7

Unemployment and output dynamics in CIS countries: Okun’s law revisited

Ibragimov, Marat, Ibragimov, Rustam
Journal:
Applied Economics
Year:
2016
Language:
english
File:
PDF, 2.30 MB
english, 2016
9

Emerging markets and heavy tails

Ibragimov, Marat, Ibragimov, Rustam, Kattuman, Paul
Journal:
Journal of Banking & Finance
Year:
2013
Language:
english
File:
PDF, 808 KB
english, 2013
10

Heavy tails and copulas: Limits of diversification revisited

Ibragimov, Rustam, Prokhorov, Artem
Journal:
Economics Letters
Year:
2016
Language:
english
File:
PDF, 302 KB
english, 2016
11

Portfolio diversification and value at risk under thick-tailedness†

Ibragimov, Rustam
Journal:
Quantitative Finance
Year:
2009
Language:
english
File:
PDF, 273 KB
english, 2009
12

The limits of diversification when losses may be large

Rustam Ibragimov, Johan Walden
Journal:
Journal of Banking & Finance
Year:
2007
Language:
english
File:
PDF, 275 KB
english, 2007
13

Optimal Bundling Strategies Under Heavy-Tailed Valuations

Ibragimov, Rustam, Walden, Johan
Journal:
Management Science
Year:
2010
Language:
english
File:
PDF, 260 KB
english, 2010
14

Market Demand Elasticity and Income Inequality

Marat Ibragimov, Rustam Ibragimov
Journal:
Economic Theory
Year:
2007
Language:
english
File:
PDF, 129 KB
english, 2007
16

Sanctions and the Russian stock market

Ankudinov, Andrei, Ibragimov, Rustam, Lebedev, Oleg
Journal:
Research in International Business and Finance
Year:
2017
Language:
english
File:
PDF, 754 KB
english, 2017
20

The “Cubic Law of the Stock Returns” in emerging markets

Gu, Zhiye, Ibragimov, Rustam
Journal:
Journal of Empirical Finance
Year:
2017
Language:
english
File:
PDF, 762 KB
english, 2017
21

Diversification disasters

Rustam Ibragimov, Dwight Jaffee, Johan Walden
Journal:
Journal of Financial Economics
Year:
2011
Language:
english
File:
PDF, 563 KB
english, 2011
22

Inference with Few Heterogeneous Clusters

Ibragimov, Rustam, Müller, Ulrich K.
Journal:
Review of Economics and Statistics
Year:
2015
Language:
english
File:
PDF, 676 KB
english, 2015
23

Pricing and Capital Allocation for Multiline Insurance Firms

Rustam Ibragimov, Dwight Jaffee, Johan Walden
Journal:
Journal of Risk and Insurance
Year:
2010
Language:
english
File:
PDF, 292 KB
english, 2010
25

One country, two systems? The heavy-tailedness of Chinese A- and H- share markets

Chen, Zhimin, Ibragimov, Rustam
Journal:
Emerging Markets Review
Year:
2019
Language:
english
File:
PDF, 2.18 MB
english, 2019
30

Market demand elasticity and income inequality

Marat Ibragimov and Rustam Ibragimov
Journal:
Economic Theory
Year:
2007
Language:
english
File:
PDF, 979 KB
english, 2007
31

Efficiency of Linear Estimators under Heavy-Tailedness: Convolutions of α-Symmetric Distributions

Rustam Ibragimov
Journal:
Econometric Theory
Year:
2007
Language:
english
File:
PDF, 1.84 MB
english, 2007
32

Sign tests for dependent observations

Brown, Donald, Ibragimov, Rustam
Journal:
Econometrics and Statistics
Year:
2019
File:
PDF, 403 KB
2019
35

Heavy-tailedness and threshold sex determination

Rustam Ibragimov
Journal:
Statistics & Probability Letters
Year:
2008
Language:
english
File:
PDF, 611 KB
english, 2008
36

Copula-Based Characterizations for Higher Order Markov Processes

Rustam Ibragimov
Journal:
Econometric Theory
Year:
2009
Language:
english
File:
PDF, 2.64 MB
english, 2009
41

Nondiversification Traps in Catastrophe Insurance Markets

Rustam Ibragimov, Dwight Jaffee and Johan Walden
Journal:
Review of Financial Studies
Year:
2009
Language:
english
File:
PDF, 3.27 MB
english, 2009
42

T-Statistic Based Correlation and Heterogeneity Robust Inference

Ibragimov, Rustam, Müller, Ulrich K.
Journal:
SSRN Electronic Journal
Year:
2007
Language:
english
File:
PDF, 669 KB
english, 2007
43

Nondiversification Traps in Catastrophe Insurance Markets

Ibragimov, Rustam, Jaffee, Dwight, Walden, Johan
Journal:
Review of Financial Studies
Year:
2009
Language:
english
File:
PDF, 538 KB
english, 2009
45

Sign tests for dependent observations

Brown, Donald, Ibragimov, Rustam
Journal:
Econometrics and Statistics
Year:
2019
Language:
english
File:
PDF, 403 KB
english, 2019
46

Regression Asymptotics Using Martingale Convergence Methods

Rustam Ibragimov and Peter C. B. Phillips
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 4.61 MB
english, 2008
47

Sign Tests for Dependent Observations

Ibragimov, Rustam, Brown, Donald J.
Journal:
SSRN Electronic Journal
Year:
2006
Language:
english
File:
PDF, 186 KB
english, 2006
48

Option bounds

de la Pe�a, Victor H., Ibragimov, Rustam, Jordan, Steve
Journal:
Journal of Applied Probability
Year:
2004
Language:
english
File:
PDF, 149 KB
english, 2004