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Details about Yuri I. Sokolov

E-mail:yuri.iv.sokolov@gmail.com
Workplace:Scientific School "Economic Theory", Plekhanov Russian University of Economics, (more information at EDIRC)

Access statistics for papers by Yuri I. Sokolov.

Last updated 2012-10-07. Update your information in the RePEc Author Service.

Short-id: pso243


Working Papers

2012

  1. Modeling risk in a dynamically changing world: from association to causation
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2010

  1. Business cycle effects on portfolio credit risk: A simple FX Adjustment for a factor model
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)

2009

  1. Interaction between market and credit risk: Focus on the endogeneity of aggregate risk
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
 
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