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Advances in Economic and Financial Research - DOFIN Working Paper Series

From Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB
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50: Fiscal discipline and economic growth – the case of Romania Downloads
Ionut Dumitru and Razvan Stanca
47: Estimation of an open economy DSGE model for Romania. Do nominal and real frictions matter? Downloads
Veaceslav Grigoras
46: Credit risk modeling – a macro perspective Downloads
Bogdan Chiriacescu
45: Credit Scoring Modelling: A Micro–Macro Approach Downloads
Ana-Maria Sandica
44: Analyzing Asymetric Dependence in Exchange Rates using Copula Downloads
Alexie Alupoaiei
43: Analyzing markets for electronic communications services in emerging economies - the case of Romania Downloads
Radu Tudorache
42: Macroeconomic Effects of the Population Ageing Phenomenon Downloads
Cristian Bulete
41: Inflation Dynamics Under The Sticky Information Phillips Curve Downloads
Iulian Ciobica
40: Exploring Dual Long Memory in Returns and Volatility Across Central and Eastern Europe Stock Markets Downloads
Mihaela Sandu
39: Early Warning Models for Banking Supervision in Romania Downloads
Radu Muntean
38: The need for high frequency data: estimating monthly GDP Downloads
George Constantinescu
37: Predicting Romanian Financial Distressed Companies Downloads
Madalina Andreica
35: Exchange Rate Risk: Heads or Tails Downloads
Ana-Maria Gavril
34: Exchange Rate Pass-Through into Romanian Price Indices: A VAR Approach Downloads
Bogdan-Octavian Cozmanca and Florentina Manea
33: Evidence of unspanned stochastic volatility in crude-oil market Downloads
Razvan Tudor
32: Asymmetric Conditional Volatility on the Romanian Stock Market Downloads
Florin Stanciu
30: The Effect of Capital Market Liberalization in Eastern Europe: Economic Growth or Financial Crisis Downloads
Lavinia Cristescu
29: Spillover effect: A study for major capital markets and Romania capital market Downloads
Cristina Belciuganu
28: A Robust Assessment of the Romanian Business Cycle Downloads
Moisa Altar, Ciprian Necula and Gabriel Bobeica
27: Calibration of LIBOR Market Model: Comparison between the Separated and the Approximate Approach Downloads
Mihaela Tuca
26: Lead – Lag Relationship between the Romanian Cash Market and Futures Market Downloads
Lucian Streche
25: Value at Risk: A Comparative Analysis Downloads
Filip Iorgulescu
24: Asset Pricing in a Two-Country Discontinuous General Equilibrium Model Downloads
Ciprian Necula
23: A Two-Country Discontinuous General Equilibrium Model Downloads
Ciprian Necula
22: The Romanian Yield Curve: the Expectations Hypothesis and Connections to the Real Economy Downloads
Alina Stefan
21: Robust Monetary Policy Downloads
Adam Altar-Samuel
20: Pricing European and Barrier Options in the Fractional Black-Scholes Market Downloads
Ciprian Necula
19: A Framework for Derivative Pricing in the Fractional Black-Scholes Market Downloads
Ciprian Necula
18: Demand and supply shocks synchronisation. Evidence from Romania in the context of European Integration Downloads
Nora Rusu
17: Determinants of Spreads of Romanian Sovereign bonds. An application on the EMBIG spreads Downloads
Claudia Berbecaru
15: A Dynamic IS-LM Model with Adaptive Expectations Downloads
Moisa Altar
14: The impact of the trade and financial openness on the economic growth in the countries from the Eastern Europe Downloads
Macar Stoianov
13: Measuring market risk: a copula and extreme value approach Downloads
Alexandru Stanga
12: Common Volatility Trends among Central and Eastern European Currencies Downloads
Andreea Odangiu
11: Pricing American Options in a Mild Stochastic Environment Downloads
Moisa Altar and Judita Samuel
10: Stylized Facts and Discrete Stochastic Volatility Models Downloads
Alin Sima
9: Modelling and Detecting Long Memory in Stock Returns Downloads
Ciprian Necula
7: The Influence of Fiscal Policy on Economic Growth Downloads
Moisa Altar and Judita Samuel
6: Barrier Options and a Reflection Principle of the Fractional Brownian Motion Downloads
Ciprian Necula
5: Fiscal Policy, Public Capital and Economic Growth Downloads
Moisa Altar and Judita Samuel
4: Credit risk of non-financial companies in the context of financial stability Downloads
Romulus Mircea
3: Fiscal and Monetary Policies and Economic Growth Downloads
Moisa Altar
2: Option Pricing in a Fractional Brownian Motion Environment Downloads
Ciprian Necula
1: The Influence of Monetary and Fiscal Policies on Social Welfare Downloads
Moisa Altar and Judita Samuel
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