Andrey Ermolov

401 total citations
18 papers, 211 citations indexed

About

Andrey Ermolov is a scholar working on General Economics, Econometrics and Finance, Finance and Economics and Econometrics. According to data from OpenAlex, Andrey Ermolov has authored 18 papers receiving a total of 211 indexed citations (citations by other indexed papers that have themselves been cited), including 15 papers in General Economics, Econometrics and Finance, 12 papers in Finance and 11 papers in Economics and Econometrics. Recurrent topics in Andrey Ermolov's work include Monetary Policy and Economic Impact (15 papers), Financial Markets and Investment Strategies (9 papers) and Market Dynamics and Volatility (6 papers). Andrey Ermolov is often cited by papers focused on Monetary Policy and Economic Impact (15 papers), Financial Markets and Investment Strategies (9 papers) and Market Dynamics and Volatility (6 papers). Andrey Ermolov collaborates with scholars based in United States. Andrey Ermolov's co-authors include Geert Bekaert and Eric Engström and has published in prestigious journals such as Journal of Financial Economics, Journal of Econometrics and Journal of Financial and Quantitative Analysis.

In The Last Decade

Andrey Ermolov

18 papers receiving 203 citations

Peers

Andrey Ermolov

EE

FINAN

GEEF

ACCOU

SM

Emre Yoldaş United States

Natalia Sizova United States

Christian Dorion Canada

Michalis P. Stamatogiannis United Kingdom

Tino Berger Germany

Uwe Wystup Germany

Éric Mengus France

Jeremy J. Nalewaik United States

Christoph Schleicher United Kingdom

YiHao Lai Taiwan

Emre Yoldaş United States

Andrey Ermolov

158 ×1.1

EE

140 ×1.0

FINAN

113 ×1.3

GEEF

20 ×1.5

ACCOU

6 ×0.5

SM

Citations per year, relative to Andrey Ermolov Andrey Ermolov (= 1×) peers Emre Yoldaş

Countries citing papers authored by Andrey Ermolov

Since Specialization

Citations

This map shows the geographic impact of Andrey Ermolov's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Andrey Ermolov with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Andrey Ermolov more than expected).

Fields of papers citing papers by Andrey Ermolov

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Andrey Ermolov. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Andrey Ermolov. The network helps show where Andrey Ermolov may publish in the future.

Co-authorship network of co-authors of Andrey Ermolov

This figure shows the co-authorship network connecting the top 25 collaborators of Andrey Ermolov. A scholar is included among the top collaborators of Andrey Ermolov based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Andrey Ermolov. Andrey Ermolov is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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18 of 18 papers shown

1.

Bekaert, Geert, Eric Engström, & Andrey Ermolov. (2023). The Variance Risk Premium in Equilibrium Models. European Finance Review. 27(6). 1977–2014. 9 indexed citations

2.

Bekaert, Geert & Andrey Ermolov. (2022). International Yield Comovements. Journal of Financial and Quantitative Analysis. 58(1). 250–288. 7 indexed citations

3.

Ermolov, Andrey. (2022). Time-varying risk of nominal bonds: How important are macroeconomic shocks?. Journal of Financial Economics. 145(1). 1–28. 9 indexed citations

4.

Bekaert, Geert, Eric Engström, & Andrey Ermolov. (2021). Macro risks and the term structure of interest rates. Journal of Financial Economics. 141(2). 479–504. 27 indexed citations

5.

Bekaert, Geert, Eric Engström, & Andrey Ermolov. (2021). Uncertainty and the Economy: The Evolving Distributions of Aggregate Supply and Demand Shocks. SSRN Electronic Journal. 2 indexed citations

6.

Bekaert, Geert, Eric Engström, & Andrey Ermolov. (2021). Identifying Aggregate Demand and Supply Shocks Using Sign Restrictions and Higher-Order Moments. SSRN Electronic Journal. 2 indexed citations

7.

Ermolov, Andrey. (2021). When and Where Is It Cheaper to Issue Inflation-Linked Debt?. RePEc: Research Papers in Economics. 11(3). 610–653. 5 indexed citations

8.

Bekaert, Geert, Eric Engström, & Andrey Ermolov. (2020). Aggregate Demand and Aggregate Supply Effects of COVID-19: A Real-time Analysis. SSRN Electronic Journal. 16 indexed citations

9.

Bekaert, Geert, Eric Engström, & Andrey Ermolov. (2020). Aggregate Demand and Aggregate Supply Effects of COVID-19: A Real-time Analysis. Finance and Economics Discussion Series. 2020.0(49). 29 indexed citations

10.

Ermolov, Andrey. (2020). US Government Bond Liquidity during the COVID-19 Pandemic. SSRN Electronic Journal. 3 indexed citations

11.

Bekaert, Geert & Andrey Ermolov. (2019). Inflation-Linked versus Nominal Bond Yields: On Liquidity and Inflation Risk Premiums Around the World. SSRN Electronic Journal. 2 indexed citations

12.

Ermolov, Andrey. (2018). Time-Varying Risk of Nominal Bonds: How Important Are Macroeconomic Shocks?. SSRN Electronic Journal. 12 indexed citations

13.

Bekaert, Geert, Eric Engström, & Andrey Ermolov. (2018). Macro Risks and the Term Structure of Interest Rates. SSRN Electronic Journal. 2 indexed citations

14.

Ermolov, Andrey. (2017). When Is It Cheaper to Issue Inflation-Linked Debt?. SSRN Electronic Journal. 2 indexed citations

15.

Ermolov, Andrey. (2017). International Real Yields. SSRN Electronic Journal. 1 indexed citations

16.

Bekaert, Geert, Eric Engström, & Andrey Ermolov. (2017). Macro Risks and the Term Structure of Interest Rates. Finance and Economics Discussion Series. 2017.0(58). 4 indexed citations

17.

Bekaert, Geert, Eric Engström, & Andrey Ermolov. (2014). Bad environments, good environments: A non-Gaussian asymmetric volatility model. Journal of Econometrics. 186(1). 258–275. 77 indexed citations

18.

Bekaert, Geert, Eric Engström, & Andrey Ermolov. (2014). Bad Environments Good Environments: A Non-Gaussian Asymmetric Volatility Model. SSRN Electronic Journal. 2 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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