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Yuri I. Sokolov

Personal Details

First Name:Yuri
Middle Name:I.
Last Name:Sokolov
Suffix:
RePEc Short-ID:pso243

Affiliation

Scientific School "Economic Theory"
Plekhanov Russian University of Economics

Moscow, Russia
http://eng.rea.ru/Home/Post/202
RePEc:edi:sepleru (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Sokolov, Yuri, 2012. "Modeling risk in a dynamically changing world: from association to causation," MPRA Paper 40096, University Library of Munich, Germany.
  2. Sokolov, Yuri, 2010. "Business cycle effects on portfolio credit risk: A simple FX Adjustment for a factor model," MPRA Paper 27222, University Library of Munich, Germany.
  3. Sokolov, Yuri, 2009. "Interaction between market and credit risk: Focus on the endogeneity of aggregate risk," MPRA Paper 18245, University Library of Munich, Germany.

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. Sokolov, Yuri, 2012. "Modeling risk in a dynamically changing world: from association to causation," MPRA Paper 40096, University Library of Munich, Germany.

    Cited by:

    1. Constantin ANGHELACHE & Andreea – Ioana MARINESCU & Maria MIREA, 2017. "Models of Insolvency Risk Analysis in Financial and Banking Institutions," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 65(11), pages 72-78, November.

  2. Sokolov, Yuri, 2010. "Business cycle effects on portfolio credit risk: A simple FX Adjustment for a factor model," MPRA Paper 27222, University Library of Munich, Germany.

    Cited by:

    1. Sokolov, Yuri, 2012. "Modeling risk in a dynamically changing world: from association to causation," MPRA Paper 40096, University Library of Munich, Germany.

  3. Sokolov, Yuri, 2009. "Interaction between market and credit risk: Focus on the endogeneity of aggregate risk," MPRA Paper 18245, University Library of Munich, Germany.

    Cited by:

    1. Constantin ANGHELACHE & Gabriela Victoria ANGHELACHE & Madalina – Gabriela Anghel & Georgiana NITA, 2016. "General Notions on Banking Risks," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 64(5), pages 7-10, May.
    2. Sokolov, Yuri, 2012. "Modeling risk in a dynamically changing world: from association to causation," MPRA Paper 40096, University Library of Munich, Germany.
    3. Sokolov, Yuri, 2010. "Business cycle effects on portfolio credit risk: A simple FX Adjustment for a factor model," MPRA Paper 27222, University Library of Munich, Germany.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 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 (2) 2009-11-14 2010-12-18
  2. NEP-RMG: Risk Management (2) 2009-11-14 2012-07-23
  3. NEP-MAC: Macroeconomics (1) 2010-12-18

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