Details about Razvan C. Pascalau

Access statistics for papers by Razvan C. Pascalau.

Last updated 2026-09-14. Update your information in the RePEc Author Service.

Short-id: ppa296

Working Papers

2020

1. The Role of CETA on Carbon Dioxide, F-Gasses, Methane, and Nitrous Oxide
   MPRA Paper, University Library of Munich, Germany View citations (4)

2019

2. CETA and Air Pollution
   MPRA Paper, University Library of Munich, Germany View citations (3)
3. The Role of TTIP on Other than CO2 Air Pollutants
   MPRA Paper, University Library of Munich, Germany View citations (1)

2017

4. TTIP and the Environmental Kuznets Curve
   MPRA Paper, University Library of Munich, Germany View citations (5)
5. The Role of TTIP on the Environment
   MPRA Paper, University Library of Munich, Germany View citations (3)
   See also Journal Article The Role of TTIP on the Environment, Southern Economic Journal, John Wiley & Sons (2019) View citations (8) (2019)

2014

6. Public Enforcement of Securities Market Rules: Resource-based evidence from the Securities Exchange Commission
   Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies View citations (8)

2010

7. Unconditional mean, Volatility and the Fourier-Garch representation
   MPRA Paper, University Library of Munich, Germany View citations (5)
   See also Chapter Unconditional Mean, Volatility, and the FOURIER-GARCH Representation, Palgrave Macmillan Books, Palgrave Macmillan (2011) View citations (5) (2011)

2008

8. Unit Roots Tests with Smooth Breaks: An Application to the Nelson-Plosser Data Set
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Unit root tests with smooth breaks: an application to the Nelson-Plosser data set, Applied Economics Letters, Taylor & Francis Journals (2010) View citations (47) (2010)

2007

9. Corporate Management of Highly Dynamic Risks: The Case of Terrorism Insurance in Germany
   MPRA Paper, University Library of Munich, Germany
10. Productivity Shocks, Unemployment Persistence, and the Adjustment of Real Wages in OECD Countries
    MPRA Paper, University Library of Munich, Germany View citations (10)
11. Recruitment of Overeducated Personnel: Insider-Outsider Effects on Fair Employee Selection Practices
    TWI Research Paper Series, Thurgauer Wirtschaftsinstitut, Universität Konstanz
12. Recruitment of Seemingly Overeducated Personnel: Insider-Outsider Effects on Fair Employee Selection Practices
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Recruitment of Seemingly Overeducated Personnel: Insider--Outsider Effects on Fair Employee Selection Practices, International Journal of the Economics of Business, Taylor & Francis Journals (2013) (2013)

Journal Articles

2024

1. The impacts of CETA on air pollutants
   International Economics and Economic Policy, 2024, 21, (4), 845-882

2023

2. Increasing the information content of realized volatility forecasts*
   Journal of Financial Econometrics, 2023, 21, (4), 1064-1098 View citations (2)

2022

3. Johansen‐type cointegration tests with a Fourier function
   Journal of Time Series Analysis, 2022, 43, (5), 828-852 View citations (5)

2021

4. Comprehensive Economic and Trade Agreement (CETA) and air pollution
   Journal of Environmental Economics and Policy, 2021, 10, (3), 293-323 View citations (2)
5. Transatlantic Trade and Investment Partnership, and Environmental Consequences
   Journal of Economic Integration, 2021, 36, (4), 549-616 View citations (1)
6. Would economic growth affect air pollution in light of the potential transatlantic trade and investment partnership?
   International Economics and Economic Policy, 2021, 18, (1), 127-156 View citations (1)

2019

7. The Role of TTIP on the Environment
   Southern Economic Journal, 2019, 85, (4), 1262-1285 View citations (8)
   See also Working Paper The Role of TTIP on the Environment, MPRA Paper (2017) View citations (3) (2017)

2015

8. Pretesting for multi-step-ahead exchange rate forecasts with STAR models
   International Journal of Forecasting, 2015, 31, (2), 473-487 View citations (6)

2014

9. Public enforcement of securities market rules: Resource-based evidence from the Securities and Exchange Commission
   Journal of Economic Behavior & Organization, 2014, 106, (C), 197-212 View citations (8)

2013

10. Recruitment of Seemingly Overeducated Personnel: Insider--Outsider Effects on Fair Employee Selection Practices
    International Journal of the Economics of Business, 2013, 20, (1), 57-82
    See also Working Paper Recruitment of Seemingly Overeducated Personnel: Insider-Outsider Effects on Fair Employee Selection Practices, MPRA Paper (2007) (2007)

2012

11. Corporate Management of Highly Dynamic Risks: Evidence from the Demand for Terrorism Insurance in Germany
    The Geneva Risk and Insurance Review, 2012, 37, (1), 57-82 View citations (3)
12. Diversification in Funds of Hedge Funds: Is It Possible to Overdiversify?
    The Review of Asset Pricing Studies, 2012, 2, (1), 89-110 View citations (17)

2010

13. Unit root tests with smooth breaks: an application to the Nelson-Plosser data set
    Applied Economics Letters, 2010, 17, (6), 565-570 View citations (47)
    See also Working Paper Unit Roots Tests with Smooth Breaks: An Application to the Nelson-Plosser Data Set, MPRA Paper (2008) (2008)

Edited books

2011

1. Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models
   Palgrave Macmillan Books, Palgrave Macmillan
2. Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures
   Palgrave Macmillan Books, Palgrave Macmillan
3. Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models
   Palgrave Macmillan Books, Palgrave Macmillan
4. Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
   Palgrave Macmillan Books, Palgrave Macmillan

Chapters

2011

1. Unconditional Mean, Volatility, and the FOURIER-GARCH Representation
   Palgrave Macmillan View citations (5)
   See also Working Paper Unconditional mean, Volatility and the Fourier-Garch representation, University Library of Munich, Germany (2010) View citations (5) (2010)