EconPapers    
Economics at your fingertips  
 

Details about Loredana Ureche-Rangau

Workplace:Centre Emile Bernheim, Solvay Brussels School of Economics and Management, Université Libre de Bruxelles (Free University of Brussels), (more information at EDIRC)
Centre de Recherche sur l'Indutrie, les Institutions, et les Systèmes Économiques d'Amiens (CRIISEA) (Amiens Research Center on Industry, Institutions and Economic Systems), Université de Picardie (University of Picardy), (more information at EDIRC)

Access statistics for papers by Loredana Ureche-Rangau.

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

Short-id: pur21


Jump to Journal Articles

Working Papers

2008

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

2005

  1. 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) Downloads View citations (4)

2004

  1. Does trading volume really explain stock returns volatility?
    Working Papers, IESEG School of Management Downloads View citations (8)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2008)

Journal Articles

2011

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

2009

  1. More on the volatility-trading volume relationship in emerging markets: The Chinese stock market
    Journal of Applied Statistics, 2009, 36, (7), 779-799 Downloads View citations (9)

2008

  1. Does trading volume really explain stock returns volatility?
    Journal of International Financial Markets, Institutions and Money, 2008, 18, (3), 216-235 Downloads View citations (12)
    See also Working Paper (2004)
  2. Robust outlier detection for Asia-Pacific stock index returns
    Journal of International Financial Markets, Institutions and Money, 2008, 18, (4), 326-343 Downloads View citations (6)
  3. Time-varying conditional dependence in Chinese stock markets
    Applied Financial Economics, 2008, 18, (11), 895-916 Downloads View citations (8)

2006

  1. Stock market dynamics in a regime-switching asymmetric power GARCH model
    International Review of Financial Analysis, 2006, 15, (2), 109-129 Downloads View citations (7)
 
Page updated 2020-09-19