Details about Анатолий Пересецкий (Anatoly Peresetsky)

Access statistics for papers by Анатолий Пересецкий.

Last updated 2025-03-17. Update your information in the RePEc Author Service.

Short-id: ppe492

Working Papers

2022

1. Sandwiched women: Health behavior, health, and life satisfaction
   Working Papers, New Economic School (NES)
   Also in MPRA Paper, University Library of Munich, Germany (2022)
   See also Journal Article Sandwiched women: Health behavior, health, and life satisfaction, Russian Journal of Economics, ARPHA Platform (2023) (2023)

2021

2. A statistical explanation of the Dunning-Kruger effect
   Working Papers, New Economic School (NES)

2020

3. Technical efficiency and inefficiency: Reassurance of standard SFA models and a misspecification problem
   MPRA Paper, University Library of Munich, Germany View citations (1)
4. Эндогенная классификация домохозяйств в регионах России
   (Endogenous household classification: Russian regions)
   MPRA Paper, University Library of Munich, Germany

2017

5. Grade Expectations: Rationality and Overconfidence
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (3)

2015

6. Autocorrelation in an unobservable global trend: Does it help to forecast market returns?
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article Autocorrelation in an unobservable global trend: does it help to forecast market returns?, International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd (2017) View citations (6) (2017)
7. Volatility forecasting using global stochastic financial trends extracted from non-synchronous data
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Volatility forecasting using global stochastic financial trends extracted from non-synchronous data, Econometrics and Statistics, Elsevier (2018) View citations (7) (2018)

2013

8. Extracting global stochastic trend from non-synchronous data
   BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT)
9. What determines stock market behavior in Russia and other emerging countries?
   BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) View citations (1)

2011

10. Models for Moody’s bank ratings
    MPRA Paper, University Library of Munich, Germany View citations (9)
    Also in BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) (2008)
    See also Journal Article Models for Moody’s Bank Ratings, Frontiers in Finance and Economics, SKEMA Business School (2011) (2011)
11. What determines the behavior of the Russian stock market
    MPRA Paper, University Library of Munich, Germany View citations (9)
12. What factors drive the Russian banks license withdrawal
    MPRA Paper, University Library of Munich, Germany View citations (1)

2010

13. Bank cost efficiency in Kazakhstan and Russia
    BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT)
14. Непараметрические оценки эффективности российских банков
    (Nonparametric estimates of Russian banks efficiency)
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Непараметрические оценки эффективности российских банков, Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ) (2010) View citations (2) (2010)

2008

15. Market discipline and deposit insurance in Russia
    BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) View citations (5)
16. 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
    See also Journal Article Эффективность российских банков с точки зрения минимизации издержек с учетом факторов риска, Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ) (2008) View citations (14) (2008)

2007

17. Russian banks' private deposit interest rates and market discipline
    BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) View citations (2)

2004

18. Probability of default models of Russian banks
    BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) View citations (1)
    See also Journal Article Probability of default models of Russian banks, Economic Change and Restructuring, Springer (2011) View citations (47) (2011)
19. Моделирование рейтингов российских банков
    (Modeling Russian Banks Ratings)
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Моделирование рейтингов российских банков, Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ) (2004) View citations (5) (2004)

2003

20. An Analysis of Ratings of Russian Banks
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (16)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2003) View citations (18)

1999

21. The Development of the State Bond Market
    EERC Working Paper Series, EERC Research Network, Russia and CIS View citations (1)

Journal Articles

2025

1. Can Ethereum predict Bitcoin’s volatility?
   Applied Econometrics, 2025, 77, 74-90

2024

2. Google Trends and Bitcoin volatility forecast
   Journal of the New Economic Association, 2024, 65, (4), 118-135

2023

3. Comparison of Cryptocurrency and Stock Market Volatility Forecast Models
   HSE Economic Journal, 2023, 27, (1), 49–77 View citations (1)
4. Sandwiched women: Health behavior, health, and life satisfaction
   Russian Journal of Economics, 2023, 9, (3), 306-328
   See also Working Paper Sandwiched women: Health behavior, health, and life satisfaction, Working Papers (2022) (2022)

2022

5. Stock market and cryptocurrency market volatility
   Applied Econometrics, 2022, 65, 65-76 View citations (1)

2021

6. Endogenous Household Classification: Russian Regions
   Voprosy Ekonomiki, 2021, (5)

2020

7. Extracting the global stochastic trend from non-synchronous data on the volatility of financial indices
   Applied Econometrics, 2020, 57, 53-71 View citations (1)

2019

8. Modeling the dynamics of income distribution in Russia
   Applied Econometrics, 2019, 54, 105-125 View citations (2)

2018

9. Volatility forecasting using global stochastic financial trends extracted from non-synchronous data
   Econometrics and Statistics, 2018, 5, (C), 67-82 View citations (7)
   See also Working Paper Volatility forecasting using global stochastic financial trends extracted from non-synchronous data, MPRA Paper (2015) (2015)
10. Volatility of ruble exchange rate: Oil and sanctions
    Applied Econometrics, 2018, 52, 5-21 View citations (8)

2017

11. 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 View citations (6)
    See also Working Paper Autocorrelation in an unobservable global trend: Does it help to forecast market returns?, MPRA Paper (2015) View citations (1) (2015)
12. Russian Bank Credit Ratings and Bank License Withdrawal 2012-2016
    Journal of the New Economic Association, 2017, 36, (4), 49-80 View citations (7)

2016

13. Do secrets come out? Statistical evaluation of student cheating
    Applied Econometrics, 2016, 44, 119-130
14. To export or not to export? The link between the exporter status of a firmand its technical efficiency in Russia’s manufacturing sector
    Voprosy Ekonomiki, 2016, (7)
15. What Influences Stock Market Behavior in Russia and Other Emerging Countries?
    Emerging Markets Finance and Trade, 2016, 52, (5), 1210-1225 View citations (11)

2014

16. Autocorrelation in the global stochastic trend
    Applied Econometrics, 2014, 35, (3), 39-58 View citations (4)
17. Collective management of residential housing in Russia: The importance of being social
    Journal of Comparative Economics, 2014, 42, (3), 609-629 View citations (5)
18. What drives the Russian stock market: world market and political shocks
    International Journal of Computational Economics and Econometrics, 2014, 4, (1/2), 82-95 View citations (7)

2013

19. 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 View citations (15)
20. Modeling reasons for Russian bank license withdrawal: Unaccounted factors
    Applied Econometrics, 2013, 30, (2), 49-64 View citations (3)
21. Russian Unified National Exams (UNE) and academic performance of ICEF HSE students
    Applied Econometrics, 2013, 30, (2), 93-114 View citations (4)
22. Technical efficiency of Russian plastic and rubber production firms
    Applied Econometrics, 2013, 32, (4), 71-92 View citations (7)

2011

23. An approach to ratings mapping
    Applied Econometrics, 2011, 23, (3), 13-40 View citations (2)
24. International Importance Issues of a Russian Economic Journal
    Journal of the New Economic Association, 2011, (12), 161-164 View citations (3)
25. Models for Moody’s Bank Ratings
    Frontiers in Finance and Economics, 2011, 8, (1), 88-110
    See also Working Paper Models for Moody’s bank ratings, MPRA Paper (2011) View citations (9) (2011)
26. Probability of default models of Russian banks
    Economic Change and Restructuring, 2011, 44, (4), 297-334 View citations (47)
    See also Working Paper Probability of default models of Russian banks, BOFIT Discussion Papers (2004) View citations (1) (2004)
27. Russian USE and olympiads as instruments for university admission selection
    Applied Econometrics, 2011, 23, (3), 41-56 View citations (10)

2010

28. Managing Common Property in Russian Cities: An Economic Analysis of Homeowners Associations
    Voprosy Ekonomiki, 2010, (11)
29. Stochastic frontier in non-profit associations’ performance assessment (the case of homeowners’ associations)
    Applied Econometrics, 2010, 20, (4), 75-101 View citations (4)
30. The price of Moscow apartments
    Applied Econometrics, 2010, 17, (1), 89-105 View citations (6)
31. Непараметрические оценки эффективности российских банков
    Журнал Экономика и математические методы (ЭММ), 2010, 46, (3) View citations (2)
    See also Working Paper Непараметрические оценки эффективности российских банков, MPRA Paper (2010) (2010)

2009

32. Models for the External Support Component of Moody's Bank Ratings
    Applied Econometrics, 2009, 14, (2), 3-23 View citations (5)
33. Ratings as Measure of Financial Risk: Evolution, Function and Usage
    Journal of the New Economic Association, 2009, (1-2), 86-102 View citations (5)

2008

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

2007

36. Models of Banks Ratings
    Applied Econometrics, 2007, 5, (1), 3-19 View citations (16)
37. Методы оценки вероятности дефолта банков
    Журнал Экономика и математические методы (ЭММ), 2007, 43, (3) View citations (11)
38. Процентные ставки российских банков. Рыночная дисциплина и страхование депозитов
    Журнал Экономика и математические методы (ЭММ), 2007, 43, (1) View citations (1)

2004

39. Моделирование рейтингов российских банков
    Журнал Экономика и математические методы (ЭММ), 2004, 40, (4) View citations (5)
    See also Working Paper Моделирование рейтингов российских банков, MPRA Paper (2004) (2004)

2001

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

2000

41. Interaction of the Russian Financial Markets
    Economic Change and Restructuring, 2000, 33, (1-2), 103-40 View citations (5)

1997

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

Chapters

2008

1. Russia
   Palgrave Macmillan View citations (2)

Editor

1. Applied Econometrics
   Russian Presidential Academy of National Economy and Public Administration (RANEPA)