Viktor Tsyrennikov
Viktor Tsyrennikov
Promontory
Verified email at nyu.edu - Homepage
Title
Cited by
Cited by
Year
Efficient estimation of semiparametric multivariate copula models
X Chen, Y Fan, V Tsyrennikov
Journal of the American Statistical Association 101 (475), 1228-1240, 2006
2192006
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
97*2015
International portfolios: A comparison of solution methods
K Rabitsch, S Stepanchuk, V Tsyrennikov
Journal of International Economics 97 (2), 404-422, 2015
502015
A case for incomplete markets
L Blume, T Cogley, D Easley, T Sargent, V Tsyrennikov
Journal of Economic Theory, 2018
41*2018
Portfolio and welfare consequences of debt market dominance
S Stepanchuk, V Tsyrennikov
Journal of Monetary Economics 74, 89-101, 2015
35*2015
Wealth dynamics in a bond economy with heterogeneous beliefs
T Cogley, TJ Sargent, V Tsyrennikov
The Economic Journal 124 (575), 1-30, 2014
35*2014
Envelope Condition Method with an Application to Default Risk Models
T Arellano, Maliar, Maliar
Journal of Economic Dynamics and Control 69, 436-459, 2016
262016
Capital flows under moral hazard
V Tsyrennikov
Journal of Monetary Economics 60 (1), 92-108, 2013
19*2013
Heterogeneous beliefs, wealth distribution, and asset markets with risk of default
V Tsyrennikov
American Economic Review 102 (3), 156-60, 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
92015
Market prices of risk with diverse beliefs, learning, and catastrophes
T Cogley, TJ Sargent, V Tsyrennikov
American Economic Review 102 (3), 141-46, 2012
92012
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unpublished manuscript, Cornell University, 2011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
Investment, speculation, and financial regulation
V Tsyrennikov
2015 Meeting Papers 627, 2015
22015
Trading on Sunspots
B Jovanovic, V Tsyrennikov
12014
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
Capital Flows, Beliefs, and Capital Controls
O Rarytska, V Tsyrennikov
2016
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Articles 1–20