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Details about Alexandr M. Karminsky

E-mail:
Homepage:http://www.hse.ru/org/persons/3545842
Workplace:Faculty of Economics, National Research University Higher School of Economics, (more information at EDIRC)

Access statistics for papers by Alexandr M. Karminsky.

Last updated 2019-01-12. Update your information in the RePEc Author Service.

Short-id: pka794


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Working Papers

2018

  1. Bank ownership and profit efficiency of Russian banks
    BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition Downloads View citations (2)

2016

  1. Discontinuity in Relative Credit Losses: Evidence from Defaults on Government-Insured Residential Mortgages
    HSE Working papers, National Research University Higher School of Economics Downloads
  2. Rating models: emerging market distinctions
    Papers, arXiv.org Downloads

2012

  1. Arm's Length Method for Comparing Rating Scales
    HSE Working papers, National Research University Higher School of Economics Downloads View citations (6)
    See also Journal Article in Eurasian Economic Review (2013)
  2. Comparison of default probability models: Russian experience
    HSE Working papers, National Research University Higher School of Economics Downloads View citations (3)

2011

  1. Models for Moody’s bank ratings
    MPRA Paper, University Library of Munich, Germany Downloads View citations (9)
    Also in BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition (2008) Downloads View citations (8)

    See also Journal Article in Frontiers in Finance and Economics (2011)

2008

  1. Эффективность российских банков с точки зрения минимизации издержек, с учетом факторов риска
    (Cost efficiency of Russian banks. Models with risk factors)
    MPRA Paper, University Library of Munich, Germany Downloads

2007

  1. Russian banks' private deposit interest rates and market discipline
    BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition Downloads View citations (6)

2004

  1. Probability of default models of Russian banks
    BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition Downloads View citations (13)
    See also Journal Article in Economic Change and Restructuring (2011)
  2. Моделирование рейтингов российских банков
    (Modeling Russian Banks Ratings)
    MPRA Paper, University Library of Munich, Germany Downloads

2003

  1. An Analysis of Ratings of Russian Banks
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (12)

Journal Articles

2018

  1. Does Economic Policy Uncertainty Lead Systemic Risk? A Comparative Analysis of Selected European Countries
    Comparative Economic Studies, 2018, 60, (3), 332-360 Downloads View citations (1)
  2. Increase of banks’ credit risks forecasting power by the usage of the set of alternative models
    Russian Journal of Economics, 2018, 4, (2), 155-174 Downloads
  3. Negative Net Worth of Manufacturing Companies: Corporate Governance and Industry Expectations
    Journal of the New Economic Association, 2018, 38, (2), 76-103 Downloads
  4. The macroeconomic and institutional determinants of the profit efficiency frontier for Russian banks
    Applied Econometrics, 2018, 49, 91-114 Downloads View citations (1)

2017

  1. The back side of banking in Russia: forecasting bank failures with negative capital
    International Journal of Computational Economics and Econometrics, 2017, 7, (1/2), 170-209 Downloads View citations (5)

2016

  1. Modelling banks’ credit ratings of international agencies
    Eurasian Economic Review, 2016, 6, (3), 341-363 Downloads View citations (1)

2015

  1. Erratum to: The probability of default in Russian banking
    Eurasian Economic Review, 2015, 5, (2), 369-370 Downloads
  2. Stress Testing of Retail and Corporate Segments of Russian Credit Market
    International Journal of Management Science and Business Administration, 2015, 1, (10), 7-19 Downloads
  3. The Assessment of Default Probability for the Project Finance Transactions
    Journal of the New Economic Association, 2015, 26, (2), 99-122 Downloads

2014

  1. The probability of default in Russian banking
    Eurasian Economic Review, 2014, 4, (1), 81-98 Downloads View citations (10)

2013

  1. Arm’s Length Method for Comparing Rating Scales
    Eurasian Economic Review, 2013, 3, (2), 114-135 Downloads View citations (4)
    See also Working Paper (2012)
  2. Developing a Toolkit for the Mega-Regulator
    Journal of the New Economic Association, 2013, 19, (3), 146-149 Downloads
  3. Modeling the Default Probabilities of Russian Banks: Extended Abillities
    Journal of the New Economic Association, 2013, 17, (1), 64-86 Downloads View citations (3)

2011

  1. An approach to ratings mapping
    Applied Econometrics, 2011, 23, (3), 13-40 Downloads View citations (2)
  2. Comparison of Bank Credit Ratings for Various Agencies
    Journal of the New Economic Association, 2011, (12), 102-123 Downloads View citations (1)
  3. Models for Moody’s Bank Ratings
    Frontiers in Finance and Economics, 2011, 8, (1), 88-110 Downloads
    See also Working Paper (2011)
  4. Probability of default models of Russian banks
    Economic Change and Restructuring, 2011, 44, (4), 297-334 Downloads View citations (40)
    See also Working Paper (2004)

2009

  1. Ratings as Measure of Financial Risk: Evolution, Function and Usage
    Journal of the New Economic Association, 2009, (1-2), 86-102 Downloads View citations (3)

2007

  1. Models of Banks Ratings
    Applied Econometrics, 2007, 5, (1), 3-19 Downloads View citations (10)
 
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