Details about Loredana Ureche-Rangau

Access statistics for papers by Loredana Ureche-Rangau.

Last updated 2011-09-30. Update your information in the RePEc Author Service.

Short-id: pur21

Working Papers

2008

1. Multiple Potential Payers and Sovereign Bond Prices
   Working Papers CEB, ULB -- Universite Libre de Bruxelles View citations (12)
   Also in Working Papers, Bank of Greece (2008) View citations (11)
   ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2008) View citations (12)

2005

2. Entre la peste et le choléra: le détenteur d'obligations peut préférer la répudiation au défaut
   ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (9)
   Also in Working Papers CEB, ULB -- Universite Libre de Bruxelles (2004) View citations (5)

2004

3. Does trading volume really explain stock returns volatility?
   Working Papers, IESEG School of Management View citations (7)
   See also Journal Article Does trading volume really explain stock returns volatility?, Journal of International Financial Markets, Institutions and Money, Elsevier (2008) View citations (17) (2008)

Journal Articles

2011

1. A simple method for variance shift detection at unknown time points
   Economics Bulletin, 2011, 31, (3), 2204-2218 View citations (4)
2. The dynamics of the volatility – trading volume relationship: New evidence from developed and emerging markets
   Economics Bulletin, 2011, 31, (3), 2569-2583 View citations (4)

2009

3. More on the volatility-trading volume relationship in emerging markets: The Chinese stock market
   Journal of Applied Statistics, 2009, 36, (7), 779-799 View citations (11)

2008

4. Does trading volume really explain stock returns volatility?
   Journal of International Financial Markets, Institutions and Money, 2008, 18, (3), 216-235 View citations (17)
   See also Working Paper Does trading volume really explain stock returns volatility?, Working Papers (2004) View citations (7) (2004)
5. Robust outlier detection for Asia-Pacific stock index returns
   Journal of International Financial Markets, Institutions and Money, 2008, 18, (4), 326-343 View citations (16)
6. Time-varying conditional dependence in Chinese stock markets
   Applied Financial Economics, 2008, 18, (11), 895-916 View citations (8)

2006

7. Stock market dynamics in a regime-switching asymmetric power GARCH model
   International Review of Financial Analysis, 2006, 15, (2), 109-129 View citations (10)