关注
Viktor Tsyrennikov
Viktor Tsyrennikov
Promontory
在 nyu.edu 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Efficient estimation of semiparametric multivariate copula models
X Chen, Y Fan, V Tsyrennikov
Journal of the American Statistical Association 101 (475), 1228-1240, 2006
2692006
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
662015
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
372016
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
112012
Market prices of risk with diverse beliefs, learning, and catastrophes
T Cogley, TJ Sargent, V Tsyrennikov
American Economic Review 102 (3), 141-146, 2012
102012
Exchange Rates and Trade Flows: Disconnected?, October 2015 World Economic Outlook
D Leigh, W Lian, M Poplawski-Ribeiro, V Tsyrennikov
International Monetary Fund, 2015
62015
Speculation and wealth when investors have diverse beliefs and financial markets are incomplete
T Cogley, TJ Sargent, V Tsyrennikov
Cornell University Working Paper, 2012
42012
Mechanics of wealth dynamics with heterogeneous beliefs
V Tsyrennikov
unpublished manuscript, Cornell University, 2011
32011
A Trillion Dollar Question: How Much Does Russia Cost Ukraine?
V Tsyrennikov
22022
Investment, speculation, and financial regulation
V Tsyrennikov
22014
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
12014
Heterogeneous Beliefs, Asset Prices and Wealth Dynamics
V Tsyrennikov
Working Paper. 19 20 21 22 23 24 25 26, 2011
12011
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
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