Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB

Editor:
For technical questions regarding this series, please contact (Ciprian Necula)
Series handle: repec:cab:wpaefr

• 28 A Robust Assessment of the Romanian Business Cycle
  by Moisa Altar & Ciprian Necula & Gabriel Bobeica [Downloadable!]
• 27 Calibration of LIBOR Market Model: Comparison between the Separated and the Approximate Approach
  by Mihaela Tuca [Downloadable!]
• 26 Lead – Lag Relationship between the Romanian Cash Market and Futures Market
  by Lucian Streche [Downloadable!]
• 25 Value at Risk: A Comparative Analysis
  by Filip Iorgulescu [Downloadable!]

• 24 Asset Pricing in a Two-Country Discontinuous General Equilibrium Model
  by Ciprian Necula [Downloadable!]
• 23 A Two-Country Discontinuous General Equilibrium Model
  by Ciprian Necula [Downloadable!]
• 22 The Romanian Yield Curve: the Expectations Hypothesis and Connections to the Real Economy
  by Alina Stefan [Downloadable!]
• 21 Robust Monetary Policy
  by Adam Altar-Samuel [Downloadable!]
• 20 Pricing European and Barrier Options in the Fractional Black-Scholes Market
  by Ciprian Necula [Downloadable!]
• 19 A Framework for Derivative Pricing in the Fractional Black-Scholes Market
  by Ciprian Necula [Downloadable!]
• 18 Demand and supply shocks synchronisation. Evidence from Romania in the context of European Integration
  by Nora Rusu [Downloadable!]
• 17 Determinants of Spreads of Romanian Sovereign bonds. An application on the EMBIG spreads
  by Claudia Berbecaru [Downloadable!]
• 16 Exploring the Correlation between Real Exchange Rate Misalignment and Economic Growth in the CEE Countries
  by Ildiko Magyari [Downloadable!]
• 15 A Dynamic IS-LM Model with Adaptive Expectations
  by Moisa Altar [Downloadable!]
• 14 The impact of the trade and financial openness on the economic growth in the countries from the Eastern Europe
  by Macar Stoianov [Downloadable!]
• 13 Measuring market risk: a copula and extreme value approach
  by Alexandru Stanga [Downloadable!]
• 12 Common Volatility Trends among Central and Eastern European Currencies
  by Andreea Odangiu [Downloadable!]
• 11 Pricing American Options in a Mild Stochastic Environment
  by Moisa Altar & Judita Samuel [Downloadable!]
• 10 Stylized Facts and Discrete Stochastic Volatility Models
  by Alin Sima [Downloadable!]
• 9 Modelling and Detecting Long Memory in Stock Returns
  by Ciprian Necula [Downloadable!]
• 8 Forward Premium Puzzle: Futures Contracts Evidence and Speculation Strategies
  by Alina Piciorea [Downloadable!]
• 7 The Influence of Fiscal Policy on Economic Growth
  by Moisa Altar & Judita Samuel [Downloadable!]
• 6 Barrier Options and a Reflection Principle of the Fractional Brownian Motion
  by Cipian Necula [Downloadable!]
• 5 Fiscal Policy, Public Capital and Economic Growth
  by Moisa Altar & Judita Samuel [Downloadable!]
• 4 Credit risk of non-financial companies in the context of financial stability
  by Romulus Mircea [Downloadable!]
• 3 Fiscal and Monetary Policies and Economic Growth
  by Moisa Altar [Downloadable!]
• 2 Option Pricing in a Fractional Brownian Motion Environment
  by Cipian Necula [Downloadable!]
• 1 The Influence of Monetary and Fiscal Policies on Social Welfare
  by Moisa Altar & Judita Samuel [Downloadable!]

Did you know? There are NEP reports in over 80 fields that deliver new research to your email.

This page was last updated on 2009-11-3.