IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!) to follow this author

Anatoly Peresetsky
(Анатолий Пересецкий)

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

Personal Details

First Name:Anatoly
Middle Name:
Last Name:Peresetsky
Suffix:
RePEc Short-ID:ppe492
[This author has chosen not to make the email address public]
Moscow, Russia
http://economics.hse.ru/

: +7(495)7713232
+7(495)6287931
Moscow 101987, Myasnitskaya street, 20
RePEc:edi:fehseru (more details at EDIRC)
Moscow, Russia
http://icef.hse.ru/

: (7) 095 923 52 56
+7(495)6287931
Myasnitsky proezd, 4/3, Moscow 107078
RePEc:edi:ichseru (more details at EDIRC)
Moscow, Russia
http://www.cemi.rssi.ru/

: (095) 1291011
(095) 3107015
47 Nakhimovsky prospect, 117418, Moscow
RePEc:edi:cerasru (more details at EDIRC)

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

  1. Top Russian Federation Economists
in new window
  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. 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.
  3. 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 Economies in Transition.
  4. Korhonen, Iikka & Peresetsky, Anatoly, 2013. "Extracting global stochastic trend from non-synchronous data," BOFIT Discussion Papers 15/2013, Bank of Finland, Institute for Economies in Transition.
  5. Peresetsky, A. A., 2011. "What factors drive the Russian banks license withdrawal," MPRA Paper 41507, University Library of Munich, Germany.
  6. Peresetsky, A. A. & Karminsky, A. M., 2011. "Models for Moody’s bank ratings," MPRA Paper 34864, University Library of Munich, Germany.
  7. Peresetsky, A. A., 2011. "What determines the behavior of the Russian stock market," MPRA Paper 41508, University Library of Munich, Germany.
  8. Peresetsky, Anatoly, 2010. "Bank cost efficiency in Kazakhstan and Russia," BOFIT Discussion Papers 1/2010, Bank of Finland, Institute for Economies in Transition.
  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.
  10. Peresetsky, Anatoly, 2008. "Market discipline and deposit insurance in Russia," BOFIT Discussion Papers 14/2008, Bank of Finland, Institute for Economies in Transition.
  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.
  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 Economies in Transition.
  13. 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.
  14. Peresetsky, Anatoly & Karminsky, Alexandr & Golovan, Sergei, 2004. "Probability of default models of Russian banks," BOFIT Discussion Papers 21/2004, Bank of Finland, Institute for Economies in Transition.
  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.
  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.
  1. 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.
  2. Durdyev, Ruslan & Peresetsky, Anatoly, 2014. "Autocorrelation in the global stochastic trend," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 35(3), pages 39-58.
  3. 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.
  4. 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.
  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, vol. 6(1), pages 88-113, March.
  6. Ipatova, Irina & Peresetsky, Аnatoly, 2013. "Technical efficiency of Russian plastic and rubber production firms," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 32(4), pages 71-92.
  7. Peresetsky, Anatoly, 2013. "Modeling reasons for Russian bank license withdrawal: Unaccounted factors," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 30(2), pages 49-64.
  8. Zamkov, Oleg & Peresetsky, Anatoly, 2013. "Russian Unified National Exams (UNE) and academic performance of ICEF HSE students," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 30(2), pages 93-114.
  9. 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.
  10. Aivazian, Sergey & Golovan, Sergey & Karminsky, Alexander & Peresetsky, Anatoly, 2011. "An approach to ratings mapping," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 23(3), pages 13-40.
  11. 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.
  12. 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.
  13. Peresetsky, Anatoly & Davtian, Misak, 2011. "Russian USE and olympiads as instruments for university admission selection," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 23(3), pages 41-56.
  14. Magnus, Jan & Peresetsky, Anatoly, 2010. "The price of Moscow apartments," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 17(1), pages 89-105.
  15. 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", vol. 20(4), pages 75-101.
  16. 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", vol. 11.
  17. 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.
  18. Peresetsky, Anatoly, 2009. "Models for the External Support Component of Moody's Bank Ratings," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 14(2), pages 3-23.
  19. 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.
  20. 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.
  21. Peresetsky, Anatoly, 2008. "Market Discipline and Deposit Insurance," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 11(3), pages 3-14.
  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), vol. 43(1), январь.
  23. Karminsky, Alexandr & Peresetsky, Anatoly, 2007. "Models of Banks Ratings," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 5(1), pages 3-19.
  24. Пересецкий А.А., 2007. "Методы Оценки Вероятности Дефолта Банков," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 43(3), июль.
  25. 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.
  26. 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.
  27. Peresetsky, Anatoly & Ivanter, Alexander, 2000. "Interaction of the Russian Financial Markets," Economic Change and Restructuring, Springer, vol. 33(1-2), pages 103-40.
  28. 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, 04.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (4) 2006-10-07 2007-02-24 2010-03-06 2011-11-28. Author is listed
  2. NEP-TRA: Transition Economics (3) 2007-02-24 2008-10-07 2013-03-23. Author is listed
  3. NEP-CFN: Corporate Finance (2) 2008-12-01 2015-05-30. Author is listed
  4. NEP-CIS: Confederation of Independent States (2) 2008-10-07 2013-03-23. Author is listed
  5. NEP-ETS: Econometric Time Series (2) 2015-05-30 2015-05-30. Author is listed
  6. NEP-FOR: Forecasting (2) 2015-05-30 2015-05-30. Author is listed
  7. NEP-DCM: Discrete Choice Models (1) 2006-10-07
  8. NEP-ECM: Econometrics (1) 2015-05-30
  9. NEP-EFF: Efficiency & Productivity (1) 2010-03-06
  10. NEP-FIN: Finance (1) 2000-02-14
  11. NEP-IAS: Insurance Economics (1) 2008-10-07
  12. NEP-IFN: International Finance (1) 2000-02-15
  13. NEP-IND: Industrial Organization (1) 2000-02-15
  14. NEP-MAC: Macroeconomics (1) 2007-02-24
  15. NEP-ORE: Operations Research (1) 2013-07-15
  16. NEP-RMG: Risk Management (1) 2011-11-28
This author is among the top 5% authors according to these criteria:
  1. Betweenness measure in co-authorship network

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

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

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

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

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

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

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.