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Details about Radu Lupu

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Workplace:Facultatea de Relatii Economice Internationale (Faculty of International Business and Economics), Academia de Studii Economice din Bucureşti (Bucharest Academy of Economic Studies), (more information at EDIRC)
Institutul de Prognoza Economica (Institute for Economic Forecasting), Institutul National de Cercetari Economice (INCE) (National Institute of Economic Research), Academia Romana (Romanian Academy), (more information at EDIRC)

Access statistics for papers by Radu Lupu.

Last updated 2016-08-26. Update your information in the RePEc Author Service.

Short-id: plu161


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Working Papers

2015

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

2014

  1. 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 Downloads View citations (9)

2008

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

Journal Articles

2016

  1. Impact Of FOMC Official Speeches on the Intraday Dynamics of CDS Markets
    Journal for Economic Forecasting, 2016, (2), 5-12 Downloads

2015

  1. Evolution of Mutual Funds in Romania: Performance and Risks
    Journal for Economic Forecasting, 2015, (4), 180-197 Downloads View citations (1)
  2. SKEWNESS AND COSKEWNESS DYNAMICS FOR THE ROMANIAN STOCK MARKET
    Internal Auditing and Risk Management, 2015, 40, (1), 1-18 Downloads

2014

  1. 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 Downloads View citations (6)
  2. CO-MOVEMENTS OF EUROPEAN STOCK MARKETS USING THE UNIVARIATE MARKOV REGIME SWITCHING MODEL
    Internal Auditing and Risk Management, 2014, 36, (1), 33-43 Downloads View citations (1)
  3. CO-MOVEMENTS OF REGIME SHIFTS IN GBP CURRENCY PAIRS AROUND BOE QUANTITATIVE EASING ANNOUNCEMENTS
    Studii Financiare (Financial Studies), 2014, 18, (3), 89-101 Downloads View citations (3)
  4. Estimating the Impact of Quantitative Easing On Credit Risk through an ARMA-GARCH Model
    Journal for Economic Forecasting, 2014, (3), 39-50 Downloads View citations (14)
  5. Lawrence R. Klein and the Economic Forecasting – A Survey
    Journal for Economic Forecasting, 2014, (1), 5-14 Downloads
  6. Modeling Risk Convergence for European Financial Markets
    Hyperion Economic Journal, 2014, 2, (3), 3-12 Downloads
  7. Simultaneity of Tail Events for Dynamic Conditional Distributions of Stock Market Index Returns
    Journal for Economic Forecasting, 2014, (4), 49-64 Downloads
  8. To QE or Not to QE? The Japanese Experience
    Hyperion Economic Journal, 2014, 2, (2), 3-10 Downloads View citations (7)

2013

  1. 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 Downloads

2012

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

2011

  1. Dynamic Trade-Offs In Financial Performances Of Romanian Companies
    Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice, 2011, 2011SE, 85-100 Downloads View citations (2)

2010

  1. Statistical Properties of the CEE Stock Market Dynamics. A Panel Data Analysis
    Romanian Economic Journal, 2010, 13, (37), 41-54 Downloads View citations (3)

2009

  1. Are Capital Markets Integrated? A Test of Information Transmission within the European Union
    Journal for Economic Forecasting, 2009, 6, (2), 64-80 Downloads View citations (9)

2008

  1. Direction of Change at the Bucharest Stock Exchange
    Romanian Economic Journal, 2008, 11, (27), 165-185 Downloads View citations (1)

2007

  1. Testing for Heteroskedasticity on the Bucharest Stock Exchange
    Romanian Economic Journal, 2007, 10, (23), 19-28 Downloads View citations (6)

2006

  1. Option Pricing with Stochastic Volatility and Jump Diffusion Processes
    Theoretical and Applied Economics, 2006, 3(498), (3(498)), 125-130 Downloads
  2. 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 Downloads View citations (1)
  3. The Adjustment of VaR to the Empirical Distribution of Returns
    Theoretical and Applied Economics, 2006, 4(499), (4(499)), 27-32 Downloads

2005

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