Публикации
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2024
- "Grishunin S., Bukreeva A., Suloeva S., Burova E. Analysis of Yields andTheir Determinants in the European Corporate Green Bond Market // Risks. 2023. Vol. 11.No. 1. Article 14."
- "Карминский А.М., Фалько С.Г. (ред.). Контроллинг в банкe. М., Инфра-М, 2024, 300с.
- Pastukhov E. Characteristics and Development Trends of the Digital Assets Segment in Modern Practice in Russia and Abroad // Journal of Corporate Finance Research. 2024. Vol. 18. No. 2. doi
- Karminsky A. M., Alexandra A. Egorova, Чигирева Д. А. Ecological, Social and Governance Impact on the Company's Performance: Information Technology Sector Insight // International Journal of Information Technology and Decision Making. 2024. Vol. 1. No. 1. P. 1-12.
- Systemic Financial Risk / Ed. by A. M. Karminsky. Springer Publishing Company, 2024.
- Станкевич В. С., Бетина М. С., Зеньков А. И., Воробьев Е. А. Влияние внедрения цифрового рубля на структуру баланса, ликвидность и доходы коммерческих банков / Журнал «Финансы и Бизнес». Серия 16 "nomer-v-pechati". 2024. № 1.
- Egorova A. THE INFLUENCE OF ESG FACTORS ON THE COMPANIES PERFORMANCE IN DEVELOPED AND EMERGING MARKETS , in : Eurasian Business and Economics Perspectives. / Ed. by E. Demir, D. Hakan, A. Elcin Aykac, H. B. Mehmet. D. Ender. Springer, 2024.
- Pastukhov E., Grishunin S. Creation Of A Platform For Issuing Digital Financial Assets: Income, Costs And Risks // Procedia Computer Science. 2024. Vol. 242. P. 65-72. doi
- Shchepeleva M., Stolbov M., Weill L. Do Sanctions Trigger Financial Crises? // Finance Research Letters. 2024. ol. 64. Article 105467. doi
- Stolbov M., Shchepeleva M. Environmental performance, financial development, systemic risk and economic uncertainty: What are the linkages? // Environmental and Sustainability Indicators. 2024. Vol. 22. Article 100389. doi
- Stolbov M., Shchepeleva M., Parfenov D. The Systemic Risk-Uncertainty-Real Economic Activity Nexus: What is beyond Median Estimation? // Economics Letters. 2024. Vol. 235. Article 111550. doi
- Щепелева М. А., Тусипкалиев К., Столбов М. И. Моделирование риска дефолта российских банков, 2015–2020 гг. // Экономическая наука современной России. 2024. № 2(105). С. 101-124. doi
- Петров-Нерлинг Г. В., Рожнов Е. В., Карпова Е. С. Энергопереход крупнейших российских нефтегазовых компаний в контексте устойчивого развития России // Национальные интересы: приоритеты и безопасность. 2024. Т. 20. № 2. С. 368-389.
- Станкевич В. С., Власов А. В. Обзор цифровых активов. Тенденции развития цифровых финансовых активов в РФ и прогноз развития // Russian Journal of Economics and Law. 2024. Т. 18. № 2. С. 422-452.
- Grishunin S., Burova E., Suloeva S., Isroilov B., Abduganiev U. Mediating Role of ESG Practices in Determining M&A Premiums in Info-Communications , in : 23rd International Conference, NEW2AN 2023, and 16th Conference, ruSMART 2023, Dubai, United Arab Emirates, December 21–22, 2023, Proceedings, Part II. Internet of Things, Smart Spaces, and Next Generation Networks and Systems. LNCS, volume 14543. / Ed. by Y. Koucheryavy, A. Aziz. Springer, 2024. doi P. 272-283.
- Mikhail Pomazanov, Berezhnoy A. Parametric methods for precision calibration of scoring models , in : Procedia Computer Science, Volume 242: 11th International Conference on Information Technology and Quantitative Management (ITQM 2024). / Ed. by Y. Shi. ScienceDirect, 2024. P. 348-355.
- Grishchenko V., Ponomarenko A. A., Selznev S. A feasible approach to projecting household demand for the digital ruble in Russia // Borsa Istanbul Review. 2024. Vol. 24. No. 4. P. 643-662. doi
- Akhmetov A., Burova A., Makhankova N., Ponomarenko A. A. Measuring Market Liquidity and Liquidity Mismatches Across Sectors , in : Systemic Financial Risk. / Ed. by A. M. Karminsky. Springer Publishing Company, 2024.
- Deryugina E., Leonidov A., Ponomarenko A. A., Radionov S., Vasilieva E. Network structure of the economy and the propagation of monetary shocks: The case of Russia // Structural Change and Economic Dynamics. 2024. Vol. 71. P. 315-319.
- Alesya Bukreeva, Sergei Grishunin, ESG Risks and Their Impact on the Creditworthiness of Companies, Procedia Computer Science, Volume 242, 2024, Pages 766-772, ISSN 1877-0509, https://doi.org/10.1016/j.procs.2024.08.192.
- Vadim Stankevich, Assessment of the development of digital financial assets in the Russian Federation based on an empirical analysis of international data on digital assets, Procedia Computer Science, Volume 242, 2024, Pages 73-78, ISSN 1877-0509, https://doi.org/10.1016/j.procs.2024.08.233.
- Egorova Alexandra, Lavrukhina Svetlana, Karminsly Alexander, The Impact of ESG Indicators on the Financial Stability of Companies, Procedia Computer Science, Volume 242, 2024, Pages 1226-1234, ISSN 1877-0509, https://doi.org/10.1016/j.procs.2024.08.151.
- Nikolay Voytov, The formation of ecosystems and their impact on economic growth, Procedia Computer Science, Volume 242, 2024, Pages 100-107, ISSN 1877-0509, https://doi.org/10.1016/j.procs.2024.08.240.
- Maria Shchepeleva, Predicting Systemic Risk in the Russian Financial Sector with Boosting Techniques, Procedia Computer Science, Volume 242, 2024, Pages 51-56, ISSN 1877-0509, https://doi.org/10.1016/j.procs.2024.08.228.
Alexei Morgunov, Alexander Karminsky, Polina Tarnovskaya, The development of an ESG-rating model to assess the probability of default of corporate borrowers, Procedia Computer Science, Volume 242, 2024, Pages 992-999, ISSN 1877-0509, https://doi.org/10.1016/j.procs.2024.08.247.
Egorova Alexandra, Pitenko Kristina, Karminsly Alexander, Analysis Of The Industry-Specific Characteristics Of ESG Components In Company Ratings, Procedia Computer Science, Volume 242, 2024, Pages 1206-1217, ISSN 1877-0509, https://doi.org/10.1016/j.procs.2024.08.156.
Sergei Grishunin, Anastasya Yarantseva, Alexandr Karminsky, Influence of gender and age diversity of boards on financial and market performance of banks, Procedia Computer Science, Volume 242, 2024, Pages 372-379, ISSN 1877-0509, https://doi.org/10.1016/j.procs.2024.08.172.
Ildar R. Kikichev, Alexander M. Karminsky, Ella P. Khromova, The Comparison of Impact of UNGC and the Paris Agreement on the financial sustainability of Various Industries globally, Procedia Computer Science, Volume 242, 2024, Pages 1033-1040, ISSN 1877-0509, https://doi.org/10.1016/j.procs.2024.08.211.
Konstantin Polyakov, Marina Polyakova, Determinants of the quality of financial management of insurance companies. The research was carried out within the framework of the HSE Fundamental Research Program with the support of the Laboratory of Financial Innovation and Risk Management, as well as the Laboratory of Competition and Antimonopoly Policy of the National Research University Higher School of Economics, Procedia Computer Science, Volume 242, 2024, Pages 1125-1132, ISSN 1877-0509, https://doi.org/10.1016/j.procs.2024.08.185.
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2023
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Статья Arkhipova N., Karminsky A. M. Demographic characteristics as determinants of retail customers’ credit behavior. Evidence from Russian regions // Procedia Computer Science. 2023. No. 221. P. 1091-1098. doi
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Статья Sergei Grishunin, Alesya Bukreeva, Suloeva S. B., Burova E. V. Analysis of Yields and Their Determinants in the European Corporate Green Bond Market // Risks. 2023. Vol. 11. No. 1. Article 14. doi
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Статья Alyona Astakhova, Sergei Grishunin, Gennadii Pomortsev. Developing a Scoring Credit Model Based on the Methodology of International Credit Rating Agencies // Journal of Corporate Finance Research. 2023. Vol. 17. No. 1. P. 5-16. doi
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Статья Frecautan I., Nastase C., Grishunin S. Is Climate Policy Effectiveness Important for Country’s Competitiveness Among EU Member States? // "Ovidius" University Annals, Economic Sciences Series. 2023. Vol. XXIII. No. 1. P. 368-377.
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Книга Акиндинова Н. В., Авдеева Д. А., Бессонов В. А., Гришунин С. В., Миронов В. В., Наумцева Е. И., Пухов С. Г., Тихомиров Д. В., Цехомский Н. В., Якобсон Л. И. Экономика России под санкциями: от адаптации к устойчивому росту / Под общ. ред.: Н. В. Акиндинова. М. : Издательский дом НИУ ВШЭ, 2023.
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Глава книги Mikhail Pomazanov. Continuous transformation of nonmonotonic factors of the scoring model increasing its discriminating power, in: Procedia Computer Science: Tenth International Conference on Information Technology and Quantitative Management (ITQM 2023) Vol. 221. ScienceDirect, 2023. P. 237-244. doi
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Статья Помазанов М. В. ЭМПИРИЧЕСКИЙ АНАЛИЗ ПРЕДЕЛЬНЫХ УРОВНЕЙ ДЕФОЛТА ДЛЯ ПРИЗНАНИЯ ПОДХОДА НА ОСНОВЕ ВНУТРЕННИХ РЕЙТИНГОВ СОМНИТЕЛЬНЫМ ПРИ ОЦЕНКЕ КРЕДИТНОГО РИСКА // Управление финансовыми рисками. 2023. Т. 73. № 1. С. 18-29. doi
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Статья Shchepeleva M., Stolbov M. Carbon footprints of lending and bank performance: international evidence from panel data // Environmental Science and Pollution Research. 2023. P. 1-12.
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Статья Dranev Y., Ochirova E., Harms R., Miriakov M. Assessment of Interorganizational Technology Transfer Efficiency // Foresight and STI Governance. 2023. Vol. 17. No. 3. P. 20-31. doi
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Статья Dranev Y. Impact of ESG Activities on the Innovation Development and Financial Performance of Firms // Journal of Corporate Finance Research. 2023. Vol. 17. No. 3. P. 152-159. doi
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Статья Shchepeleva M., Stolbov M. Does one size fit all? Comparing the determinants of the FinTech market segments expansion // Journal of Finance and Data Science. 2023. Vol. 9. No. 100095. Article 100095. doi
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Статья Shchepeleva M., Stolbov M. Sentiment-based indicators of real estate market stress and systemic risk: international evidence // Annals of Finance. 2023. P. 1-28.
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Глава книги Stolbov M., Shchepeleva M. The Interaction among Financial Development, Macroprudential Policy and Economic Growth, in: The Routledge Handbook of Comparative Economic Systems. Routledge, 2023. doi P. 664-675. doi
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Статья Щепелева М. А., Дзюба С. А., Тишковец В. С. Трансмиссия системного риска между банковскими системами стран Азиатско-Тихоокеанского региона и России // Финансы: теория и практика. 2023. Т. 27. № 5. С. 182-194. doi
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Глава книги Egorova A., Petro-Nerling G. Systemic ESG risks: industrial analysis, in: Procedia Computer Science: Vol. 221: Tenth International Conference on Information Technology and Quantitative Management (ITQM 2023) Issue 221. Editions Elsevier, 2023. P. 1110-1114. doi
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Статья Егоров А. Ю. ESG as an innovative tool to improve the efficiency and financial stability of financial organizations // Procedia Computer Science. 2023. No. 221. P. 705-709. doi
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Статья Егоров А. Ю. Impact of Intangible Assets on Bank Performance in Emerging Capital Markets: Evidence from Russia // Journal of Corporate Finance Research. 2023. Vol. 17. No. 1. P. 44-53. doi
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2022
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Статья Georgiy Elizariyev, Karminsky A. M., Ella Khromova. Discovering efficient techniques to enhance M&A prediction modelling methods // Procedia Computer Science. 2022. Vol. 214. P. 817-824. doi
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Глава книги Karminsky A. M., Egorova A., Chigireva D. A. Ecological, Social and Governance Impact on the Company's Performance: Information Technology Sector Insight, in: 9th International Conference on Information Technology and Quantitative Management Issue 214. Elsevier, 2022. P. 1065-1072. doi
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Статья Karminsky A. M., Nikolay Voytov. Platform ecosystems and its modelling: Russian evidence // Procedia Computer Science. 2022. Vol. 199. P. 572-579. doi
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Глава книги Alexandra A. Egorova, Sergei V. Grishunin, Karminsky A. M. The Impact of ESG factors on the performance of Information Technology Companies, in: The 8th International Conference on Information Technology and Quantitative Management (ITQM 2020 & 2021): Developing Global Digital Economy after COVID-19 Vol. 199: The 8th International Conference on Information Technology and Quantitative Management (ITQM 2020 & 2021): Developing Global Digital Economy after COVID-19. Manchester : Elsevier, 2022. P. 339-345. doi
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Статья Stolbov M., Shchepeleva M., Karminsky A. M. When central bank research meets Google search: A sentiment index of global financial stress // Journal of International Financial Markets, Institutions and Money. 2022. Vol. 81. Article 101692. doi
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Статья Natalia Arkhipova. Impact of Demographic Trends on Retail Banking // Procedia Computer Science. 2022. No. 214. P. 831-836. doi
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Глава книги Grishunin S., Bukreeva Alesya, Alyona A. Analysing the Determinants of Insolvency and Developing the Rating System for Russian Insurance Companies, in: The 8th International Conference on Information Technology and Quantitative Management (ITQM 2020 & 2021): Developing Global Digital Economy after COVID-19 Vol. 199: The 8th International Conference on Information Technology and Quantitative Management (ITQM 2020 & 2021): Developing Global Digital Economy after COVID-19. Manchester : Elsevier, 2022. P. 190-197. doi
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Статья Grishunin S., Egorova A. Comparative Analysis of the Predictive Power of Machine Learning Models for Forecasting the Credit Ratings of Machine-Building Companies // Journal of Corporate Finance Research. 2022. Vol. 16. No. 1. P. 99-112. doi
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Статья Grishunin S., Suloeva S. B., Burova E. V. Development of Risk Management Mechanism and the System of Risk Metrics to Evaluate and Enhance the Long-Term Orientation of the Strategies of Non-Financial Companies // Risks. 2022. Vol. 10. No. 9. Article 182. doi
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Глава книги Grishunin S., Bukreeva A. A. In Search of Greenium. Analysis of Yields in the European Green Bond Markets, in: 9th International Conference on Information Technology and Quantitative Management Issue 214. Elsevier, 2022. doi
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Статья Sergey Grishunin, Naumova E., Pishalkina I., Burova E., Suloeva S. Performance Assessment of “Buy-and-Build” Strategies Applied in Digital-Driven Corporate Venturing // International Journal of Technology. 2022. Vol. 13. No. 7. P. 1412-1421. doi
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Глава книги Grishunin S., Suloeva S., Nekrasova T., Egorova A. Study of Relationship Between the Corporate Governance Factors and ESG Ratings of ICT Companies from the Developed Markets, in: Internet of Things, Smart Spaces, and Next Generation Networks and Systems: 21st International Conference, NEW2AN 2021, and 14th Conference, ruSMART 2021, St. Petersburg, Russia, August 26–27, 2021, Proceedings Issue 13158. St. Petersburg : Springer, 2022. P. 158-169. doi
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Глава книги Alexandra A. Egorova, Sergei V. Grishunin, Karminsky A. M. The Impact of ESG factors on the performance of Information Technology Companies, in: The 8th International Conference on Information Technology and Quantitative Management (ITQM 2020 & 2021): Developing Global Digital Economy after COVID-19 Vol. 199: The 8th International Conference on Information Technology and Quantitative Management (ITQM 2020 & 2021): Developing Global Digital Economy after COVID-19. Manchester : Elsevier, 2022. P. 339-345. doi
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Статья Sergey Grishunin, Eugenia Naumova, Burova E. V., Suloeva S. B., Nekrasova T. The Impact of Sustainability Disclosures on Value of Companies Following Digital Transformation Strategies // International Journal of Technology. 2022. Vol. 13. No. 7. P. 1432-1441. doi
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Статья Гришунин С. В., Сулоева С. Б., Пищалкина И. И. Разработка механизма гибкого управления рисками в сфере телекоммуникаций // Экономический анализ: теория и практика. 2022. Т. 21. № 3. С. 478-496. doi
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Статья Гришунин С. В., Сулоева С. Б., Пищалкина И. И. Разработка рейтинга проектных рисков для телекоммуникационной компании // Организатор производства. 2022. Т. 30. № 1. С. 60-72. doi
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Статья Georgiy Elizariyev, Karminsky A. M., Ella Khromova. Discovering efficient techniques to enhance M&A prediction modelling methods // Procedia Computer Science. 2022. Vol. 214. P. 817-824. doi
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лава книги Pomazanov M. V. Risk Management Tools to Improve the Efficiency of Lending to Retail Segments, in: Risk Management, Sustainability and Leadership. L. : IntechOpen, 2022. doi Ch. 6. doi
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Глава книги M. V. Pomazanov. Second-order accuracy metrics for scoring models and their practical use, in: 9th International Conference on Information Technology and Quantitative Management Issue 214. Elsevier, 2022. P. 565-572. doi
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Препринт Pomazanov M. V. Second-order accuracy metrics for scoring models and their practical use / arxiv.org. Series arXiv:2204.07989v1 "Risk Management (q-fin.RM)". 2022. doi
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Глава книги Pomazanov M. V. Validation of the effectiveness of the bank retail portfolio risk management procedure, in: The 8th International Conference on Information Technology and Quantitative Management (ITQM 2020 & 2021): Developing Global Digital Economy after COVID-19 Vol. 199: The 8th International Conference on Information Technology and Quantitative Management (ITQM 2020 & 2021): Developing Global Digital Economy after COVID-19. Manchester : Elsevier, 2022. P. 798-805. doi
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Статья Помазанов М. В. Φ- и Ψ-преобразования, повышающие дискриминирующую силу немонотонных переменных скоринговой модели // Управление финансовыми рисками. 2022. Т. 70. № 2. С. 108-120. doi
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Статья Помазанов М. В. Как увеличить годовую норму прибыльности розничного портфеля, оптимизируя уровень отказа и повышая силу дискриминации? // Риск-менеджмент в кредитной организации. 2022. Т. 48. № 4. С. 31-39.
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Статья Shchepeleva M., Stolbov M., Weill L. Has the Global Financial Crisis increased wealth inequality? // International Economics. 2022. Vol. 169. P. 148-160. doi
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Статья Stolbov M., Shchepeleva M. In Search of Global Determinants of National Credit-to-GDP Gaps // Risks. 2022. Vol. 10. No. 12 doi
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Статья Stolbov M., Shchepeleva M. Modeling global real economic activity: Evidence from variable selection across quantiles // Journal of Economic Asymmetries. 2022. Vol. 25. Article e00238. doi
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Статья Caporin M., Stolbov M., Shchepeleva M. What drives the expansion of research on banking crises? Cross-country evidence // Applied Economics. 2022 doi
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Статья Stolbov M., Shchepeleva M., Karminsky A. M. When central bank research meets Google search: A sentiment index of global financial stress // Journal of International Financial Markets, Institutions and Money. 2022. Vol. 81. Article 101692. doi
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Статья Столбов М. И., Щепелева М. А. Влияние ESG-факторов на финансовую стабильность // Вопросы экономики. 2022. № 11. С. 136-148. doi
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Глава книги Щепелева М. А. Прогнозирование и модельный аппарат в деятельности центральных банков // В кн.: Прикладная макроэкономика: модели и инструменты регулирования / Науч. ред.: М. В. Сафрончук. М. : Издательский дом "Научная библиотека", 2022. Гл. 9. С. 243-273.
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Статья Поморцев Г. С., Alyona A. Сравнительный анализ факторов, определяющих кредитный рейтинг нефинансовых компаний различных отраслей // Russian Management Journal. 2022. No. 20(3). P. 361-384.
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Статья Войтов Н. В., Поляков С. К. Prospects of Ecosystems Development in the Russian Consumer Market // Journal of Corporate Finance Research. 2022. Vol. 16. No. 3 doi
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Книга Андреева Е. А., Бирюкова С. С., Воронина Н. Д., Горват Е. С., Горина Е. А., Горяйнова А. Р., Карева Д. Е., Нагерняк М. А., Назарбаева Е. А., Пишняк А. И., Помазкин Д. В., Попова Д. О., Селезнева Е. В., Синявская О. В., Тер-Акопов С. А., Устинова М. А., Халина Н. В. Социальная защита в России до и после пандемии: развилки будущего / Науч. ред.: Л. Н. Овчарова, О. В. Синявская. М. : Издательский дом НИУ ВШЭ, 2022.
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Статья Егоров А. Ю. Financial Innovation and Financial Risks // Procedia Computer Science. 2022. Vol. 214. P. 441-447.
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2021
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Статья Stolbov M. I., Shchepeleva M., Karminsky A. M. A global perspective on macroprudential policy interaction with systemic risk, real economic activity, and monetary intervention // Financial Innovation. 2021. Vol. 7. No. 1. Article 41. doi
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Глава книги Karminsky A. M., Grishunin S. Aggregation of Rating Systems for Emerging Financial Markets, in: Risk Assessment and Financial Regulation in Emerging Markets' Banking: Trends and Prospects / Рук.: A. M. Karminsky.; Ed. by A. M. Karminsky, P. E. Mistrulli, M. Stolbov, Y. Shi.; Ed. by A. M. Karminsky. Springer, 2021. doi doi
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Глава книги Grishunin S., Dyachkova N., Karminsky A. M. Aggregation of Rating Systems for Emerging Financial Markets, in: Risk Assessment and Financial Regulation in Emerging Markets' Banking: Trends and Prospects. Springer, 2021. doi Ch. 4. P. 93-119. doi
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Статья Belousova V., Karminsky A. M., Myachin N., Kozyr I. Bank Ownership and Efficiency of Russian Banks // Emerging Markets Finance and Trade. 2021. Vol. 57. No. 10. P. 2870-2887. doi
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Статья Pomazanov M. V., Arkhipov A., Karminsky A. M. Dynamic modeling of the impact of socio-economic restrictions and behavior on COVID-19 outbreak // Eurasian Economic Review. 2021. No. 11. P. 469-487. doi
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Глава книги Karminsky A. M., Khromova E., Kudrov R. Empirical Modeling of International Banks’ Credit Risk: Assessment and Comparison of Credit Ratings, in: Eurasian Business and Economics Perspectives. Eurasian Studies in Business and Economics Vol. 19. Springer Publishing Company, 2021. doi Ch. 9. P. 139-161. doi
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Глава книги Arhipov A. V., Arkhipova N., Karminsky A. M. Peculiarities And Trends Of Banking Systems Development, in: Risk Assessment and Financial Regulation in Emerging Markets' Banking: Trends and Prospects / Рук.: A. M. Karminsky.; Ed. by A. M. Karminsky, P. E. Mistrulli, M. Stolbov, Y. Shi.; Ed. by A. M. Karminsky. Springer, 2021. doi P. 3-31. doi
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Глава книги Karminsky A. M., Grishunin S. Principles of Rating Estimation in Emerging Countries, in: Risk Assessment and Financial Regulation in Emerging Markets' Banking: Trends and Prospects / Рук.: A. M. Karminsky.; Ed. by A. M. Karminsky, P. E. Mistrulli, M. Stolbov, Y. Shi.; Ed. by A. M. Karminsky. Springer, 2021. doi P. 67-92. doi
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Глава книги Grishunin S., Dyachkova N., Karminsky A. M. Principles of Rating Estimation in Emerging Countries, in: Risk Assessment and Financial Regulation in Emerging Markets' Banking: Trends and Prospects. Springer, 2021. doi Ch. 3. P. 67-92. doi
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Глава книги Arhipov A. V., Arkhipova N., Karminsky A. M. Regulation of Financial Risks in Emerging Markets: Past, Present, and Future, in: Risk Assessment and Financial Regulation in Emerging Markets' Banking: Trends and Prospects / Рук.: A. M. Karminsky.; Ed. by A. M. Karminsky, P. E. Mistrulli, M. Stolbov, Y. Shi.; Ed. by A. M. Karminsky. Springer, 2021. doi Ch. 2. P. 33-64. doi
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Книга Risk Assessment and Financial Regulation in Emerging Markets' Banking: Trends and Prospects / Рук.: A. M. Karminsky.; Ed. by A. M. Karminsky, P. E. Mistrulli, M. Stolbov, Y. Shi.; Ed. by A. M. Karminsky. Springer, 2021. doi
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Статья Семяшкин Е. Г., Карминский А. М. Моделирование рейтинговой системы экспортоориентированных компаний АПК РФ. Механизм субсидирования. // Финансы: теория и практика. 2021. № 2
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Глава книги Karminsky A. M., Grishunin S. Aggregation of Rating Systems for Emerging Financial Markets, in: Risk Assessment and Financial Regulation in Emerging Markets' Banking: Trends and Prospects / Рук.: A. M. Karminsky.; Ed. by A. M. Karminsky, P. E. Mistrulli, M. Stolbov, Y. Shi.; Ed. by A. M. Karminsky. Springer, 2021. doi doi
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Глава книги Grishunin S., Dyachkova N., Karminsky A. M. Aggregation of Rating Systems for Emerging Financial Markets, in: Risk Assessment and Financial Regulation in Emerging Markets' Banking: Trends and Prospects. Springer, 2021. doi Ch. 4. P. 93-119. doi
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Статья Grishunin S., Сулоева С. Б., Ширякина В. А., Бурова Е. В. Analyzing Insolvency Drivers and Developing Credit Rating System for Small and Medium-sized Enterprises in Russia // International Journal of Technology. 2021. Vol. 12. No. 7. P. 1479-1487. doi
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Статья S. Grishunin, E. Naumova, N. Lukshina, Bazaeva M. Development of the horizon index to evaluate long-termism of Russian non-financial companies // Russian Management Journal. 2021. Vol. 19. No. 4. P. 475-493. doi
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Глава книги Karminsky A. M., Grishunin S. Principles of Rating Estimation in Emerging Countries, in: Risk Assessment and Financial Regulation in Emerging Markets' Banking: Trends and Prospects / Рук.: A. M. Karminsky.; Ed. by A. M. Karminsky, P. E. Mistrulli, M. Stolbov, Y. Shi.; Ed. by A. M. Karminsky. Springer, 2021. doi P. 67-92. doi
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Глава книги Grishunin S., Dyachkova N., Karminsky A. M. Principles of Rating Estimation in Emerging Countries, in: Risk Assessment and Financial Regulation in Emerging Markets' Banking: Trends and Prospects. Springer, 2021. doi Ch. 3. P. 67-92. doi
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Статья Степанчук А., Grishunin S., Сулоева С. Б., Бурова Е. В. The Cost Management of Innovative Products in an Industrial Enterprise Given the Risks in the Digital Economy // International Journal of Technology. 2021. Vol. 12. No. 7. P. 1339-1348. doi
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Статья Grishunin Sergei V., Пищалкина И. И., Сулоева С. Б. Оценка киберрисков в проектах интернета вещей // Научно-технические ведомости Санкт-Петербургского государственного политехнического университета. Экономические науки. 2021. Т. 14. № 6. С. 102-116. doi
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Глава книги Karminsky A. M., Khromova E., Kudrov R. Empirical Modeling of International Banks’ Credit Risk: Assessment and Comparison of Credit Ratings, in: Eurasian Business and Economics Perspectives. Eurasian Studies in Business and Economics Vol. 19. Springer Publishing Company, 2021. doi Ch. 9. P. 139-161. doi
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Статья Pomazanov M. V., Arkhipov A., Karminsky A. M. Dynamic modeling of the impact of socio-economic restrictions and behavior on COVID-19 outbreak // Eurasian Economic Review. 2021. No. 11. P. 469-487. doi
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Глава книги Pomazanov M. V. Loss Given Default Estimations in Emerging Capital Markets, in: Risk Assessment and Financial Regulation in Emerging Markets' Banking: Trends and Prospects. Springer, 2021. doi Ch. 6. P. 145-175. doi
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Статья Помазанов М. В. ROC-анализ и калибровка скоринговых моделей на основе метрик точности второго порядка // Управление финансовыми рисками. 2021. Т. 66. № 2. С. 100-121. doi
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Статья Помазанов М. В. Моделирование потерь в случае дефолта в концепции минимизации остаточного риска // Управление финансовыми рисками. 2021. № 3. С. 170-187. doi
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Статья Помазанов М. В. СОПОСТАВИТЕЛЬНЫЙ ТЕСТ ДЛЯ РАССЧИТАННЫХ ЗНАЧЕНИЙ ВЕРОЯТНОСТЕЙ ДЕФОЛТА, ПОЛУЧЕННЫХ В РЕЗУЛЬТАТЕ ПРИМЕНЕНИЯ РЕЙТИНГОВЫХ МОДЕЛЕЙ // Финансы и кредит. 2021. Т. 27. № 12. С. 2719-2745. doi
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Статья Stolbov M. I., Shchepeleva M., Karminsky A. M. A global perspective on macroprudential policy interaction with systemic risk, real economic activity, and monetary intervention // Financial Innovation. 2021. Vol. 7. No. 1. Article 41. doi
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Статья Stolbov M., Shchepeleva M., Uddin G. S. Does global financial cycle drive systemic risk? // Economics Bulletin. 2021. Vol. 41. No. 4. P. 2320-2329.
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Статья Stolbov M., Shchepeleva M. Macrofinancial linkages in Europe: Evidence from quantile local projections // International Journal of Finance and Economics. 2021. Vol. 26. No. 4. P. 5557-5569. doi
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Статья Egorova A., Chigireva D. The influence of corporate governance factors on ESG rating of industrial and IT companies // Russian Management Journal. 2021. Vol. 19. No. 4. P. 451-474. doi
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Глава книги Егоров А. Ю., Помазкин Д. В. Innovation in Developing Countries’ Risk Estimation and Management, in: Risk Assessment and Financial Regulation in Emerging Markets' Banking: Trends and Prospects / Рук.: A. M. Karminsky.; Ed. by A. M. Karminsky, P. E. Mistrulli, M. Stolbov, Y. Shi.; Ed. by A. M. Karminsky. Springer, 2021. doi P. 343-354.
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