Alexander Kostrov

University of St. Gallen

Bodanstrasse 6

St. Gallen, CH-9000

Switzerland

SCHOLARLY PAPERS

3

DOWNLOADS

325

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Extending the Logit Model with Midas Aggregation: The Case of US Bank Failures

Number of pages: 30 Posted: 16 Feb 2018
University of St. Gallen, University of St. Gallen and Centre National de la Recherche Scientifique (CNRS)Nanyang Technological University
Downloads 160 (239,204)

Abstract:

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bank failures, prediction, mixed-data sampling, logit model

2.

Forecasting Realized Correlations: A MIDAS Approach

Number of pages: 33 Posted: 27 Mar 2019
Alexander Kostrov and Anastasija Tetereva
University of St. Gallen and University of St. Gallen
Downloads 154 (246,985)

Abstract:

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Mixed-data sampling, Forecasting, Realized covariance

3.

The Formation of Hidden Negative Capital in Banking: A Product Mismatch Hypothesis

CERGE-EI Working Paper Series No. 636, ISBN 978-80-7343-443-4 (Univerzita Karlova, Centrum Pro Ekonomický výzkum a Doktorské Studium)
Number of pages: 44 Posted: 09 May 2019
Alexander Kostrov and Mikhail Mamonov
University of St. Gallen and Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Downloads 11 (727,562)
Citation 2

Abstract:

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Bank Failure, Hidden Negative Capital, Product Mismatch, Misreporting, Heckman Selection Model