Details about Mikhail Stolbov

Access statistics for papers by Mikhail Stolbov.

Last updated 2024-11-07. Update your information in the RePEc Author Service.

Short-id: pst507

Working Papers

2015

1. Causality between credit depth and economic growth: Evidence from 24 OECD countries
   BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT)
   See also Journal Article Causality between credit depth and economic growth: evidence from 24 OECD countries, Empirical Economics, Springer (2017) View citations (16) (2017)

2014

2. The causal linkages between sovereign CDS prices for the BRICS and major European economies
   Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (6)
   See also Journal Article The causal linkages between sovereign CDS prices for the BRICS and major European economies, Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2014) View citations (6) (2014)

2013

3. Anatomy of international banking crises at the onset of the Great Recession
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Anatomy of international banking crises at the onset of the Great Recession, International Economics and Economic Policy, Springer (2015) View citations (2) (2015)

2012

4. International credit cycles: a regional perspective
   MPRA Paper, University Library of Munich, Germany View citations (3)
   See also Journal Article International Credit Cycles: A Regional Perspective, Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute (2014) (2014)
5. The finance-growth nexus revisited: From origins to a modern theoretical landscape
   Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (6)
   See also Journal Article The finance-growth nexus revisited: From origins to a modern theoretical landscape, Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2013) View citations (11) (2013)

2011

6. Do financial systems converge? A Comprehensive panel data approach and new evidence from a dataset for 102 countries
   MPRA Paper, University Library of Munich, Germany View citations (6)
7. The impact of financial sector on innovation activity: theoretical background and new evidence from russian banking sector
   MPRA Paper, University Library of Munich, Germany

Journal Articles

2024

1. Do sanctions trigger financial crises?
   Finance Research Letters, 2024, 64, (C) View citations (1)
2. The systemic risk-uncertainty-real economic activity nexus: What is beyond median estimation?
   Economics Letters, 2024, 235, (C)

2023

3. Credit risk linkages in the international banking network, 2000–2019
   Risk Management, 2023, 25, (3), 1-38
4. Sentiment-based indicators of real estate market stress and systemic risk: international evidence
   Annals of Finance, 2023, 19, (3), 355-382

2022

5. Has the Global Financial Crisis increased wealth inequality?
   International Economics, 2022, 169, (C), 148-160 View citations (2)
   Also in International Economics, 2022, (169), 148-160 (2022) View citations (3)
6. In Search of Global Determinants of National Credit-to-GDP Gaps
   Risks, 2022, 10, (12), 1-22
7. Modeling global real economic activity: Evidence from variable selection across quantiles
   The Journal of Economic Asymmetries, 2022, 25, (C) View citations (3)
8. What drives the expansion of research on banking crises? Cross-country evidence
   Applied Economics, 2022, 54, (52), 6054-6064
9. When central bank research meets Google search: A sentiment index of global financial stress
   Journal of International Financial Markets, Institutions and Money, 2022, 81, (C) View citations (3)

2021

10. A global perspective on macroprudential policy interaction with systemic risk, real economic activity, and monetary intervention
    Financial Innovation, 2021, 7, (1), 1-25 View citations (1)
11. Does global financial cycle drive systemic risk?
    Economics Bulletin, 2021, 41, (4), 2320-2329
12. Macrofinancial linkages in Europe: Evidence from quantile local projections
    International Journal of Finance & Economics, 2021, 26, (4), 5557-5569 View citations (6)

2020

13. Systemic risk, economic policy uncertainty and firm bankruptcies: Evidence from multivariate causal inference
    Research in International Business and Finance, 2020, 52, (C) View citations (21)
14. What predicts the legal status of cryptocurrencies?
    Economic Analysis and Policy, 2020, 67, (C), 273-291 View citations (5)

2019

15. Constructing a Financial Stress Index for Russia: New Approaches
    HSE Economic Journal, 2019, 23, (1), 32-60 View citations (1)
16. Is a more financially open world riskier?
    International Economics, 2019, (157), 99-116
    Also in International Economics, 2019, 157, (C), 99-116 (2019)
17. Was there a bubble in the ICO market?
    Economics Bulletin, 2019, 39, (4), 2448-2456 View citations (1)

2018

18. Does Economic Policy Uncertainty Lead Systemic Risk? A Comparative Analysis of Selected European Countries
    Comparative Economic Studies, 2018, 60, (3), 332-360 View citations (8)
19. Systemic risk in Europe: deciphering leading measures, common patterns and real effects
    Annals of Finance, 2018, 14, (1), 49-91 View citations (7)

2017

20. Assessing systemic risk and its determinants for advanced and major emerging economies: the case of ΔCoVaR
    International Economics and Economic Policy, 2017, 14, (1), 119-152 View citations (9)
21. Causality between credit depth and economic growth: evidence from 24 OECD countries
    Empirical Economics, 2017, 53, (2), 493-524 View citations (16)
    See also Working Paper Causality between credit depth and economic growth: Evidence from 24 OECD countries, BOFIT Discussion Papers (2015) (2015)
22. Determinants of sovereign credit risk: the case of Russia
    Post-Communist Economies, 2017, 29, (1), 51-70 View citations (7)

2015

23. Anatomy of international banking crises at the onset of the Great Recession
    International Economics and Economic Policy, 2015, 12, (4), 553-569 View citations (2)
    See also Working Paper Anatomy of international banking crises at the onset of the Great Recession, MPRA Paper (2013) (2013)

2014

24. How Are Interbank and Sovereign Debt Markets Linked? Evidence from 14 OECD Countries, the Euro Area and Russia
    Panoeconomicus, 2014, 61, (3), 331-348
25. International Credit Cycles: A Regional Perspective
    Economic Studies journal, 2014, (1), 21-47
    See also Working Paper International credit cycles: a regional perspective, MPRA Paper (2012) View citations (3) (2012)
26. The causal linkages between sovereign CDS prices for the BRICS and major European economies
    Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2014, 8, 1-43 View citations (6)
    See also Working Paper The causal linkages between sovereign CDS prices for the BRICS and major European economies, Economics Discussion Papers (2014) View citations (6) (2014)

2013

27. The finance-growth nexus revisited: From origins to a modern theoretical landscape
    Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2013, 7, 1-22 View citations (11)
    See also Working Paper The finance-growth nexus revisited: From origins to a modern theoretical landscape, Economics Discussion Papers (2012) View citations (6) (2012)

2012

28. Financial Accelerator Theory and the Russian Mortgage Market
    Journal of the New Economic Association, 2012, 13, (1), 79-98 View citations (1)
29. Some Findings of the Empirical Analysis of the 2008—2009 Global Crisis Determinants
    Voprosy Ekonomiki, 2012, (4)

2011

30. Statistics of Search Queries in Google as an Indicator of Financial Conditions
    Voprosy Ekonomiki, 2011, (11)

2009

31. The Evolution of Monetary Theories of Business Cycles
    Voprosy Ekonomiki, 2009, (7)

Edited books

2024

1. Systemic Financial Risk
   Springer Books, Springer