

  1. Stolbov, Mikhail, 2013, "Anatomy of international banking crises at the onset of the Great Recession," MPRA Paper, University Library of Munich, Germany, number 51236, Oct.

2012

  1. Stolbov, Mikhail, 2012, "International credit cycles: a regional perspective," MPRA Paper, University Library of Munich, Germany, number 37773, Mar.
  2. Stolbov, Mikhail, 2012, "The finance-growth nexus revisited: From origins to a modern theoretical landscape," Economics Discussion Papers, Kiel Institute for the World Economy, number 2012-45.
  3. Veysov, Alexander, 2012, "Financial System Classification: From Conventional Dichotomy to a More Modern View," MPRA Paper, University Library of Munich, Germany, number 40613, Jul.
  4. Veysov, Alexander, 2012, "Financial Contagion and Systemic Risk: From Theory to Applicable Macroeconomic Model," MPRA Paper, University Library of Munich, Germany, number 40612, Jun.

2011

  1. Veysov, Alexander & Stolbov, Mikhail, 2011, "Do financial systems converge? A Comprehensive panel data approach and new evidence from a dataset for 102 countries," MPRA Paper, University Library of Munich, Germany, number 36103, Jan.
  2. Veysov, Alexander & Stolbov, Mikhail, 2011, "The impact of financial sector on innovation activity: theoretical background and new evidence from russian banking sector," MPRA Paper, University Library of Munich, Germany, number 38747, Jan.

Journal articles

2026

  1. Stolbov, Mikhail & Shchepeleva, Maria, 2026, "Russia gives less than she receives: Evidence from the cross-country causal network of financial stress," Economic Systems, Elsevier, volume 50, issue 2, DOI: 10.1016/j.ecosys.2025.101359.
  2. Mikhail Stolbov & Maria Shchepeleva, 2026, "Measuring global financial stress: is there any role for large language models?," Annals of Finance, Springer, volume 22, issue 1, pages 1-22, June, DOI: 10.1007/s10436-026-00481-4.
  3. Stolbov, M. & Shchepeleva, M., 2026, "The role of sentometrics in analysing financial instability," Journal of the New Economic Association, New Economic Association, volume 71, issue 2, pages 331-341, DOI: 10.31737/22212264_2026_2_331-341.

2025

  1. Stolbov, Mikhail & Shchepeleva, Maria & Parfenov, Daniil, 2025, "What is the relationship between biodiversity and the frequency of financial crises? Global evidence," Economics Letters, Elsevier, volume 250, issue C, DOI: 10.1016/j.econlet.2025.112259.

2024

  1. Stolbov, Mikhail & Shchepeleva, Maria & Parfenov, Daniil, 2024, "The systemic risk-uncertainty-real economic activity nexus: What is beyond median estimation?," Economics Letters, Elsevier, volume 235, issue C, DOI: 10.1016/j.econlet.2024.111550.
  2. Shchepeleva, Maria & Stolbov, Mikhail & Weill, Laurent, 2024, "Do sanctions trigger financial crises?," Finance Research Letters, Elsevier, volume 64, issue C, DOI: 10.1016/j.frl.2024.105467.

2023

  1. Mikhail Stolbov & Maria Shchepeleva, 2023, "Sentiment-based indicators of real estate market stress and systemic risk: international evidence," Annals of Finance, Springer, volume 19, issue 3, pages 355-382, September, DOI: 10.1007/s10436-023-00429-y.
  2. Mikhail Stolbov & Daniil Parfenov, 2023, "Credit risk linkages in the international banking network, 2000–2019," Risk Management, Palgrave Macmillan, volume 25, issue 3, pages 1-38, September, DOI: 10.1057/s41283-023-00126-0.

2022

  1. Maria Shchepeleva & Mikhail Stolbov & Laurent Weill, 2022, "Has the Global Financial Crisis increased wealth inequality?," International Economics, CEPII research center, issue 169, pages 148-160.
  2. Stolbov, Mikhail & Shchepeleva, Maria & Karminsky, Alexander, 2022, "When central bank research meets Google search: A sentiment index of global financial stress," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 81, issue C, DOI: 10.1016/j.intfin.2022.101692.
  3. Stolbov, Mikhail & Shchepeleva, Maria, 2022, "Modeling global real economic activity: Evidence from variable selection across quantiles," The Journal of Economic Asymmetries, Elsevier, volume 25, issue C, DOI: 10.1016/j.jeca.2021.e00238.
  4. Mikhail Stolbov & Maria Shchepeleva, 2022, "In Search of Global Determinants of National Credit-to-GDP Gaps," Risks, MDPI, volume 10, issue 12, pages 1-22, December.
  5. M. I. Stolbov & M. A. Shchepeleva, 2022, "The impact of ESG-factors on financial stability," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 11, DOI: 10.32609/0042-8736-2022-11-136-148.
  6. Massimiliano Caporin & Mikhail Stolbov & Maria Shchepeleva, 2022, "What drives the expansion of research on banking crises? Cross-country evidence," Applied Economics, Taylor & Francis Journals, volume 54, issue 52, pages 6054-6064, November, DOI: 10.1080/00036846.2022.2056130.

2021

  1. Mikhail Stolbov & Maria Shchepeleva & Gazi Salah Uddin, 2021, "Does global financial cycle drive systemic risk?," Economics Bulletin, AccessEcon, volume 41, issue 4, pages 2320-2329.
  2. Mikhail I. Stolbov & Maria A. Shchepeleva & Alexander M. Karminsky, 2021, "A global perspective on macroprudential policy interaction with systemic risk, real economic activity, and monetary intervention," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-25, December, DOI: 10.1186/s40854-021-00257-x.
  3. Mikhail Stolbov & Maria Shchepeleva, 2021, "Macrofinancial linkages in Europe: Evidence from quantile local projections," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 26, issue 4, pages 5557-5569, October, DOI: 10.1002/ijfe.2080.

2020

  1. Stolbov, Mikhail & Shchepeleva, Maria, 2020, "What predicts the legal status of cryptocurrencies?," Economic Analysis and Policy, Elsevier, volume 67, issue C, pages 273-291, DOI: 10.1016/j.eap.2020.07.011.
  2. Stolbov, Mikhail & Shchepeleva, Maria, 2020, "Systemic risk, economic policy uncertainty and firm bankruptcies: Evidence from multivariate causal inference," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101172.

2019

  1. Mikhail Stolbov, 2019, "Is a more financially open world riskier?," International Economics, CEPII research center, issue 157, pages 99-116.
  2. Mikhail Stolbov, 2019, "Was there a bubble in the ICO market?," Economics Bulletin, AccessEcon, volume 39, issue 4, pages 2448-2456.
  3. Mikhail Stolbov, 2019, "Constructing a Financial Stress Index for Russia: New Approaches," HSE Economic Journal, National Research University Higher School of Economics, volume 23, issue 1, pages 32-60.

2018

  1. Mikhail Stolbov & Maria Shchepeleva, 2018, "Systemic risk in Europe: deciphering leading measures, common patterns and real effects," Annals of Finance, Springer, volume 14, issue 1, pages 49-91, February, DOI: 10.1007/s10436-017-0310-3.
  2. Mikhail Stolbov & Alexander Karminsky & Maria Shchepeleva, 2018, "Does Economic Policy Uncertainty Lead Systemic Risk? A Comparative Analysis of Selected European Countries," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 60, issue 3, pages 332-360, September, DOI: 10.1057/s41294-018-0065-5.

2017

  1. Mikhail Stolbov, 2017, "Assessing systemic risk and its determinants for advanced and major emerging economies: the case of ΔCoVaR," International Economics and Economic Policy, Springer, volume 14, issue 1, pages 119-152, January, DOI: 10.1007/s10368-015-0330-2.
  2. Mikhail Stolbov, 2017, "Causality between credit depth and economic growth: evidence from 24 OECD countries," Empirical Economics, Springer, volume 53, issue 2, pages 493-524, September, DOI: 10.1007/s00181-016-1142-0.
  3. Mikhail Stolbov, 2017, "Determinants of sovereign credit risk: the case of Russia," Post-Communist Economies, Taylor & Francis Journals, volume 29, issue 1, pages 51-70, January, DOI: 10.1080/14631377.2016.1237045.

2015

  1. Mikhail Stolbov, 2015, "Anatomy of international banking crises at the onset of the Great Recession," International Economics and Economic Policy, Springer, volume 12, issue 4, pages 553-569, October, DOI: 10.1007/s10368-014-0293-8.

2014

  1. Mikhail Stolbov, 2014, "International Credit Cycles: A Regional Perspective," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 21-47.
  2. Mikhail Stolbov, 2014, "How Are Interbank and Sovereign Debt Markets Linked? Evidence from 14 OECD Countries, the Euro Area and Russia," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 61, issue 3, pages 331-348.
  3. Stolbov, Mikhail, 2014, "The causal linkages between sovereign CDS prices for the BRICS and major European economies," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 8, pages 1-43, DOI: 10.5018/economics-ejournal.ja.2014-.

2013

  1. Stolbov, Mikhail, 2013, "The finance-growth nexus revisited: From origins to a modern theoretical landscape," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 7, pages 1-22, DOI: 10.5018/economics-ejournal.ja.2013-.

2012

  1. Stolbov, M., 2012, "Financial Accelerator Theory and the Russian Mortgage Market," Journal of the New Economic Association, New Economic Association, volume 13, issue 1, pages 79-98.

Books

2024

  1. Alexander Karminsky & Mikhail Stolbov (ed.), 2024, "Systemic Financial Risk," Springer Books, Springer, number 978-3-031-54809-3, ISBN: ARRAY(0x7202b598), DOI: 10.1007/978-3-031-54809-3.

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