Mikhail Mamonov

TBS Business School

Toulouse

France

  • TBS Business School

SCHOLARLY PAPERS

13

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Scholarly Papers (13)

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1.

Should We Care?: The Economic Effects of Financial Sanctions on the Russian Economy

BOFIT Discussion Paper No. 13/2019
Number of pages: 47 Posted: 30 Jul 2019 Last Revised: 18 Nov 2021
Anna Pestova and Mikhail Mamonov
Charles University in Prague - CERGE-EI, a joint workplace of Charles University and the Economics Institute of the Czech Academy of Sciences and TBS Business School
Downloads 748 (69,994)

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2.

Macroeconomic and Distributional Impact of Sanctions News: Evidence from Russia

Number of pages: 66 Posted: 22 Aug 2022 Last Revised: 31 Oct 2024
Mikhail Mamonov and Anna Pestova
TBS Business School and Charles University in Prague - CERGE-EI, a joint workplace of Charles University and the Economics Institute of the Czech Academy of Sciences
Downloads 502 (115,862)
Citation 8

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Sanctions news shock, OFAC sanctions announcements, High-frequency identification, Sovereign bonds, Country Spread, Consumption, Income

3.

Crime and Punishment? Anticipation, Diffusion, and Propagation of Global Sanctions

Swiss Finance Institute Research Paper No. 23-59
Number of pages: 93 Posted: 11 Jul 2022 Last Revised: 15 Jan 2025
Steven Ongena, Anna Pestova and Mikhail Mamonov
University of Zurich - Department Finance, Charles University in Prague - CERGE-EI, a joint workplace of Charles University and the Economics Institute of the Czech Academy of Sciences and TBS Business School
Downloads 348 (176,745)
Citation 11

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Political connections, Staggered policy implementation, International borrowings, Foreign asset holdings, Difference in differences, Aggregate real effects

4.

Measuring Fraud in Banking and Its Impact on the Economy: A Quasi-Natural Experiment

Number of pages: 64 Posted: 30 Jun 2022 Last Revised: 06 Jun 2023
Mikhail Mamonov
TBS Business School
Downloads 323 (191,527)

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Bank misreporting, Regulatory forbearance, Bank closure, Credit Supply Shocks, Heckman selection model, Fuzzy difference-in-differences, VAR

5.

Sorry, You're Blocked.' Economic Effects of Financial Sanctions on the Russian Economy

CERGE-EI Working Paper Series No. 704
Number of pages: 50 Posted: 11 Dec 2021
Mikhail Mamonov and Anna Pestova
TBS Business School and Charles University in Prague - CERGE-EI, a joint workplace of Charles University and the Economics Institute of the Czech Academy of Sciences
Downloads 239 (260,982)
Citation 3

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Financial sanctions, Corporate external debt, Country spread shocks, Terms-of-trade shocks, Bayesian (S)VAR, Sign restrictions, Conditional forecasting, Small open economy

6.

Asset-Liability Mismatch, Bank Fraud, and the Losses on Bank Failures

Number of pages: 49 Posted: 29 Jun 2022
Mikhail Mamonov
TBS Business School
Downloads 211 (293,931)

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Banks, Bank misreporting, Regulatory forbearance, Hidden charge-offs, Brokered deposits, Relationship lending, Local banking markets.

7.

Bank Credit and the Risk of Recession: The Role of Business Cycle Shocks

Number of pages: 74 Posted: 01 Jun 2022 Last Revised: 14 Apr 2023
Mikhail Mamonov and Anna Pestova
TBS Business School and Charles University in Prague - CERGE-EI, a joint workplace of Charles University and the Economics Institute of the Czech Academy of Sciences
Downloads 136 (429,861)
Citation 1

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Credit expansion, Household credit, Firm credit, Total factor productivity (TFP), Asset prices, Structural VAR, Local projection

8.

Quo Vadis? Evidence on New Firm-Bank Matching and Firm Performance Following ''Sin'' Bank Closures

Number of pages: 57 Posted: 09 Feb 2022 Last Revised: 06 Jun 2023
Roman Goncharenko, Mikhail Mamonov, Steven Ongena, Svetlana Popova and Natalia Turdyeva
KU Leuven - Department of Accountancy, Finance and Insurance (AFI), TBS Business School, University of Zurich - Department Finance, The Central Bank of Russian Federation and Bank of Russia
Downloads 119 (476,981)
Citation 1

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Credit register, Bank clean-up, Regulatory forbearance, Credit risk underpricing, Common ownership.

9.

Bank Cost Efficiency and Credit Market Structure Under a Volatile Exchange Rate

Downloads 108 (512,601)

Bank Cost Efficiency and Credit Market Structure Under a Volatile Exchange Rate

Number of pages: 57 Posted: 27 Apr 2022 Last Revised: 12 Sep 2022
Mikhail Mamonov, Christopher Parmeter and Artem Prokhorov
TBS Business School, University of Miami and University of Sydney Business School
Downloads 90 (585,700)

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Banks, Foreign currency operations, Currency revaluation, Bank production, Bank ownership, Market structure, Copulas

Bank Cost Efficiency and Credit Market Structure Under a Volatile Exchange Rate

Number of pages: 43 Posted: 04 Nov 2022
Mikhail Mamonov, Christopher Parmeter and Artem Prokhorov
TBS Business School, University of Miami and The University of Sydney
Downloads 18 (1,112,569)

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Banks, Foreign currency operations, Currency revaluation, Bank production, Bank ownership, market structure, copula

10.

Credit Supply Shocks and Household Defaults

CERGE-EI Working Paper Series No. 691
Number of pages: 78 Posted: 20 Apr 2021 Last Revised: 17 Apr 2023
Mikhail Mamonov and Anna Pestova
TBS Business School and Charles University in Prague - CERGE-EI, a joint workplace of Charles University and the Economics Institute of the Czech Academy of Sciences
Downloads 61 (714,399)

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Household finance, Credit expansions and crunches, Difference-in-differences, Sign restrictions and VARs, US Household survey data (PSID, CEX)

11.

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 TBS Business School
Downloads 37 (880,977)
Citation 2

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

12.

Quo Vadis? Evidence on New Firm-Bank Matching and Firm Performance Following 'Sin' Bank Closures

CEPR Discussion Paper No. DP17015
Number of pages: 67 Posted: 29 Mar 2022
Roman Goncharenko, Mikhail Mamonov, Steven Ongena, Svetlana Popova and Natalia Turdyeva
KU Leuven, TBS Business School, University of Zurich - Department Finance, The Central Bank of Russian Federation and Bank of Russia
Downloads 2 (1,257,238)
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Bank clean-ups, Firm-bank matching, Regulatory forbearance

13.

"Crime and Punishment?" How Russian Banks Anticipated and Dealt with Global Financial Sanctions

CEPR Discussion Paper No. DP16075
Number of pages: 78 Posted: 14 May 2021
Mikhail Mamonov, Steven Ongena and Anna Pestova
TBS Business School, University of Zurich - Department Finance and Charles University in Prague - CERGE-EI, a joint workplace of Charles University and the Economics Institute of the Czech Academy of Sciences
Downloads 2 (1,257,238)
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