Efficient estimation of semiparametric multivariate copula models X Chen, Y Fan, V Tsyrennikov Journal of the American Statistical Association 101 (475), 1228-1240, 2006 | 269 | 2006 |
Exchange rates and trade flows: Disconnected D Leigh, W Lian, M Poplawski-Ribeiro, V Tsyrennikov World Economic Outlook: Adjusting to Lower Commodity Prices, 105-142, 2015 | 126* | 2015 |
International portfolios: A comparison of solution methods K Rabitsch, S Stepanchuk, V Tsyrennikov Journal of International Economics 97 (2), 404-422, 2015 | 66 | 2015 |
A case for incomplete markets L Blume, T Cogley, D Easley, T Sargent, V Tsyrennikov Journal of Economic Theory, 2018 | 53* | 2018 |
Portfolio and welfare consequences of debt market dominance S Stepanchuk, V Tsyrennikov Journal of Monetary Economics 74, 89-101, 2015 | 44* | 2015 |
Envelope Condition Method with an Application to Default Risk Models T Arellano, Maliar, Maliar Journal of Economic Dynamics and Control 69, 436-459, 2016 | 37 | 2016 |
Wealth dynamics in a bond economy with heterogeneous beliefs T Cogley, TJ Sargent, V Tsyrennikov The Economic Journal 124 (575), 1-30, 2014 | 37* | 2014 |
Capital flows under moral hazard V Tsyrennikov Journal of Monetary Economics 60 (1), 92-108, 2013 | 25* | 2013 |
Heterogeneous beliefs, wealth distribution, and asset markets with risk of default V Tsyrennikov American Economic Review 102 (3), 156-160, 2012 | 11 | 2012 |
Market prices of risk with diverse beliefs, learning, and catastrophes T Cogley, TJ Sargent, V Tsyrennikov American Economic Review 102 (3), 141-146, 2012 | 10 | 2012 |
Exchange Rates and Trade Flows: Disconnected?, October 2015 World Economic Outlook D Leigh, W Lian, M Poplawski-Ribeiro, V Tsyrennikov International Monetary Fund, 2015 | 6 | 2015 |
Speculation and wealth when investors have diverse beliefs and financial markets are incomplete T Cogley, TJ Sargent, V Tsyrennikov Cornell University Working Paper, 2012 | 4 | 2012 |
Mechanics of wealth dynamics with heterogeneous beliefs V Tsyrennikov unpublished manuscript, Cornell University, 2011 | 3 | 2011 |
A Trillion Dollar Question: How Much Does Russia Cost Ukraine? V Tsyrennikov | 2 | 2022 |
Investment, speculation, and financial regulation V Tsyrennikov | 2 | 2014 |
Trading on Sunspots B Jovanovic, V Tsyrennikov | 1* | 2014 |
Fiscal Policy, Sovereign Debt and Default with Model Misspecification V Tsyrennikov Working Paper, Cornell University, 2014 | 1 | 2014 |
Heterogeneous Beliefs, Asset Prices and Wealth Dynamics V Tsyrennikov Working Paper. 19 20 21 22 23 24 25 26, 2011 | 1 | 2011 |
Non-parametric distributions, uncertainty, and asset prices O Rarytska, V Tsyrennikov, H Verheggen | | 2020 |
Capital Flows, Speculation, and Capital Controls O Rarytska, V Tsyrennikov | | 2019 |