Анатолий Пересецкий
Names
| first: |
Anatoly |
| last: |
Peresetsky |
Identifer
Contact
Affiliations
-
National Research University Higher School of Economics (HSE)
/ International College of Economics and Finance (ICEF) (weight: 15%)
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New Economic School (NES) (weight: 15%)
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National Research University Higher School of Economics (HSE)
/ Faculty of Economics (weight: 70%)
Research profile
author of:
- A statistical explanation of the Dunning-Kruger effect
Working Papers, New Economic School (NES) (2021)
by Jan R. Magnus & Anatoly A. Peresetsky
(ReDIF-paper, abo:neswpt:w0286) - Sandwiched women: Health behavior, health, and life satisfaction
Working Papers, New Economic School (NES) (2022)
by Marina A. Kartseva & Anatoly A. Peresetsky
(ReDIF-paper, abo:neswpt:w0289) - Sandwiched women: Health behavior, health, and life satisfaction
Russian Journal of Economics, ARPHA Platform (2023)
by Marina A. Kartseva & Anatoly A. Peresetsky
(ReDIF-article, arh:jrujec:v:9:y:2023:i:3:p:306-328) - Volatility forecasting using global stochastic financial trends extracted from non-synchronous data
Econometrics and Statistics, Elsevier (2018)
by Grigoryeva, Lyudmila & Ortega, Juan-Pablo & Peresetsky, Anatoly
(ReDIF-article, eee:ecosta:v:5:y:2018:i:c:p:67-82) - The development of the GKO futures market in Russia
Emerging Markets Review, Elsevier (2001)
by Peresetsky, A. & Turmuhambetova, G. & Urga, G.
(ReDIF-article, eee:ememar:v:2:y:2001:i:1:p:1-16) - Collective management of residential housing in Russia: The importance of being social
Journal of Comparative Economics, Elsevier (2014)
by Borisova, Ekaterina I. & Polishchuk, Leonid & Peresetsky, Anatoly
(ReDIF-article, eee:jcecon:v:42:y:2014:i:3:p:609-629) - The Development of the State Bond Market
EERC Working Paper Series, EERC Research Network, Russia and CIS (1999)
by Ivanter Alexander & Peresetsky Anatoly
(ReDIF-paper, eer:wpalle:99-06e) - Models for Moody’s Bank Ratings
Frontiers in Finance and Economics, SKEMA Business School (2011)
by Anatoly Peresetsky, Alexander Karminsky
(ReDIF-article, ffe:journl:v:8:y:2011:i:1:p:88-110) - Comparison of Cryptocurrency and Stock Market Volatility Forecast Models
HSE Economic Journal, National Research University Higher School of Economics (2023)
by Artem Aganin & Vyacheslav Manevich & Anatoly Peresetsky & Polina Pogorelova
(ReDIF-article, hig:ecohse:2023:1:3) - What drives the Russian stock market: world market and political shocks
International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd (2014)
by Anatoly Peresetsky
(ReDIF-article, ids:ijcome:v:4:y:2014:i:1/2:p:82-95) - Autocorrelation in an unobservable global trend: does it help to forecast market returns?
International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd (2017)
by Anatoly A. Peresetsky & Ruslan I. Yakubov
(ReDIF-article, ids:ijcome:v:7:y:2017:i:1/2:p:152-169) - Interaction of the Russian Financial Markets
Economic Change and Restructuring, Springer (2000)
by Peresetsky, Anatoly & Ivanter, Alexander
(ReDIF-article, kap:ecopln:v:33:y:2000:i:1-2:p:103-40) - Probability of default models of Russian banks
Economic Change and Restructuring, Springer (2011)
by Anatoly Peresetsky & Alexandr Karminsky & Sergei Golovan
(ReDIF-article, kap:ecopln:v:44:y:2011:i:4:p:297-334) - What Influences Stock Market Behavior in Russia and Other Emerging Countries?
Emerging Markets Finance and Trade, Taylor & Francis Journals (2016)
by Iikka Korhonen & Anatoly Peresetsky
(ReDIF-article, mes:emfitr:v:52:y:2016:i:5:p:1210-1225) - Ratings as Measure of Financial Risk: Evolution, Function and Usage
Journal of the New Economic Association, New Economic Association (2009)
by Alexandr Karminsky & Anatoly Peresetsky
(ReDIF-article, nea:journl:y:2009:i:1-2:p:86-102) - International Importance Issues of a Russian Economic Journal
Journal of the New Economic Association, New Economic Association (2011)
by Aivazyan, S. & Peresetsky A.
(ReDIF-article, nea:journl:y:2011:i:12:p:161-164) - Russian Bank Credit Ratings and Bank License Withdrawal 2012-2016
Journal of the New Economic Association, New Economic Association (2017)
by Zhivaikina, A. & Peresetsky, A.
(ReDIF-article, nea:journl:y:2017i:36:p:49-80) - Google Trends and Bitcoin volatility forecast
Journal of the New Economic Association, New Economic Association (2024)
by Teterin, M. & Peresetsky, A.
(ReDIF-article, nea:journl:y:2024:i:64:p:118-135) - Unknown item RePEc:nos:voprec:2010-11-7 (article)
- Unknown item RePEc:nos:voprec:2016-07-7 (article)
- Managing Common Property in Russian Cities: An Economic Analysis of Homeowners Associations
Voprosy Ekonomiki, NP Voprosy Ekonomiki (2010)
by L. Polishchuk & E. Borisova & A. Peresetsky
(ReDIF-article, nos:voprec:y:2010:id:1099) - 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, NP Voprosy Ekonomiki (2016)
by N. Krasnopeeva & E. Nazrullaeva & A. Peresetsky & E. Shchetinin
(ReDIF-article, nos:voprec:y:2016:id:217) - Endogenous Household Classification: Russian Regions
Voprosy Ekonomiki, NP Voprosy Ekonomiki (2021)
by A. R. Nartikoev & A. A. Peresetsky
(ReDIF-article, nos:voprec:y:2021:id:3159) - Russia
Palgrave Macmillan Books, Palgrave Macmillan (2008)
by Anatoliy Peresetsky & Vladimir Popov
(ReDIF-chapter, pal:palchp:978-0-230-59018-2_8) - Technical efficiency and inefficiency: Reassurance of standard SFA models and a misspecification problem
MPRA Paper, University Library of Munich, Germany (2020)
by Kumbhakar, Subal C. & Peresetsky, Anatoly & Shchetynin, Yevgenii & Zaytsev, Alexey
(ReDIF-paper, pra:mprapa:102797) - Эндогенная Классификация Домохозяйств В Регионах России
[Endogenous household classification: Russian regions]
MPRA Paper, University Library of Munich, Germany (2020)
by Nartikoev, Alan & Peresetsky, Anatoly
(ReDIF-paper, pra:mprapa:104351) - Sandwiched women: Health behavior, health, and life satisfaction
MPRA Paper, University Library of Munich, Germany (2022)
by Kartseva, Marina & Peresetsky, Anatoly
(ReDIF-paper, pra:mprapa:113905) - Моделирование Рейтингов Российских Банков
[Modeling Russian Banks Ratings]
MPRA Paper, University Library of Munich, Germany (2004)
by Peresetsky, А. А. & Karminsky, A. M. & van Soest, A. H. O.
(ReDIF-paper, pra:mprapa:34630) - Models for Moody’s bank ratings
MPRA Paper, University Library of Munich, Germany (2011)
by Peresetsky, A. A. & Karminsky, A. M.
(ReDIF-paper, pra:mprapa:34864) - What factors drive the Russian banks license withdrawal
MPRA Paper, University Library of Munich, Germany (2011)
by Peresetsky, A. A.
(ReDIF-paper, pra:mprapa:41507) - What determines the behavior of the Russian stock market
MPRA Paper, University Library of Munich, Germany (2011)
by Peresetsky, A. A.
(ReDIF-paper, pra:mprapa:41508) - Непараметрические Оценки Эффективности Российских Банков
[Nonparametric estimates of Russian banks efficiency]
MPRA Paper, University Library of Munich, Germany (2010)
by Golovan, Sergei & Nazin, Vladimir & Peresetsky, Anatoly
(ReDIF-paper, pra:mprapa:56037) - 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 (2008)
by Golovan, Sergei & Karminsky, Alexandr & Peresetsky, Anatoly
(ReDIF-paper, pra:mprapa:56357) - Volatility forecasting using global stochastic financial trends extracted from non-synchronous data
MPRA Paper, University Library of Munich, Germany (2015)
by Grigoryeva, Lyudmila & Ortega, Juan-Pablo & Peresetsky, Anatoly
(ReDIF-paper, pra:mprapa:64503) - Autocorrelation in an unobservable global trend: Does it help to forecast market returns?
MPRA Paper, University Library of Munich, Germany (2015)
by Peresetsky, Anatoly & Yakubov, Ruslan
(ReDIF-paper, pra:mprapa:64579) - Applied Econometrics (RePEc:repec:ris:apltrx)
from Russian Presidential Academy of National Economy and Public Administration (RANEPA) as editor - The price of Moscow apartments
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA) (2010)
by Magnus, Jan & Peresetsky, Anatoly
(ReDIF-article, ris:apltrx:0001) - Market Discipline and Deposit Insurance
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA) (2008)
by Peresetsky, Anatoly
(ReDIF-article, ris:apltrx:0004) - Models of Banks Ratings
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA) (2007)
by Karminsky, Alexandr & Peresetsky, Anatoly
(ReDIF-article, ris:apltrx:0005) - Stochastic frontier in non-profit associations’ performance assessment (the case of homeowners’ associations)
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA) (2010)
by Borisova, Ekaterina I. & Peresetsky, Anatoly & Polishchuk, Leonid
(ReDIF-article, ris:apltrx:0010) - Models for the External Support Component of Moody's Bank Ratings
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA) (2009)
by Peresetsky, Anatoly
(ReDIF-article, ris:apltrx:0029) - An approach to ratings mapping
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA) (2011)
by Aivazian, Sergey & Golovan, Sergey & Karminsky, Alexander & Peresetsky, Anatoly
(ReDIF-article, ris:apltrx:0090) - Russian USE and olympiads as instruments for university admission selection
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA) (2011)
by Peresetsky, Anatoly & Davtian, Misak
(ReDIF-article, ris:apltrx:0091) - Modeling reasons for Russian bank license withdrawal: Unaccounted factors
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA) (2013)
by Peresetsky, Anatoly
(ReDIF-article, ris:apltrx:0209) - Russian Unified National Exams (UNE) and academic performance of ICEF HSE students
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA) (2013)
by Zamkov, Oleg & Peresetsky, Anatoly
(ReDIF-article, ris:apltrx:0212) - Technical efficiency of Russian plastic and rubber production firms
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA) (2013)
by Ipatova, Irina & Peresetsky, Аnatoly
(ReDIF-article, ris:apltrx:0224) - Autocorrelation in the global stochastic trend
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA) (2014)
by Durdyev, Ruslan & Peresetsky, Anatoly
(ReDIF-article, ris:apltrx:0243) - Do secrets come out? Statistical evaluation of student cheating
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA) (2016)
by Borisova, Ekaterina & Peresetsky, Anatoly
(ReDIF-article, ris:apltrx:0307) - Volatility of ruble exchange rate: Oil and sanctions
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA) (2018)
by Aganin, Artem & Peresetsky, Anatoly
(ReDIF-article, ris:apltrx:0353) - Modeling the dynamics of income distribution in Russia
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA) (2019)
by Nartikoev, Alan & Peresetsky, Anatoly
(ReDIF-article, ris:apltrx:0370) - Extracting the global stochastic trend from non-synchronous data on the volatility of financial indices
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA) (2020)
by Pogorelova, Polina & Peresetsky, Anatoly
(ReDIF-article, ris:apltrx:0387) - Stock market and cryptocurrency market volatility
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA) (2022)
by Manevich, Vyacheslav & Peresetsky, Anatoly & Pogorelova, Polina
(ReDIF-article, ris:apltrx:0439) - Can Ethereum predict Bitcoin’s volatility?
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA) (2025)
by Teterin, Maksim & Peresetsky, Anatoly
(ReDIF-article, ris:apltrx:0516) - Моделирование Рейтингов Российских Банков
Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ) (2004)
by Пересецкий А.А. & Карминский А.М. & Ван Суст А.Г.О.
(ReDIF-article, scn:cememm:40-4-2) - Процентные Ставки Российских Банков. Рыночная Дисциплина И Страхование Депозитов
Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ) (2007)
by Пересецкий А.А.
(ReDIF-article, scn:cememm:43-1-1) - Методы Оценки Вероятности Дефолта Банков
Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ) (2007)
by Пересецкий А.А.
(ReDIF-article, scn:cememm:43-3-4) - Эффективность Российских Банков С Точки Зрения Минимизации Издержек С Учетом Факторов Риска
Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ) (2008)
by Головань С.В. & Карминский А.М. & Пересецкий А.А.
(ReDIF-article, scn:cememm:44-4-3) - Непараметрические Оценки Эффективности Российских Банков
Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ) (2010)
by Головань С.В. & Назин В.В. & Пересецкий А.А.
(ReDIF-article, scn:cememm:46-3-4) - Cost efficiency of Kazakhstan and Russian banks: results from competing panel data models-super-1
Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals (2013)
by Subal Kumbhakar & Anatoly Peresetsky
(ReDIF-article, taf:macfem:v:6:y:2013:i:1:p:88-113) - Grade Expectations: Rationality and Overconfidence
Tinbergen Institute Discussion Papers, Tinbergen Institute (2017)
by Jan R. Magnus & Anatoly A. Peresetsky
(ReDIF-paper, tin:wpaper:20170054) - An Analysis of Ratings of Russian Banks
Discussion Paper, Tilburg University, Center for Economic Research (2003)
by van Soest, A.H.O. & Peresetsky, A. & Karminsky, A.M.
(ReDIF-paper, tiu:tiucen:5b60e672-da50-41be-af9c-a034d4bba368) - An Analysis of Ratings of Russian Banks
Other publications TiSEM, Tilburg University, School of Economics and Management (2003)
by van Soest, A.H.O. & Peresetsky, A. & Karminsky, A.M.
(ReDIF-paper, tiu:tiutis:5b60e672-da50-41be-af9c-a034d4bba368) - Risk premia in the ruble/dollar futures market
Journal of Futures Markets, John Wiley & Sons, Ltd. (1997)
by Anatoly Peresetsky & Frans de Roon
(ReDIF-article, wly:jfutmk:v:17:y:1997:i:2:p:191-214) - Probability of default models of Russian banks
BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) (2004)
by Peresetsky, Anatoly & Karminsky, Alexandr & Golovan, Sergei
(ReDIF-paper, zbw:bofitp:bdp2004_021) - Russian banks' private deposit interest rates and market discipline
BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) (2007)
by Peresetsky, A.A. & Karminsky, A.M. & Golovan, S.V.
(ReDIF-paper, zbw:bofitp:bdp2007_002) - Market discipline and deposit insurance in Russia
BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) (2008)
by Peresetsky, Anatoly
(ReDIF-paper, zbw:bofitp:bdp2008_014) - Models for Moody's bank ratings
BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) (2008)
by Peresetsky, Anatoly & Karminsky, Alexander
(ReDIF-paper, zbw:bofitp:bdp2008_017) - Bank cost efficiency in Kazakhstan and Russia
BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) (2010)
by Peresetsky, Anatoly
(ReDIF-paper, zbw:bofitp:bdp2010_001) - What determines stock market behavior in Russia and other emerging countries?
BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) (2013)
by Korhonen, Iikka & Peresetsky, Anatoly
(ReDIF-paper, zbw:bofitp:bdp2013_004) - Extracting global stochastic trend from non-synchronous data
BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) (2013)
by Korhonen, Iikka & Peresetsky, Anatoly
(ReDIF-paper, zbw:bofitp:bdp2013_015)