Victoria Dobrynskaya

National Research University Higher School of Economics

Assistant professor of Finance

26, Shabolovka st.

Moscow, 119017

Russia

http://www.hse.ru

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 20,493

SSRN RANKINGS

Top 20,493

in Total Papers Downloads

1,833

CITATIONS

2

Scholarly Papers (9)

Upside and Downside Risks in Momentum Returns

Number of pages: 62 Posted: 22 Feb 2014 Last Revised: 19 Nov 2015
Victoria Dobrynskaya
National Research University Higher School of Economics
Downloads 567 (37,036)

Abstract:

momentum, downside risk, downside beta, upside risk, upside beta, Downside-Risk CAPM

Upside and Downside Risks in Momentum Returns

Higher School of Economics Research Paper No. WP BRP 50/FE/2015
Number of pages: 66 Posted: 25 Nov 2015
Victoria Dobrynskaya
National Research University Higher School of Economics
Downloads 376 (62,136)

Abstract:

momentum, downside risk, downside beta, upside risk, upside beta, Downside-Risk CAPM

2.

Downside Market Risk of Carry Trades

Review of Finance, Vol. 18, No. 5, 2014.
Number of pages: 52 Posted: 25 Nov 2012 Last Revised: 11 Nov 2014
Victoria Dobrynskaya
National Research University Higher School of Economics
Downloads 124 (150,738)
Citation 2

Abstract:

carry trades, currency risk, downside risk, downside beta, disaster risk

3.

Economic Diversification and Dutch Disease in Russia

Post-Communist Economies, Vol. 22, No. 3, 2010
Number of pages: 22 Posted: 24 Nov 2012
Victoria Dobrynskaya and Edouard Turkisch
National Research University Higher School of Economics and Université Paris
Downloads 105 (179,950)

Abstract:

Russia, Dutch disease, economic development, monetary policy

Currency Exposure to Downside Risk: Which Fundamentals Matter?

Number of pages: 24 Posted: 25 Nov 2014
Victoria Dobrynskaya
National Research University Higher School of Economics
Downloads 75 (264,476)

Abstract:

currency risk, downside risk, downside beta, carry trades

Currency Exposure to Downside Risk: Which Fundamentals Matter?

Review of International Economics, Vol. 23, Issue 2, pp. 345-360, 2015
Number of pages: 16 Posted: 09 Apr 2015
Victoria Dobrynskaya
National Research University Higher School of Economics
Downloads 0

Abstract:

5.

Asymmetric Price Rigidity and the Optimal Interest Rate Defense of the Exchange Rate: Some Evidence for the US

Journal of Policy Modeling, Vol. 30, No. 5, 2008
Number of pages: 12 Posted: 06 Apr 2009
Victoria Dobrynskaya
National Research University Higher School of Economics
Downloads 35 (346,479)

Abstract:

Monetary policy, Non-linear interest rate rule, Exchange rate pass-through effect, Asymmetric price rigidity

6.

Implications of Asymmetric Price Rigidity for Monetary Policy

Number of pages: 31 Posted: 06 Apr 2009 Last Revised: 23 Nov 2012
Victoria Dobrynskaya
National Research University Higher School of Economics
Downloads 33 (356,375)

Abstract:

7.

Dynamic Momentum and Contrarian Trading

Number of pages: 28 Posted: 30 Mar 2017
Victoria Dobrynskaya
National Research University Higher School of Economics
Downloads 0 (64,095)

Abstract:

momentum, downside risk, crash risk, trading strategy

8.

Pricing Within and Across Asset Classes

Number of pages: 11 Posted: 08 Dec 2016 Last Revised: 09 Dec 2016
Victoria Dobrynskaya
National Research University Higher School of Economics
Downloads 0 (359,739)

Abstract:

Momentum, Value, Asset Classes, Cross-Sectional Asset Pricing

9.

Arbitrage Opportunities for Cross-Listed Stocks: Evidence from Russia

Number of pages: 32 Posted: 06 Sep 2016
E. Gorbatikov and Victoria Dobrynskaya
Gaidar Institute for Economic Policy and National Research University Higher School of Economics
Downloads 0 (370,358)

Abstract:

depository receipts, EDR, cross-listed stocks, arbitrage, market efficiency