Vladimir Sokolov
- Laboratory Head:International College of Economics and Finance / International Laboratory of Financial Economics
- Associate Professor:International College of Economics and Finance
- Vladimir Sokolov has been at HSE University since 2006.
Education and Degrees
- 2006
PhD in Economics
University of Notre Dame - 2000
Master's in Economics
University of Notre Dame - 1997
Bachelor's
Volgograd State Technical University
Services and Other Activities
Member of International Collaboration Sub-committee, ICEF Search Committee
Courses (2022/2023)
- Banking (Master’s programme; International College of Economics and Finance; 2 year, 3 module)Eng
- Banking (Mago-Lego; 3 module)Eng
- Fixed Income (Master’s programme; International College of Economics and Finance; 2 year, 2 module)Eng
- Fixed Income (Mago-Lego; 2 module)Eng
Monetary Economics (Bachelor’s programme; International College of Economics and Finance; field of study "38.03.01. Экономика", field of study "38.03.01. Экономика", field of study "38.03.01. Экономика", field of study "38.03.01. Экономика", field of study "38.03.01. Экономика"; 4 year, 1-4 module)Eng
- Research Seminar in Financial Economics (Master’s programme; International College of Economics and Finance; 2 year, 1-3 module)Eng
- Research Seminar in Financial Economics (Master’s programme; International College of Economics and Finance; 1 year, 3 module)Eng
- Past Courses
Courses (2021/2022)
- Banking (Master’s programme; International College of Economics and Finance; 1 year, 3 module)Eng
- Banking (Master’s programme; International College of Economics and Finance; 2 year, 3 module)Eng
- Fixed Income (Master’s programme; International College of Economics and Finance; 2 year, 2 module)Eng
- Monetary Economics (Bachelor’s programme; International College of Economics and Finance; 4 year, 1-4 module)Eng
- Research Seminar in Financial Economics (Master’s programme; International College of Economics and Finance; 1 year, 1-4 module)Eng
Courses (2020/2021)
- Fixed Income (Master’s programme; International College of Economics and Finance; 2 year, 2 module)Eng
- Monetary Economics (Bachelor’s programme; International College of Economics and Finance; 4 year, 1-4 module)Eng
- Research Seminar in Financial Economics (Master’s programme; International College of Economics and Finance; 2 year, 1-3 module)Eng
Courses (2019/2020)
- Banking (Master’s programme; International College of Economics and Finance; 1 year, 3 module)Eng
- Banking (Master’s programme; International College of Economics and Finance; 2 year, 2 semester)Eng
- Fixed Income (Master’s programme; International College of Economics and Finance; 2 year, 1 semester)Eng
- Monetary Economics (Bachelor’s programme; International College of Economics and Finance; 4 year, 1-4 module)Eng
Courses (2018/2019)
- Banking (Master’s programme; International College of Economics and Finance; 1 year, 2 semester)Eng
- Research Seminar in Financial Economics (Master’s programme; International College of Economics and Finance; 1 year, 1, 2 semester)Eng
Publications22
- Preprint Sokolov V., Hairutdinov A. Bond Funds During the Sovereign Debt Crisis: the Argentinian Experience / NRU HSE. Series WP9 "Серия WP9 «Исследования по экономике и финансам»". 2021. No. 2489.
- Article Brown M., De Haas R., Sokolov V. Regional Inflation, Banking Integration and Dollarization // Review of Finance. 2018. Vol. 22. No. 6. P. 2073-2108. doi
- Chapter Sokolov V., Solanko L. Firm Performance, Political Influence and External Shocks, in: XVII Апрельская международная научная конференция по проблемам развития экономики и общества: в 4 кн. / Отв. ред.: Е. Г. Ясин. Кн. 2. М. : Издательский дом НИУ ВШЭ, 2017. P. 21-30.
- Preprint Sokolov V., Solanko L. POLITICAL INFLUENCE, FIRM PERFORMANCE AND SURVIVAL / NRU HSE. Series WP BRP 60/FE/2017 "SERIES: FINANCIAL ECONOMICS". 2017.
- Article Sokolov V., Davydova Y. The Real Effects of Financial Constraints: Evidence from a Debt Subsidization Program Targeted at Strategic Firms // Journal of Empirical Finance. 2014. Vol. 29. P. 247-265. doi
- Preprint Sokolov V., Brown M., De Haas R. Regional inflation and financial dollarisation / European Bank for Reconstruction and Development. Series Banking "EBRD Working paper No. 163". 2013.
- Article Sokolov V. Bi-currency versus Single-Currency Targeting: Lessons from the Russian Experience // Review of International Economics. 2012. Vol. 20. No. 4. P. 707-722. doi
- Chapter Sokolov V. Tracing the Impact of Central Bank Liquidity Infusions on Financially Constrained Banks: Evidence from a Natural Experiment, in: XII Международная научная конференция по проблемам развития экономики и общества. В четырех книгах. Книга 1. / Отв. ред.: Е. Г. Ясин. Кн. 1. М. : Издательский дом НИУ ВШЭ, 2012. P. 589-599.
- Article Соколов В. Н. Влияние ликвидности, предоставленной Центральным банком, на банки с высоким уровнем иностранных заимствований во время кризиса // Журнал Новой экономической ассоциации. 2012. № 1. С. 51-78.
- Article Mark N., Lee B., Sokolov V. Linkages Between Exchange Rate Policy and Macroeconomic Performance // Pacific Economic Review. 2011. No. 16(4). P. 395-420. doi
- Chapter Sokolov V. The Impact of Exchange Rate Policy on Interest Rates and Sovereign CDS Spreads Dynamics: Lessons from the Russian Experience, in: XI международная научная конференция по проблемам развития экономики и общества: В 3 кн. Кн. 1. / Отв. ред.: Е. Г. Ясин. Кн. 1. М. : Издательский дом НИУ ВШЭ, 2011. P. 108-119.
- Chapter Гурвич Е. Т., Соколов В. Н. Анализ связи между курсовой политикой Центробанка и процентными ставками // В кн.: X Международная научная конференция по проблемам развития экономики и общества: В 3 кн. / Отв. ред.: Е. Г. Ясин. Кн. 1. М. : Издательский дом ГУ-ВШЭ, 2010.
- Article Соколов В. Н. Влияние иностранных заимствований российскими банками на кредитование реального сектора экономики // Журнал Новой экономической ассоциации. 2010. № 3
- Article Гурвич Е. Т., Соколов В. Н., Улюкаев А. В. Анализ связи между курсовой политикой ЦБ и процентными ставками: непокрытый и покрытый паритет // Журнал Новой экономической ассоциации. 2009. № 1-2. С. 104-126.
- Chapter Гурвич Е. Т., Соколов В. Н. Оценка вклада эффекта Балассы-Самуэльсона в динамику реального обменного курса рубля // В кн.: Модернизация экономики и глобализация: В 3 кн. Кн. 1. / Отв. ред.: Е. Г. Ясин. Кн. 1. М. : Издательский дом ГУ-ВШЭ, 2009. С. 350-361.
- Article Соколов В. Н. Причины и уроки прошлых экономических кризисов в США: Великая депрессия 1930-х и экономическая рецессия 1970-х годов // Экономическая политика. 2009. Т. n/a. № 6. С. 42-58.
- Preprint Sokolov V. Влияние операций на открытом рынке на волатильность рынка облигаций / NRU Higher School of Economics. Series WP9 "Исследования по экономике и финансам". 2008. No. 01.
- Article Гурвич Е. Т., Соколов В. Н., Улюкаев А. В. Оценка вклада эффекта Балассы-Самуэльсона в динамику реального обменного курса рубля // Вопросы экономики. 2008. № 7. С. 12-30.
- Chapter Sokolov V., Mark N. Exchange Rate Regimes and Macroeconomic Volatility: is «Fear of Floating» a Stabilizing Policy, in: VIII Международная научная конференция. Модернизация экономики и общественное развитие: В 3 кн. / Отв. ред.: Е. Г. Ясин. Кн. 1. М. : Издательский дом ГУ-ВШЭ, 2007. P. 242-251.
- Book Соколов В. Н. Open Market Operations and Volatility of Bond Returns: Microstructure Evidence. М. : Издательский дом ГУ-ВШЭ, 2007.
- Article Соколов В. Н. Анализ межвременного выбора в макроэкономической политике: вклад Эдмунда Фелпса в экономическую мысль // Экономический журнал Высшей школы экономики. 2007. Т. 11. № 1. С. 78-88.
- Preprint Sokolov V. Операции на открытом рынке и волатильность доходности облигаций: результаты микроструктурного исследования / NRU Higher School of Economics. Series WP9 "Исследования по экономике и финансам". 2007. No. 03.
Participation in Conferences
- XVII April International Academic Conference on Economic and Social Development, HSE, Russia. “Firm Performance, Political Influence and External Shocks” joint with L. Solanko, 2016.
- Annual Meeting of the Association of Comparative Economic Studies (ACES) in Philadelphia (discussant)
- EMG-ECB 4th Emerging Markets Finance Conference in London (presenter)
- 2014 Annual Conference of the Royal Economic Society (co-author)
- European Economic Association Annual Meeting in Toulouse (presenter)
- 2nd International Conference on Applied Economics in Perm 2014
- EMG-ECB 4th Emerging Markets Finance Conference at Cass Business School, London, UK. "Regional Inflation and Financial Dollarization"
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iCare Conference, Perm, Russia.“Subsidizing Debt of Strategic Industry Firms: Government Target Selection Decisions and their Consequences”, 2013
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Annual Meeting of the Association for Comparative Economic Studies (ACES), San Diego, USA. “Subsidizing Debt of Strategic Industry Firms: Government Target Selection Decisions and their Consequences”, 2013
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Eastern Finance Association in St. Pete (presenter and discussant)
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2nd Russian Economic Congress in Suzdal (Presenter)
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Gaidar Institute for Economic Policy (invited to give a seminar)
- Annual Eastern Finance Association Annual Meeting, Boston, USA. "Tracing the Impact of Central Bank Liquidity Infusions on Financially Constrained Banks", 2012
- Financial Intermediation Research Society (FIRS) Conference, Minneapolis, USA. "Tracing the Impact of Central Bank Liquidity Infusions on Financially Constrained Banks, The Impact of Maturity Financing Choices Made by Primary Bond Dealers on Repo Market Rates", 2012
- 66th European Meeting of the Economictric Society, Malaga, Spain. "Tracing the impact of central bank liquidity infusions on financially constrained bamks after a sudden stop", 2012
- Korea Foundation Global Seminar, "Enhancing Global Financial Governance", 2012
- 7th Annual Central Bank Workshop on the Microstructure of Financial Markets, Stavanger, Norway. “The Impact of Maturity Financing Choices Made by Primary Bond Dealers on Repo Market Rates”, 2011
- 3rd EMG Conference on Emerging Markets Finance, Cass Business School, London, UK. “Tracing the Impact of Central Bank Liquidity Infusions on Financially Constrained Banks: Evidence from a Natural Experiment”, 2011
- HSE/NES Conference, Moscow, Russia, “The Impact of Maturity Financing Choices Made by Primary Bond Dealers on Repo Market Rates”, 2011
- Midwest Finance Association, Chicago, USA. “The Impact of Maturity Financing Choices Made by Primary Bond Dealers on Repo Market Rates”, 2011
- XII International Academic Conference on Economic and Social Development, "Tracing the Impact of Central Bank Liquidity Infusions on Financially Constrained Banks: Evidence from a Natural Experiment", 2011
- XIX International Tor Vergata Conference on Money, Banking and Finance, Rome, Italy. "Tracing the Impact of Liquidity Infusion by the Central Bank", 2010
- European Finance Association (EFA) Annual Meeting, Frankfurt, Germany. "Term Spread and Primary Bond Dealers' Behavior at the Fed's Repo Auctions", 2010
- American Economic Association (AEA) Annual Meeting, San Francisco, USA. “Linkages Between Exchange Rate Policy and Macroeconomic Performance“, 2009
- European Economic Association Annual Meeting, Barcelona, Spain. "Term Spread and Primary Bond Dealers' Behavior at the Fed's Repo Auctions", 2009
- European Economic Association Annual Meeting, Milan, Italy. "Linkages Between Exchange Rate Policy and Macroeconomic Performance ", 2008
- Money, Macro and Finance Conference, London, UK. "Term Spread and Primary Bond Dealers' Behavior at the Fed's Repo Auctions", 2008
ICEF Graduates and Students Announced Winners of Student Research Paper Competition-2022
The HSE University has summed up the results of its Student Research Paper Competition-2022, held among students and graduates. For the representatives of ICEF, this contest was yet another proof of their excellent performance. Four won prizes as best finance and economics papers, three more received an honourable mention. This year’s competition among participants was greater than ever: since 2021 the authors of the winning papers receive a special scholarship from HSE for exceptional academic achievements.
Welcome to Hogwarts of Finance: ICEF Held Master’s Students Initiation Ceremony
The students, lecturers and office of the MSc Financial Economics got together for the Welcome Pizza Day, an opportunity to talk informally that involved absorbing presentations and revealed exciting things about each other’s personalities.
HSE University Hosted ICEF-CInSt 11th International Moscow Finance Conference
14 October 2022, ICEF Laboratory of Financial Economics (LFE) and Centre for Institutional Studies (CInSt) held the 11th International Moscow Finance Conference. The event featured six presentations by researchers based in China, Australia and USA. Acting as discussants were professors of HSE and schools in Romania.
‘We Have Utilised the Strengths of Two Events’
On October 14, HSE University will host the 11th ICEF-CInSt International Moscow Finance Conference. This year’s event is the result of the joint organisational efforts of the International Laboratory of Financial Economics (LFE ICEF) and the Centre for Institutional Studies (CinSt). Vladimir Sokolov and Maria Semenova, members of the conference's organising committee, spoke to the HSE News Service about the programme and participants of the event.
ICEF Held Thesis Defense Sessions for Its Master’s Cohort
Presented to the thesis committee was a total of 31 master’s theses. Of these, twenty-one were given excellent grades, with four scoring 10. The thesis committee had among its members professors of ICEF, NES and HSE. Here’s how the honours students prepared for their thesis defense, what drove their choice of topic and what they plan to do after graduation.
'The Beauty of Academia Is That It’s an Incredibly Democratic Institution'
The 10th Anniversary International Moscow Finance Conference organized by the ICEF Laboratory of Financial Economics, was held online in October 2021. At the end of the conference, Vladimir Sokolov, Head of the Laboratory and Associate Professor at ICEF, talked with Christian Juilliard, Research coordinator of the Laboratory and professor at LSE. In an interview Christian shared his impressions of LSE-ICEF cooperation, about digital fatigue and the interest in cryptocurrencies as an area of research.
‘We Can Now Say That the Finance Conference Is Global’
The 10th International Moscow Finance Conference, organized by HSE ICEF, took place on October 29–30 online. Vladimir Sokolov, Head of the International Laboratory of Financial Economics, which hosted the conference, talks about the participants, the key presentation topics and how they will impact the global economy.
'Financial Economics Conference Could Now Go Global'
October 29-30 will witness the 10th Jubilee International Moscow Finance Conference take place online, organized by the HSE ICEF and hosted by its Laboratory of Financial Economics (LFE). Vladimir Sokolov, Head of LFE, gave a brief presentation of the conference participants and keynote speakers and how their findings can affect the global economy.
ICEF Academia held a welcome meeting for its new enrollment
Alongside with the core curriculum,ICEF Academia offers its students more advanced courses, research and scientific debate opportunities, and better preparation for academic careers. Presenting ICEF Academia to first-year students were its leaders, teachers, and ICEF graduate Arseny Stolyarov, who is currently doing a PhD at the University of Wisconsin–Madison.
ICEF Students Praised by Experts for Their Research Endeavors
A springboard to careers in academia for many promising contestants, this year’s Student Research Paper Competition has announced as many as 13 winners – students and graduates of ICEF.
Research Only: How Academic Tourism Went Online and Why Scholars Like It
On October 23 – 24, 2020, the IX International Moscow Finance Conference will take place. The event has been organized jointly by ICEF and the London School of Economics. This year, the list of participants includes the editors of the two biggest journals in economics. Alexei Boulatov , Tenured Professor of HSE University, spoke about how the online format influenced the quality of academic events, what has changed in academic life over the last few months, and the topics that interest researchers today.
Pure science: How academic tourism moved online to researchers’ satisfaction
On October 23-24, the International Moscow Finance Conference will open its doors for the ninth time, organized by ICEF in cooperation with the London School of Economics. This year’s speakers include editors of two major economic journals. We talked to Alexei Boulatov, ICEF Full Professor to find out how the quality of scientific events has been influenced by online format, how academic life has changed over the recent months and what themes the research community pursues these days.
We Forecast a Severe Global Recession
ICEF held a round table on Global Economy Challenges in 2020. Mr Thanassis Gontikas, Senior Vice-President of Edmond de Rothschild Bank (EdR) in Switzerland, was invited as a speaker.
ICEF Student Presents Report on ‘The Economy for Future Development’ to the Russian President
HSE ICEF student Alexander Lee delivered a presentation titled ‘The Economy for Future Development’ during the session ‘Youth 2030. The image of the future’ at the XIX World Festival of Youth and Students, which took place in Russia from October 14-22. The presentation was based on creative work and discussions held over the course of one week among a group of international students led by experts from ISSEK and Yuri Simachev, Director for Economic Policy. Vladimir Putin, President of the Russian Federation, took part in the event.
Welcome Aboard: Tenure-Track Introductions
Every year The HSE Look continues its tradition of welcoming newly recruited international faculty via short summaries about their positions and research interests. In the 34th issue we introduce the tenure-track faculty members, and in November you can learn more about post-doctoral researchers who are starting their work at HSE this fall.
HSE Develops Discussion Programme for World Festival of Youth and Students
An agreement relating to the programme was signed by HSE and Roscongress Foundation at the St Petersburg International Economic Forum.
‘It’s Time to Discuss Our Projects’
From November 18th-19th the First International Moscow Finance Conference, organized by the HSE International College of Economics and Finance, took place at the Higher School of Economics. Carsten Sprenger, Head of the HSE International Laboratory of Financial Economics, told us about the conference participants, the programme and his impressions of the event.