Details about Radu Lupu

Access statistics for papers by Radu Lupu.

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Short-id: plu161

Working Papers

2020

1. Estimates on the dynamics of the COVID-19 pandemic and its impact on the economy
   Working Papers of Institute for Economic Forecasting, Institute for Economic Forecasting View citations (10)

2015

2. Interactions between financial markets and macroeconomic variables in EU: a nonlinear modeling approach
   ERSA conference papers, European Regional Science Association View citations (4)

2014

3. A Nonlinear Model to Estimate the Long Term Correlation between Market Capitalization and GDP per capita in Eastern EU Countries
   Working Papers of Institute for Economic Forecasting, Institute for Economic Forecasting View citations (11)

2011

4. Shock transmission among the European Stock markets - Conferinta CRESTERE ECONOMICA SI SUSTENABILITATE SOCIALA. PROVOCARI SI PERSPECTIVE EUROPENE>
   Institute for Economic Forecasting Conference Proceedings, Institute for Economic Forecasting

2008

5. Empirical Evidence On The Correlation Between The Exchange Rate And Romanian Exports
   MPRA Paper, University Library of Munich, Germany

2007

6. Volatility Forecasting and Sign Changes in Currency Returns
   EcoMod2007, EcoMod

Journal Articles

2020

1. Anomaly detection in stock market indices with neural networks
   Journal of Financial Studies, 2020, 9, (5), 10-23 View citations (2)
2. Estimates of Dynamics of the Covid19 Pandemic and of its Impact on the Economy
   Journal for Economic Forecasting, 2020, (2), 5-17 View citations (10)
3. FINANCIAL LITERACY IN ROMANIA: A TEST OF ECONOMICS AND BUSINESS STUDENTS
   Studies in Business and Economics, 2020, 15, (3), 269-286

2019

4. Nonlinear Modeling of Financial Stability Using Default Probabilities from the Capital Market
   Journal for Economic Forecasting, 2019, (1), 19-37 View citations (2)

2018

5. Dichotomous stock market reaction to episodes of rules and discretion in the US monetary policy
   Economic Modelling, 2018, 70, (C), 56-66 View citations (1)

2017

6. Analysis of Macroeconomic Events Impact Using the Event Study Methodology
   Hyperion Economic Journal, 2017, 5, (2), 3-13
7. Risk Generating Industries for European Stock Markets
   ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, 2017, 51, (4), 5-17 View citations (1)
8. What Matters for Entrepreneurship? A Global View on Its Determinants
   Journal for Economic Forecasting, 2017, (2), 135-149 View citations (2)

2016

9. Impact Of FOMC Official Speeches on the Intraday Dynamics of CDS Markets
   Journal for Economic Forecasting, 2016, (2), 5-12
10. QUANTITATIVE EASING, TAPERING AND STOCK MARKET INDICES
    ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, 2016, 50, (3), 5-23 View citations (2)
11. SYSTEMIC RISK AND COJUMPS IN HIGH FREQUENCY DATA
    Studii Financiare (Financial Studies), 2016, 20, (4), 6-16
12. THE EFFECTS OF LABOR MARKET NEWS ON INTERNATIONAL FINANCIAL MARKETS
    Romanian Economic Business Review, 2016, 11, (2), 207-215

2015

13. Are the Announcements Regarding Macroeconomic Fundamentals Responsible for Changes in the Dynamics of Stock Markets? CEE vs Developed Markets
    Hyperion Economic Journal, 2015, 3, (3), 3-13
14. Evolution of Mutual Funds in Romania: Performance and Risks
    Journal for Economic Forecasting, 2015, (4), 180-197 View citations (5)
15. SKEWNESS AND COSKEWNESS DYNAMICS FOR THE ROMANIAN STOCK MARKET
    Internal Auditing and Risk Management, 2015, 40, (1), 1-18

2014

16. A MIXED FREQUENCY ANALYSIS OF CONNECTIONS BETWEEN MACROECONOMIC VARIABLES AND STOCK MARKETS IN CENTRAL AND EASTERN EUROPE
    Studii Financiare (Financial Studies), 2014, 18, (2), 69-79 View citations (6)
17. CO-MOVEMENTS OF EUROPEAN STOCK MARKETS USING THE UNIVARIATE MARKOV REGIME SWITCHING MODEL
    Internal Auditing and Risk Management, 2014, 36, (1), 33-43 View citations (1)
18. CO-MOVEMENTS OF REGIME SHIFTS IN GBP CURRENCY PAIRS AROUND BOE QUANTITATIVE EASING ANNOUNCEMENTS
    Studii Financiare (Financial Studies), 2014, 18, (3), 89-101 View citations (4)
19. Estimating the Impact of Quantitative Easing On Credit Risk through an ARMA-GARCH Model
    Journal for Economic Forecasting, 2014, (3), 39-50 View citations (17)
20. Lawrence R. Klein and the Economic Forecasting – A Survey
    Journal for Economic Forecasting, 2014, (1), 5-14
21. Modeling Risk Convergence for European Financial Markets
    Hyperion Economic Journal, 2014, 2, (3), 3-12
22. Simultaneity of Tail Events for Dynamic Conditional Distributions of Stock Market Index Returns
    Journal for Economic Forecasting, 2014, (4), 49-64 View citations (1)
23. TESTING THE PERFORMANCE OF GARCH AND EGARCH MODELS IN THE STUDY OF FOREIGN EXCHANGE RATES OF PUBLIC SERVANTS AND OF THE POPULATION
    HOLISTICA Journal of Business and Public Administration, 2014, 5, (1), 54-63 View citations (1)
24. To QE or Not to QE? The Japanese Experience
    Hyperion Economic Journal, 2014, 2, (2), 3-10 View citations (7)

2013

25. Dinamica ocupării forţei de muncă sectoriale în regiunile din România şi ţările UE – principalele caracteristici şi tendinţe
    Theoretical and Applied Economics, 2013, XX, (Special II), 199-210

2012

26. The Usefulness of Mathematical Tools for Economic Analysis
    Ovidius University Annals, Economic Sciences Series, 2012, XII, (1), 1517-1521

2011

27. Dynamic Trade-Offs In Financial Performances Of Romanian Companies
    Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), 2011, 2011SE, 85-100 View citations (3)

2010

28. Criza datoriilor suverane din Europa în 2010
    Revista OEconomica, 2010, (03) View citations (1)
29. Statistical Properties of the CEE Stock Market Dynamics. A Panel Data Analysis
    Romanian Economic Journal, 2010, 13, (37), 41-54 View citations (4)

2009

30. Are Capital Markets Integrated? A Test of Information Transmission within the European Union
    Journal for Economic Forecasting, 2009, 6, (2), 64-80 View citations (13)

2008

31. Direction of Change at the Bucharest Stock Exchange
    Romanian Economic Journal, 2008, 11, (27), 165-185 View citations (2)
32. International services trade patterns and specialization potential: a comparative Assessment
    Annals of Faculty of Economics, 2008, 1, (1), 49-54
33. The Factors of the Capital Structure in Eastern Europe
    Annals of University of Craiova - Economic Sciences Series, 2008, 1, (36), 432-443

2007

34. Testing for Heteroskedasticity on the Bucharest Stock Exchange
    Romanian Economic Journal, 2007, 10, (23), 19-28 View citations (8)

2006

35. Option Pricing with Stochastic Volatility and Jump Diffusion Processes
    Theoretical and Applied Economics, 2006, 3(498), (3(498)), 125-130
36. Option bounds for multinomial stock returns in Jump-Diffusion processes - a Monte Carlo simulation for a multi-jump process
    Journal for Economic Forecasting, 2006, 3, (2), 58-71 View citations (1)
37. The Adjustment of VaR to the Empirical Distribution of Returns
    Theoretical and Applied Economics, 2006, 4(499), (4(499)), 27-32

2005

38. Competitivitatea firmelor listate la BVB folosind metoda studiului econometric de eveniment
    Revista OEconomica, 2005, (04)