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Details about Анатолий Пересецкий (Anatoly Peresetsky)

Workplace:Faculty of Economics, National Research University Higher School of Economics, (more information at EDIRC)
International College of Economics and Finance (ICEF), National Research University Higher School of Economics, (more information at EDIRC)
New Economic School (NES), (more information at EDIRC)

Access statistics for papers by Анатолий Пересецкий.

Last updated 2019-12-13. Update your information in the RePEc Author Service.

Short-id: ppe492


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Working Papers

2017

  1. Grade Expectations: Rationality and Overconfidence
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads

2015

  1. Autocorrelation in an unobservable global trend: Does it help to forecast market returns?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in International Journal of Computational Economics and Econometrics (2017)
  2. Volatility forecasting using global stochastic financial trends extracted from non-synchronous data
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Econometrics and Statistics (2018)

2013

  1. Extracting global stochastic trend from non-synchronous data
    BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition Downloads View citations (4)
  2. What determines stock market behavior in Russia and other emerging countries?
    BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition 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)
  2. What determines the behavior of the Russian stock market
    MPRA Paper, University Library of Munich, Germany Downloads View citations (6)
  3. What factors drive the Russian banks license withdrawal
    MPRA Paper, University Library of Munich, Germany Downloads

2010

  1. Bank cost efficiency in Kazakhstan and Russia
    BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition Downloads View citations (9)
  2. Непараметрические оценки эффективности российских банков
    (Nonparametric estimates of Russian banks efficiency)
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Журнал Экономика и математические методы (ЭММ) (2010)

2008

  1. Market discipline and deposit insurance in Russia
    BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition Downloads View citations (5)
  2. 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
    See also Journal Article in Журнал Экономика и математические методы (ЭММ) (2008)

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
    See also Journal Article in Журнал Экономика и математические методы (ЭММ) (2004)

2003

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

1999

  1. The Development of the State Bond Market
    EERC Working Paper Series, EERC Research Network, Russia and CIS Downloads

Journal Articles

2019

  1. Modeling the dynamics of income distribution in Russia
    Applied Econometrics, 2019, 54, 105-125 Downloads

2018

  1. Volatility forecasting using global stochastic financial trends extracted from non-synchronous data
    Econometrics and Statistics, 2018, 5, (C), 67-82 Downloads View citations (5)
    See also Working Paper (2015)
  2. Volatility of ruble exchange rate: Oil and sanctions
    Applied Econometrics, 2018, 52, 5-21 Downloads View citations (2)

2017

  1. Autocorrelation in an unobservable global trend: does it help to forecast market returns?
    International Journal of Computational Economics and Econometrics, 2017, 7, (1/2), 152-169 Downloads View citations (6)
    See also Working Paper (2015)
  2. Russian Bank Credit Ratings and Bank License Withdrawal 2012-2016
    Journal of the New Economic Association, 2017, 36, (4), 49-80 Downloads View citations (3)

2016

  1. Do secrets come out? Statistical evaluation of student cheating
    Applied Econometrics, 2016, 44, 119-130 Downloads
  2. To export or not to export? The link between the exporter status of a firm and its technical efficiency in Russia’s manufacturing sector
    VOPROSY ECONOMIKI, 2016, 7 View citations (2)
  3. What Influences Stock Market Behavior in Russia and Other Emerging Countries?
    Emerging Markets Finance and Trade, 2016, 52, (5), 1210-1225 Downloads View citations (5)

2014

  1. Autocorrelation in the global stochastic trend
    Applied Econometrics, 2014, 35, (3), 39-58 Downloads View citations (2)
  2. Collective management of residential housing in Russia: The importance of being social
    Journal of Comparative Economics, 2014, 42, (3), 609-629 Downloads View citations (4)
  3. What drives the Russian stock market: world market and political shocks
    International Journal of Computational Economics and Econometrics, 2014, 4, (1/2), 82-95 Downloads View citations (6)

2013

  1. Cost efficiency of Kazakhstan and Russian banks: results from competing panel data models-super-1
    Macroeconomics and Finance in Emerging Market Economies, 2013, 6, (1), 88-113 Downloads View citations (13)
  2. Modeling reasons for Russian bank license withdrawal: Unaccounted factors
    Applied Econometrics, 2013, 30, (2), 49-64 Downloads View citations (3)
  3. Russian Unified National Exams (UNE) and academic performance of ICEF HSE students
    Applied Econometrics, 2013, 30, (2), 93-114 Downloads View citations (3)
  4. Technical efficiency of Russian plastic and rubber production firms
    Applied Econometrics, 2013, 32, (4), 71-92 Downloads View citations (6)

2011

  1. An approach to ratings mapping
    Applied Econometrics, 2011, 23, (3), 13-40 Downloads View citations (4)
  2. International Importance Issues of a Russian Economic Journal
    Journal of the New Economic Association, 2011, (12), 161-164 Downloads View citations (3)
  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 (39)
    See also Working Paper (2004)
  5. Russian USE and olympiads as instruments for university admission selection
    Applied Econometrics, 2011, 23, (3), 41-56 Downloads View citations (9)

2010

  1. Managing Common Property in Russian Cities: An Economic Analysis of Homeowners Associations
    VOPROSY ECONOMIKI, 2010, 11 View citations (3)
  2. Stochastic frontier in non-profit associations’ performance assessment (the case of homeowners’ associations)
    Applied Econometrics, 2010, 20, (4), 75-101 Downloads View citations (4)
  3. The price of Moscow apartments
    Applied Econometrics, 2010, 17, (1), 89-105 Downloads View citations (3)
  4. Непараметрические оценки эффективности российских банков
    Журнал Экономика и математические методы (ЭММ), 2010, 46, (3) View citations (2)
    See also Working Paper (2010)

2009

  1. Models for the External Support Component of Moody's Bank Ratings
    Applied Econometrics, 2009, 14, (2), 3-23 Downloads View citations (4)
  2. 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)

2008

  1. Market Discipline and Deposit Insurance
    Applied Econometrics, 2008, 11, (3), 3-14 Downloads View citations (7)
  2. Эффективность российских банков с точки зрения минимизации издержек с учетом факторов риска
    Журнал Экономика и математические методы (ЭММ), 2008, 44, (4) View citations (8)
    See also Working Paper (2008)

2007

  1. Models of Banks Ratings
    Applied Econometrics, 2007, 5, (1), 3-19 Downloads View citations (10)
  2. Методы оценки вероятности дефолта банков
    Журнал Экономика и математические методы (ЭММ), 2007, 43, (3) View citations (8)
  3. Процентные ставки российских банков. Рыночная дисциплина и страхование депозитов
    Журнал Экономика и математические методы (ЭММ), 2007, 43, (1) View citations (1)

2004

  1. Моделирование рейтингов российских банков
    Журнал Экономика и математические методы (ЭММ), 2004, 40, (4) View citations (4)
    See also Working Paper (2004)

2001

  1. The development of the GKO futures market in Russia
    Emerging Markets Review, 2001, 2, (1), 1-16 Downloads View citations (2)

2000

  1. Interaction of the Russian Financial Markets
    Economic Change and Restructuring, 2000, 33, (1-2), 103-40 Downloads View citations (3)

1997

  1. Risk premia in the ruble/dollar futures market
    Journal of Futures Markets, 1997, 17, (2), 191-214 Downloads View citations (4)

Editor

  1. Applied Econometrics
    Publishing House "SINERGIA PRESS"
 
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