Mikhail V. Sokolov

Saint Petersburg State University

7-9, Universitetskaya nab.

Saint Petersburg, 199034

Russia

European University at St. Petersburg (EUSP) - Department of Economics

3 Gagarinskaya Street

St. Petersburg, 191187

Russia

Russian Academy of Sciences (RAS) - Saint Petersburg Institute for Economics and Mathmatics

Tchaikovsky st. 1

Saint Petersburg, 191187

Russia

SCHOLARLY PAPERS

2

DOWNLOADS

148

CITATIONS

1

Scholarly Papers (2)

1.

Computing Currency Invariant Indices with an Application to Minimum Variance Currency Baskets

Journal of Economic Dynamics and Control, Vol. 28, pp. 1481-1504, 2004
Number of pages: 24 Posted: 10 Apr 2008
Nikolai V. Hovanov, James W. Kolari and Mikhail V. Sokolov
Saint Petersburg State University, Texas A&M University - Department of Finance and Saint Petersburg State University
Downloads 148 (195,300)
Citation 2

Abstract:

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Currency index, Currency basket, Minimal variance, Numeraire, International 1nance, World money

2.

Computing and Testing a Stable Common Currency for Mercosur Countries

Journal of Applied Economics, Vol. 11, No. 1, pp. 193-220, May 2008
Posted: 17 Feb 2011 Last Revised: 20 Nov 2012
Florida Atlantic University, Saint Petersburg State University, Saint Petersburg State University and Texas A&M University - Department of Finance

Abstract:

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stable common currency, open monetary economies, regime switching models, Mercosur, currency basket