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Radu Lupu

Personal Details

First Name:Radu
Middle Name:A.
Last Name:Lupu
Suffix:
RePEc Short-ID:plu161

Affiliation

(50%) Facultatea de Relatii Economice Internationale
Academia de Studii Economice din Bucureşti

Bucureşti, Romania
http://www.rei.ase.ro/
RePEc:edi:frasero (more details at EDIRC)

(50%) Institutul de Prognoza Economica
Institutul National de Cercetari Economice (INCE)
Academia Romana

Bucureşti, Romania
http://www.ipe.ro/
RePEc:edi:ipacaro (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Lucian Liviu ALBU & Ciprian Ion PREDA & Radu LUPU, 2020. "Estimates on the dynamics of the COVID-19 pandemic and its impact on the economy," Working Papers of Institute for Economic Forecasting 200518, Institute for Economic Forecasting.
  2. Lucian-Liviu Albu & Radu Lupu & Adrian Cantemir Calin, 2015. "Interactions between financial markets and macroeconomic variables in EU: a nonlinear modeling approach," ERSA conference papers ersa15p685, European Regional Science Association.
  3. Albu, Lucian Liviu & Lupu, Radu & Calin, Cantemir, 2014. "A Nonlinear Model to Estimate the Long Term Correlation between Market Capitalization and GDP per capita in Eastern EU Countries," Working Papers of Institute for Economic Forecasting 141115, Institute for Economic Forecasting.
  4. Lupu, Radu, 2011. "Shock transmission among the European Stock markets - Conferinta CRESTERE ECONOMICA SI SUSTENABILITATE SOCIALA. PROVOCARI SI PERSPECTIVE EUROPENE>," Institute for Economic Forecasting Conference Proceedings 101101, Institute for Economic Forecasting.
  5. Radu Lupu, 2007. "Volatility Forecasting and Sign Changes in Currency Returns," EcoMod2007 23900055, EcoMod.
  6. Cojanu, Valentin & Paun, Cristian & Lupu, Radu, 2006. "Empirical Evidence On The Correlation Between The Exchange Rate And Romanian Exports," MPRA Paper 7060, University Library of Munich, Germany, revised 02 Feb 2008.

Articles

  1. Lucian Liviu Albu & Radu Lupu, 2020. "Anomaly detection in stock market indices with neural networks," Journal of Financial Studies, Institute of Financial Studies, vol. 9(5), pages 10-23, November.
  2. HOROBEȚ Alexandra & VRÎNCEANU Georgiana & HURDUZEU Gheorghe & LUPU Radu, 2020. "Financial Literacy In Romania: A Test Of Economics And Business Students," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 15(3), pages 269-286, December.
  3. Lucian Liviu ALBU & Ciprian Ion PREDA & Radu LUPU & Carmen Elena DOBROTĂ & George Marian CĂLIN & Claudia M. BOGHICEVICI, 2020. "Estimates of Dynamics of the Covid19 Pandemic and of its Impact on the Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 5-17, July.
  4. Lucian Liviu ALBU & Radu LUPU & Adrian Cantemir CĂLIN & Iulia LUPU, 2019. "Nonlinear Modeling of Financial Stability Using Default Probabilities from the Capital Market," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 19-37, March.
  5. Marinescu, Ion-Iulian & Horobet, Alexandra & Lupu, Radu, 2018. "Dichotomous stock market reaction to episodes of rules and discretion in the US monetary policy," Economic Modelling, Elsevier, vol. 70(C), pages 56-66.
  6. Mariana NICOLAE & Radu LUPU & Irina ION, 2017. "What Matters for Entrepreneurship? A Global View on Its Determinants," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 135-149, June.
  7. Lucian Liviu ALBU & Radu LUPU & Adrian Cantemir CALIN, 2017. "Risk Generating Industries for European Stock Markets," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 51(4), pages 5-17.
  8. Radu LUPU & Alexandra MATEESCU & Mihai MITRACHE, 2017. "Analysis of Macroeconomic Events Impact Using the Event Study Methodology," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, vol. 5(2), pages 3-13, June.
  9. Lucian Liviu Albu & Radu Lupu & Adrian Cantemir Călin, 2016. "Impact Of FOMC Official Speeches on the Intraday Dynamics of CDS Markets," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 5-12, June.
  10. Lucian Liviu ALBU & Radu LUPU & Adrian Cantemir CĂLIN, 2016. "Quantitative Easing, Tapering And Stock Market Indices," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 50(3), pages 5-23.
  11. LUPU, Radu & MATEESCU, Alexandra, 2016. "Systemic Risk And Cojumps In High Frequency Data," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 20(4), pages 6-16.
  12. Adrian Cantemir CĂLIN & Radu LUPU, 2016. "The Effects Of Labor Market News On International Financial Markets," Romanian Economic Business Review, Romanian-American University, vol. 11(2), pages 207-215, June.
  13. Tudorache Florentin Gabriel & Luminiţa Nicolescu & Radu Lupu, 2015. "Evolution of Mutual Funds in Romania: Performance and Risks," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 180-197, December.
  14. Radu Lupu & Adrian Cantemir Calin & Georgiana Roxana Ene, 2015. "Are the Announcements Regarding Macroeconomic Fundamentals Responsible for Changes in the Dynamics of Stock Markets? CEE vs Developed Markets," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, vol. 3(3), pages 3-13, September.
  15. Radu LUPU & Adrian Cantemir CALIN, 2015. "Skewness And Coskewness Dynamics For The Romanian Stock Market," Internal Auditing and Risk Management, Athenaeum University of Bucharest, vol. 40(1), pages 1-18, December.
  16. LUPU, Radu & CALIN, Adrian Cantemir, 2014. "Co-Movements Of Regime Shifts In Gbp Currency Pairs Around Boe Quantitative Easing Announcements," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 18(3), pages 89-101.
  17. LUPU, Radu & CALIN, Adrian Cantemir, 2014. "A Mixed Frequency Analysis Of Connections Between Macroeconomic Variables And Stock Markets In Central And Eastern Europe," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 18(2), pages 69-79.
  18. Radu Lupu, 2014. "Simultaneity of Tail Events for Dynamic Conditional Distributions of Stock Market Index Returns," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 49-64, December.
  19. Radu LUPU & Adrian Cantemir CALIN & Carmen ALBU, 2014. "Testing The Performance Of Garch And Egarch Models In The Study Of Foreign Exchange Rates Of Public Servants And Of The Population," HOLISTICA Journal of Business and Public Administration, Association Holistic Research Academic (HoRA), vol. 5(1), pages 54-63, January-J.
  20. Radu Lupu & Adrian Cantemir Calin, 2014. "To QE or Not to QE? The Japanese Experience," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, vol. 2(2), pages 3-10, June.
  21. Radu LUPU & Adrian Cantemir CALIN, 2014. "Co-Movements Of European Stock Markets Using The Univariate Markov Regime Switching Model," Internal Auditing and Risk Management, Athenaeum University of Bucharest, vol. 36(1), pages 33-43, December.
  22. Hall, Stephen George & Roudoi, Andrei & Albu, Lucian Liviu & Lupu, Radu & Calin, Adrian Cantemir, 2014. "Lawrence R. Klein and the Economic Forecasting – A Survey," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 5-14, March.
  23. Radu Lupu & Adrian Cantemir Calin & Iulia Lupu & Oana Cristina Popovici, 2014. "Modeling Risk Convergence for European Financial Markets," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, vol. 2(3), pages 3-12, September.
  24. Lucian Liviu Albu & Radu Lupu & Cantemir Adrian Călin & Oana Cristina Popovici, 2014. "Estimating the Impact of Quantitative Easing On Credit Risk through an ARMA-GARCH Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 39-50, October.
  25. Marioara IORDAN & Mihaela-Nona CHILIAN & Ion GHIZDEANU & Radu LUPU & Dalina Maria ANDREI3, 2013. "Dinamica ocupării forţei de muncă sectoriale în regiunile din România şi ţările UE – principalele caracteristici şi tendinţe," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(Special I), pages 199-210, December.
  26. Lupu Radu, 2012. "The Usefulness of Mathematical Tools for Economic Analysis," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 1517-1521, May.
  27. Alexandra Horobet & Radu Lupu & Sorin Dumitrescu & Dan Gabriel Dumitrescu & Iulia TINTEA, 2011. "Dynamic Trade-Offs In Financial Performances Of Romanian Companies," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 2011, pages 85-100, july.
  28. Miclăuş Paul, Lupu Radu, Lupu Iulia, 2010. "Criza datoriilor suverane din Europa în 2010," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 03, September.
  29. Barry Harrison & Radu Lupu & Iulia Lupu, 2010. "Statistical Properties of the CEE Stock Market Dynamics. A Panel Data Analysis," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 13(37), pages 41-54, September.
  30. Horobet, Alexandra & Lupu, Radu, 2009. "Are Capital Markets Integrated? A Test of Information Transmission within the European Union," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 6(2), pages 64-80, June.
  31. Paul Gabriel MICLAUS & Radu LUPU & Stefan UNGUREANU, 2008. "The Factors of the Capital Structure in Eastern Europe," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 1(36), pages 432-443, May.
  32. Bobirca Ana & Miclaus Paul Gabriel & Ungureanu Stefan & Lupu Radu & Lupu Radu, 2008. "International services trade patterns and specialization potential: a comparative Assessment," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 49-54, May.
  33. Radu Lupu & Cristiana Tudor, 2008. "Direction of Change at the Bucharest Stock Exchange," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 11(27), pages 165-185, January.
  34. Radu Lupu & Iulia Lupu, 2007. "Testing for Heteroskedasticity on the Bucharest Stock Exchange," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 10(23), pages 19-28, June.
  35. Radu Lupu, 2006. "The Adjustment of VaR to the Empirical Distribution of Returns," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 4(4(499)), pages 27-32, June.
  36. Radu Lupu, 2006. "Option Pricing with Stochastic Volatility and Jump Diffusion Processes," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 3(3(498)), pages 125-130, May.
  37. Lupu, Radu, 2006. "Option bounds for multinomial stock returns in Jump-Diffusion processes - a Monte Carlo simulation for a multi-jump process," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(2), pages 58-71, June.
  38. Lupu Radu, 2005. "Competitivitatea firmelor listate la BVB folosind metoda studiului econometric de eveniment," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 04, December.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Lucian Liviu ALBU & Ciprian Ion PREDA & Radu LUPU, 2020. "Estimates on the dynamics of the COVID-19 pandemic and its impact on the economy," Working Papers of Institute for Economic Forecasting 200518, Institute for Economic Forecasting.

    Cited by:

    1. Chopdar, Prasanta Kr & Paul, Justin & Prodanova, Jana, 2022. "Mobile shoppers’ response to Covid-19 phobia, pessimism and smartphone addiction: Does social influence matter?," Technological Forecasting and Social Change, Elsevier, vol. 174(C).
    2. Ayhan Kuloğlu, 2021. "Covıd-19 Krizinin Petrol Fiyatları Üzerine Etkisi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 6(3), pages 710-727.
    3. Cecilia ALEXANDRI & Bianca PAUNA & Corina SAMAN, 2020. "The Relationship Between Total Factor Productivity and Subsidies in the Case of Romanian Farms," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 85-98, December.
    4. Huixin Gong & Yaomin Zheng & Jinlian Shi & Jiaxin Wang & Huize Yang & Sinead Praise A. Sibalo & Amani Mwamlima & Jingyu Li & Shuting Xu & Dandan Xu & Xiankai Huang, 2023. "An Examination of the Spatial Spillover Effects of Tourism Transportation on Sustainable Development from a Multiple-Indicator Cross-Perspective," Sustainability, MDPI, vol. 15(5), pages 1-20, March.
    5. Carmen Valentina Radulescu & Georgiana-Raluca Ladaru & Sorin Burlacu & Florentina Constantin & Corina Ioanăș & Ionut Laurentiu Petre, 2020. "Impact of the COVID-19 Pandemic on the Romanian Labor Market," Sustainability, MDPI, vol. 13(1), pages 1-23, December.
    6. Claudiu-Cătălin MUNTEANU, 2020. "Food Insecurity And Pandemics: Addressing The Food Shock Of Covid-19 In Romania," Agricultural Economics and Rural Development, Institute of Agricultural Economics, vol. 17(2), pages 265-273.
    7. Karime Chahuán-Jiménez & Rolando Rubilar-Torrealba & Hanns de la Fuente-Mella, 2021. "Market Openness and Its Relationship to Connecting Markets Due to COVID-19," Sustainability, MDPI, vol. 13(19), pages 1-12, October.
    8. Corina Ana Borcosi, 2021. "Knowledge Management, Useful System For An Economy In The Covid-19 Pandemic," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 1, pages 190-196, February.
    9. Lukas Cibik & Leon Richvalsky, 2023. "The Economy of EU Member Countries in 2020 from Perspective of Magic Square," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 8, pages 3-21.
    10. Vaijanath Babshetti & Jyothi E. Singh & Prakash B. Yaragol, 2022. "The Impact of COVID-19 on the Socio-economic Indicators of the Selected Asian Countries," India Quarterly: A Journal of International Affairs, , vol. 78(1), pages 28-46, March.

  2. Lucian-Liviu Albu & Radu Lupu & Adrian Cantemir Calin, 2015. "Interactions between financial markets and macroeconomic variables in EU: a nonlinear modeling approach," ERSA conference papers ersa15p685, European Regional Science Association.

    Cited by:

    1. Iancu, Aurel & Olteanu, Dan, 2015. "Fiscal Consolidation by Austerity and EU Surveillance Policies," Working Papers of National Institute for Economic Research 151209, Institutul National de Cercetari Economice (INCE).
    2. Lucian Liviu Albu, 2016. "Trends in the relation between regional convergence and economic growth in EU," Working Papers of Institute for Economic Forecasting 161101, Institute for Economic Forecasting.
    3. Dumitrache Vlad Ionut & Constantinescu Maria, 2016. "EU Security Challenges and Their Economic Implications," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(2), pages 3-28.
    4. Lucian-Liviu Albu, 2016. "Modelling of the relation between financial market and growth in EU: convergence and behavioural regimes," EcoMod2016 9694, EcoMod.

  3. Albu, Lucian Liviu & Lupu, Radu & Calin, Cantemir, 2014. "A Nonlinear Model to Estimate the Long Term Correlation between Market Capitalization and GDP per capita in Eastern EU Countries," Working Papers of Institute for Economic Forecasting 141115, Institute for Economic Forecasting.

    Cited by:

    1. POPOVICI, Oana Cristina, 2015. "A Volatility Analysis Of The Euro Currency And The Bond Market," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 19(1), pages 67-79.
    2. Wang Tianqiong & Shu Yang & Shamila Saddique, 2017. "Effect of Economic Announcements on FX Fluctuations: Testing a Unified Approach for Prediction," International Journal of Economics and Financial Issues, Econjournals, vol. 7(2), pages 631-640.
    3. Lucian Liviu Albu, 2016. "Trends in the relation between regional convergence and economic growth in EU," Working Papers of Institute for Economic Forecasting 161101, Institute for Economic Forecasting.
    4. Lucian-Liviu Albu & Radu Lupu & Adrian Cantemir Calin, 2015. "Interactions between financial markets and macroeconomic variables in EU: a nonlinear modeling approach," ERSA conference papers ersa15p685, European Regional Science Association.
    5. Adrian Cantemir CALIN, 2015. "The Impact of Trade Announcements on Financial Markets. An Event Study Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 81-91, June.
    6. Flamur BUNJAKU, 2024. "Decoding The Stock Market And Gdp Relationship Over The Long Term: Implications For Index Fund Investments," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 19(2), pages 49-59, August.
    7. Daniel Belingher, 2015. "A Short-Run Relationship Between 1-Year Bonds Yield And The Domestic Consumption In Romania," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 2, pages 28-36, April.
    8. CĂLIN, Adrian Cantemir, 2015. "Connection Of European Economic Growth With The Dynamics Of Volatility Of Stock Market Returns," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 19(1), pages 53-66.
    9. Lucian-Liviu Albu, 2016. "Modelling of the relation between financial market and growth in EU: convergence and behavioural regimes," EcoMod2016 9694, EcoMod.
    10. Vilizar Chupetlovski & Peter Chobanov & Yavor Rusinov, 2021. "The Western Balkans Stock Exchanges Unification in Response to the Pandemic Crisis," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 3, pages 372-388, September.
    11. LUPU, Radu & CALIN, Adrian Cantemir, 2014. "A Mixed Frequency Analysis Of Connections Between Macroeconomic Variables And Stock Markets In Central And Eastern Europe," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 18(2), pages 69-79.

Articles

  1. Lucian Liviu Albu & Radu Lupu, 2020. "Anomaly detection in stock market indices with neural networks," Journal of Financial Studies, Institute of Financial Studies, vol. 9(5), pages 10-23, November.

    Cited by:

    1. Sevcan Uzun & Ahmet Sensoy & Duc Khuong Nguyen, 2023. "Jump forecasting in foreign exchange markets: A high‐frequency analysis," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 578-624, April.
    2. Karim, Sitara & Shafiullah, Muhammad & Naeem, Muhammad Abubakr, 2024. "When one domino falls, others follow: A machine learning analysis of extreme risk spillovers in developed stock markets," International Review of Financial Analysis, Elsevier, vol. 93(C).

  2. Lucian Liviu ALBU & Ciprian Ion PREDA & Radu LUPU & Carmen Elena DOBROTĂ & George Marian CĂLIN & Claudia M. BOGHICEVICI, 2020. "Estimates of Dynamics of the Covid19 Pandemic and of its Impact on the Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 5-17, July.

    Cited by:

    1. Chopdar, Prasanta Kr & Paul, Justin & Prodanova, Jana, 2022. "Mobile shoppers’ response to Covid-19 phobia, pessimism and smartphone addiction: Does social influence matter?," Technological Forecasting and Social Change, Elsevier, vol. 174(C).
    2. Ayhan Kuloğlu, 2021. "Covıd-19 Krizinin Petrol Fiyatları Üzerine Etkisi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 6(3), pages 710-727.
    3. Monday Osayande & Osagie Osifo, 2024. "Application Of Covid-19 Data: Investigating The Impact On Weekly Stock Market Returns In Nigeria," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, vol. 16(2 (July)), pages 403-416.
    4. Cecilia ALEXANDRI & Bianca PAUNA & Corina SAMAN, 2020. "The Relationship Between Total Factor Productivity and Subsidies in the Case of Romanian Farms," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 85-98, December.
    5. Francis Kuriakose & Deepa Kylasam Iyer, 2024. "Initial conditions and cross-country macroeconomic impact during Covid-19," International Journal of Trade and Global Markets, Inderscience Enterprises Ltd, vol. 19(1), pages 4-27.
    6. Carmen Valentina Radulescu & Georgiana-Raluca Ladaru & Sorin Burlacu & Florentina Constantin & Corina Ioanăș & Ionut Laurentiu Petre, 2020. "Impact of the COVID-19 Pandemic on the Romanian Labor Market," Sustainability, MDPI, vol. 13(1), pages 1-23, December.
    7. Claudiu-Cătălin MUNTEANU, 2020. "Food Insecurity And Pandemics: Addressing The Food Shock Of Covid-19 In Romania," Agricultural Economics and Rural Development, Institute of Agricultural Economics, vol. 17(2), pages 265-273.
    8. Karime Chahuán-Jiménez & Rolando Rubilar-Torrealba & Hanns de la Fuente-Mella, 2021. "Market Openness and Its Relationship to Connecting Markets Due to COVID-19," Sustainability, MDPI, vol. 13(19), pages 1-12, October.
    9. Lukas Cibik & Leon Richvalsky, 2023. "The Economy of EU Member Countries in 2020 from Perspective of Magic Square," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 8, pages 3-21.
    10. Vaijanath Babshetti & Jyothi E. Singh & Prakash B. Yaragol, 2022. "The Impact of COVID-19 on the Socio-economic Indicators of the Selected Asian Countries," India Quarterly: A Journal of International Affairs, , vol. 78(1), pages 28-46, March.
    11. Adriana Florina Popa & Stefania Amalia Jimon & Delia David & Daniela Nicoleta Sahlian, 2021. "Influence of Fiscal Policies and Labor Market Characteristics on Sustainable Social Insurance Budgets—Empirical Evidence from Central and Eastern European Countries," Sustainability, MDPI, vol. 13(11), pages 1-14, May.

  3. Lucian Liviu ALBU & Radu LUPU & Adrian Cantemir CĂLIN & Iulia LUPU, 2019. "Nonlinear Modeling of Financial Stability Using Default Probabilities from the Capital Market," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 19-37, March.

    Cited by:

    1. Dragos HURU & Ioana MANAFI & Ionut PANDELICA & Marilena Carmen UZLAU, 2022. "Nonlinear Dependencies between Green Bonds and General Financial Market Indices," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 169-181, December.
    2. Radu LUPU & Iulia LUPU & Tanase STAMULE & Mihai ROMAN, 2022. "Entropy as Leading Indicator for Extreme Systemic Risk Events," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 58-73, December.

  4. Marinescu, Ion-Iulian & Horobet, Alexandra & Lupu, Radu, 2018. "Dichotomous stock market reaction to episodes of rules and discretion in the US monetary policy," Economic Modelling, Elsevier, vol. 70(C), pages 56-66.

    Cited by:

    1. Wang, Hanjie & Feil, Jan-Henning & Yu, Xiaohua, 2021. "Disagreement on sunspots and soybeans futures price," Economic Modelling, Elsevier, vol. 95(C), pages 385-393.

  5. Mariana NICOLAE & Radu LUPU & Irina ION, 2017. "What Matters for Entrepreneurship? A Global View on Its Determinants," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 135-149, June.

    Cited by:

    1. Dvouletý, Ondřej, 2018. "How to analyse determinants of entrepreneurship and self-employment at the country level? A methodological contribution," Journal of Business Venturing Insights, Elsevier, vol. 9(C), pages 92-99.
    2. Oana-Ramona Lobonț & Ana-Cristina Nicolescu & Florin Costea & Zheng-Zheng Li & Alexandra-Mădălina Țăran & Adriana Davidescu, 2022. "A Panel Threshold Model to Capture the Nonlinear Nexus between Public Policy and Entrepreneurial Activities in EU Countries," Mathematics, MDPI, vol. 10(8), pages 1-15, April.

  6. Lucian Liviu ALBU & Radu LUPU & Adrian Cantemir CALIN, 2017. "Risk Generating Industries for European Stock Markets," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 51(4), pages 5-17.

    Cited by:

    1. Laurentiu Dumitru ANDREI & Petre BREZEANU & Sorin-Marius DINU & Tiberiu DIACONESCU & Constantin ANGHELACHE, 2019. "Correlations and Turbulence of the European Markets," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 88-100, March.

  7. Lucian Liviu ALBU & Radu LUPU & Adrian Cantemir CĂLIN, 2016. "Quantitative Easing, Tapering And Stock Market Indices," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 50(3), pages 5-23.

    Cited by:

    1. Adrian Cantemir CĂLIN & Oana Cristina POPOVICI & Gheorghe HURDUZEU, 2017. "The Impact of the Juncker Plan on Investors’ Beliefs," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 150-165, September.
    2. Carlos J. Rincon, 2024. "Equity Market Pricing and Central Bank Interventions: A Panel Data Approach," JRFM, MDPI, vol. 17(10), pages 1-24, September.
    3. Nicu MARCU & Carmen Elena DOBROTA & Raluca ANTONEAC (CALIN), 2017. "An Investigation of the Day-of-the-week Effect in Conditional Variance at the Bucharest Stock Exchange," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 124-134, June.

  8. Tudorache Florentin Gabriel & Luminiţa Nicolescu & Radu Lupu, 2015. "Evolution of Mutual Funds in Romania: Performance and Risks," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 180-197, December.

    Cited by:

    1. Dan-Constantin Dănuleţiu & Adina-Elena Dănuleţiu, 2017. "Aspects Regarding Romanian Mutual Funds Market in 2007-2016," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 17(1), pages 55-66.
    2. Nicolescu Luminiţa & Tudorache Florentin Gabriel, 2018. "Romania, Slovakia and Hungary: evolution of mutual funds in recent years," Proceedings of the International Conference on Business Excellence, Sciendo, vol. 12(1), pages 695-710, May.
    3. Nicolescu Luminiţa & Tudorache Florentin Gabriel, 2017. "Capital markets in Central and Eastern Europe: two selected cases," Proceedings of the International Conference on Business Excellence, Sciendo, vol. 11(1), pages 597-606, July.
    4. Dariusz FILIP, 2020. "Are Fund Attributes Risk Drivers? Evidence for the Polish Mutual Funds," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 22-36, March.
    5. Luminiţa NICOLESCU & Florentin Gabriel TUDORACHE, 2016. "The Evolution of Non-Banking Financial Markets in Hungary: The Case of Mutual Funds," Management Dynamics in the Knowledge Economy, College of Management, National University of Political Studies and Public Administration, vol. 4(4), pages 591-621, December.

  9. LUPU, Radu & CALIN, Adrian Cantemir, 2014. "Co-Movements Of Regime Shifts In Gbp Currency Pairs Around Boe Quantitative Easing Announcements," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 18(3), pages 89-101.

    Cited by:

    1. POPOVICI, Oana Cristina, 2015. "A Volatility Analysis Of The Euro Currency And The Bond Market," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 19(1), pages 67-79.
    2. Adrian Cantemir Călin, 2015. "Eloquence is The Key – the Impact of Monetary Policy Speeches on Exchange Rate Volatility," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 18(56), pages 3-18, June,.
    3. CĂLIN, Adrian Cantemir, 2015. "The Effects Of The Federal Reserve’S Tapering Announcements On The Us Real Estate Market," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 19(3), pages 79-90.
    4. Adrian Cantemir CĂLIN & Radu LUPU, 2016. "The Effects Of Labor Market News On International Financial Markets," Romanian Economic Business Review, Romanian-American University, vol. 11(2), pages 207-215, June.

  10. LUPU, Radu & CALIN, Adrian Cantemir, 2014. "A Mixed Frequency Analysis Of Connections Between Macroeconomic Variables And Stock Markets In Central And Eastern Europe," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 18(2), pages 69-79.

    Cited by:

    1. POPOVICI, Oana Cristina, 2015. "A Volatility Analysis Of The Euro Currency And The Bond Market," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 19(1), pages 67-79.
    2. Lucian-Liviu Albu & Radu Lupu & Adrian Cantemir Calin, 2015. "Interactions between financial markets and macroeconomic variables in EU: a nonlinear modeling approach," ERSA conference papers ersa15p685, European Regional Science Association.
    3. Daniel Belingher, 2015. "A Short-Run Relationship Between 1-Year Bonds Yield And The Domestic Consumption In Romania," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 2, pages 28-36, April.
    4. CĂLIN, Adrian Cantemir, 2015. "Connection Of European Economic Growth With The Dynamics Of Volatility Of Stock Market Returns," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 19(1), pages 53-66.
    5. Lucian-Liviu Albu, 2016. "Modelling of the relation between financial market and growth in EU: convergence and behavioural regimes," EcoMod2016 9694, EcoMod.
    6. Madalina Gabriela ANGHEL & Constantin ANGHELACHE & Emilia STANCIU & Marius POPOVICI, 2016. "The Substantiation of the Investment Decision," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 64(8), pages 94-103, August.

  11. Radu Lupu, 2014. "Simultaneity of Tail Events for Dynamic Conditional Distributions of Stock Market Index Returns," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 49-64, December.

    Cited by:

    1. LUPU, Radu & MATEESCU, Alexandra, 2016. "Systemic Risk And Cojumps In High Frequency Data," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 20(4), pages 6-16.

  12. Radu LUPU & Adrian Cantemir CALIN & Carmen ALBU, 2014. "Testing The Performance Of Garch And Egarch Models In The Study Of Foreign Exchange Rates Of Public Servants And Of The Population," HOLISTICA Journal of Business and Public Administration, Association Holistic Research Academic (HoRA), vol. 5(1), pages 54-63, January-J.

    Cited by:

    1. POPOVICI, Oana Cristina, 2015. "A Volatility Analysis Of The Euro Currency And The Bond Market," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 19(1), pages 67-79.

  13. Radu Lupu & Adrian Cantemir Calin, 2014. "To QE or Not to QE? The Japanese Experience," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, vol. 2(2), pages 3-10, June.

    Cited by:

    1. Adrian Cantemir CĂLIN & Oana Cristina POPOVICI & Gheorghe HURDUZEU, 2017. "The Impact of the Juncker Plan on Investors’ Beliefs," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 150-165, September.
    2. Adrian Cantemir Călin, 2015. "Eloquence is The Key – the Impact of Monetary Policy Speeches on Exchange Rate Volatility," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 18(56), pages 3-18, June,.
    3. CĂLIN, Adrian Cantemir, 2015. "The Effects Of The Federal Reserve’S Tapering Announcements On The Us Real Estate Market," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 19(3), pages 79-90.
    4. Gheorghe HURDUZEU & Radu Cristian MUSETESCU & Georgeta Madalina MEGHISAN, 2015. "Financial Market Reaction To Changes In The Volatilities Of Cds Returns," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 152-165, September.
    5. Nicu MARCU & Carmen Elena DOBROTA & Raluca ANTONEAC (CALIN), 2017. "An Investigation of the Day-of-the-week Effect in Conditional Variance at the Bucharest Stock Exchange," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 124-134, June.
    6. LUPU, Radu & CALIN, Adrian Cantemir, 2014. "Co-Movements Of Regime Shifts In Gbp Currency Pairs Around Boe Quantitative Easing Announcements," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 18(3), pages 89-101.
    7. Adrian Cantemir CĂLIN & Radu LUPU, 2016. "The Effects Of Labor Market News On International Financial Markets," Romanian Economic Business Review, Romanian-American University, vol. 11(2), pages 207-215, June.

  14. Radu LUPU & Adrian Cantemir CALIN, 2014. "Co-Movements Of European Stock Markets Using The Univariate Markov Regime Switching Model," Internal Auditing and Risk Management, Athenaeum University of Bucharest, vol. 36(1), pages 33-43, December.

    Cited by:

    1. Gheorghe HURDUZEU & Radu Cristian MUSETESCU & Georgeta Madalina MEGHISAN, 2015. "Financial Market Reaction To Changes In The Volatilities Of Cds Returns," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 152-165, September.

  15. Lucian Liviu Albu & Radu Lupu & Cantemir Adrian Călin & Oana Cristina Popovici, 2014. "Estimating the Impact of Quantitative Easing On Credit Risk through an ARMA-GARCH Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 39-50, October.

    Cited by:

    1. POPOVICI, Oana Cristina, 2015. "A Volatility Analysis Of The Euro Currency And The Bond Market," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 19(1), pages 67-79.
    2. Inda Mulaahmetovic, 2022. "Evaluating the Effectiveness of Quantitative Easing Measures of the Federal Reserve and the European Central Bank," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 12(3), pages 141-163.
    3. Adrian Cantemir CĂLIN & Oana Cristina POPOVICI & Gheorghe HURDUZEU, 2017. "The Impact of the Juncker Plan on Investors’ Beliefs," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 150-165, September.
    4. Adrian Cantemir Călin, 2015. "Eloquence is The Key – the Impact of Monetary Policy Speeches on Exchange Rate Volatility," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 18(56), pages 3-18, June,.
    5. CĂLIN, Adrian Cantemir, 2015. "The Effects Of The Federal Reserve’S Tapering Announcements On The Us Real Estate Market," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 19(3), pages 79-90.
    6. Wang Tianqiong & Shu Yang & Shamila Saddique, 2017. "Effect of Economic Announcements on FX Fluctuations: Testing a Unified Approach for Prediction," International Journal of Economics and Financial Issues, Econjournals, vol. 7(2), pages 631-640.
    7. Gheorghe HURDUZEU & Radu Cristian MUSETESCU & Georgeta Madalina MEGHISAN, 2015. "Financial Market Reaction To Changes In The Volatilities Of Cds Returns," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 152-165, September.
    8. Radu Lupu, 2014. "Simultaneity of Tail Events for Dynamic Conditional Distributions of Stock Market Index Returns," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 49-64, December.
    9. Albu, Lucian Liviu & Lupu, Radu & Calin, Cantemir, 2014. "A Nonlinear Model to Estimate the Long Term Correlation between Market Capitalization and GDP per capita in Eastern EU Countries," Working Papers of Institute for Economic Forecasting 141115, Institute for Economic Forecasting.
    10. Alina Mihaela Dima & Simona Vasilache, 2016. "Credit Risk modeling for Companies Default Prediction using Neural Networks," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 127-143, September.
    11. Daniel Belingher, 2015. "A Short-Run Relationship Between 1-Year Bonds Yield And The Domestic Consumption In Romania," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 2, pages 28-36, April.
    12. Hsu, Feng-Jui & Chen, Sheng-Hung, 2021. "US quantitative easing and firm’s default risk: The role of Corporate Social Responsibility (CSR)," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 650-664.
    13. LUPU, Radu & CALIN, Adrian Cantemir, 2014. "Co-Movements Of Regime Shifts In Gbp Currency Pairs Around Boe Quantitative Easing Announcements," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 18(3), pages 89-101.
    14. Lucian Liviu ALBU & Radu LUPU & Adrian Cantemir CĂLIN, 2016. "Quantitative Easing, Tapering And Stock Market Indices," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 50(3), pages 5-23.
    15. Adrian Cantemir CĂLIN & Radu LUPU, 2016. "The Effects Of Labor Market News On International Financial Markets," Romanian Economic Business Review, Romanian-American University, vol. 11(2), pages 207-215, June.
    16. LUPU, Radu & CALIN, Adrian Cantemir, 2014. "A Mixed Frequency Analysis Of Connections Between Macroeconomic Variables And Stock Markets In Central And Eastern Europe," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 18(2), pages 69-79.
    17. Lucian Liviu Albu & Radu Lupu & Adrian Cantemir Călin, 2016. "Impact Of FOMC Official Speeches on the Intraday Dynamics of CDS Markets," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 5-12, June.

  16. Alexandra Horobet & Radu Lupu & Sorin Dumitrescu & Dan Gabriel Dumitrescu & Iulia TINTEA, 2011. "Dynamic Trade-Offs In Financial Performances Of Romanian Companies," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 2011, pages 85-100, july.

    Cited by:

    1. BALTEŞ Nicolae & DRAGOE Alexandra-Gabriela-Maria & COZMA Maria-Daciana, 2019. "Study Regarding The Influence Of The Endogenous Variables On The Change Of The Financial Performance Of The Economic Entity," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 71(1), pages 8-17, March.
    2. Maria Daniela BONDOC & Mihaela Iuliana DUMITRU, 2014. "Analysis Of The Indicators Specific To Entities Listed On The Capital Market And Their Role In Quantifying Company Performance," Scientific Bulletin - Economic Sciences, University of Pitesti, vol. 13(1), pages 73-84.
    3. PANAIT, Iulian, 2014. "Romanian Financial Market’S Reaction To Fed Tapering Talk During 2013," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 18(4), pages 19-30.

  17. Miclăuş Paul, Lupu Radu, Lupu Iulia, 2010. "Criza datoriilor suverane din Europa în 2010," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 03, September.

    Cited by:

    1. LUPU, Iulia, 2014. "Economic And Financial Risk Taking In Central And Eastern European Countries," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 18(2), pages 80-93.

  18. Barry Harrison & Radu Lupu & Iulia Lupu, 2010. "Statistical Properties of the CEE Stock Market Dynamics. A Panel Data Analysis," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 13(37), pages 41-54, September.

    Cited by:

    1. Polanco-Martínez, J.M. & Fernández-Macho, J. & Neumann, M.B. & Faria, S.H., 2018. "A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 1211-1227.
    2. Josip ARNERIĆ & Blanka ŠKRABIĆ PERIĆ, 2018. "Panel GARCH Model with Cross-Sectional Dependence between CEE Emerging Markets in Trading Day Effects Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 71-84, December.
    3. Yosra Mefteh Rekik & Younes Boujelbene, 2015. "Price Dynamics and Market Volatility: Behavioral Heterogeneity under Switching Trading Strategies on Artificial Financial Market," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 6(2), pages 33-43, April.
    4. Iulia LUPU, 2015. "European Stock Markets Correlations In A Markov Switching Framework," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 103-119, September.

  19. Horobet, Alexandra & Lupu, Radu, 2009. "Are Capital Markets Integrated? A Test of Information Transmission within the European Union," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 6(2), pages 64-80, June.

    Cited by:

    1. Dajcman, Silvio & Festic, Mejra, 2012. "The Interdependence of the Stock Markets of Slovenia, The Czech Republic and Hungary with Some Developed European Stock Markets – The Effects of Joining the European Union and the Global Financial Cri," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 163-180, December.
    2. Lupu, Radu, 2011. "Shock transmission among the European Stock markets - Conferinta CRESTERE ECONOMICA SI SUSTENABILITATE SOCIALA. PROVOCARI SI PERSPECTIVE EUROPENE>," Institute for Economic Forecasting Conference Proceedings 101101, Institute for Economic Forecasting.
    3. Mitica Pepi, 2022. "The Interdependence of the Stock Markets Developed in Central and Eastern- European Stock Markets - Represented by the Stock Indices," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 995-1000, Decembrie.
    4. Wim Meeusen (ed.), 2011. "The Economic Crisis and European Integration," Books, Edward Elgar Publishing, number 14130.
    5. Silvo Dajcman, 2012. "The Dynamics of Return Comovement and Spillovers Between the Czech and European Stock Markets in the Period 1997–2010," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(4), pages 368-390, August.
    6. CHIRILA, Viorica & CHIRILA, Ciprian, 2014. "Testing Stock Markets’ Integration From Central And Eastern European Countries Within Euro Zone," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 18(3), pages 76-88.
    7. Oanea, Dumitru-Cristian, 2015. "Financial markets integration: A vector error-correction approach," The Journal of Economic Asymmetries, Elsevier, vol. 12(2), pages 153-161.
    8. Alexandra Horobet & Irina Mnohoghitnei & Emanuela Marinela Luminita Zlatea & Lucian Belascu, 2022. "The Interplay between Digitalization, Education and Financial Development: A European Case Study," JRFM, MDPI, vol. 15(3), pages 1-23, March.
    9. Zaimovic Azra & Arnaut-Berilo Almira & Bešlija Rijad, 2024. "International Portfolio Diversification Benefits: An Empirical Investigation of the 28 European Stock Markets During the Period 2014–2024," South East European Journal of Economics and Business, Sciendo, vol. 19(1), pages 96-112.
    10. Alexandra Horobet & Sorin Dumitrescu, 2011. "Time-varying Diversification Benefits: The Impact of Capital Market Integration on European Portfolio Holdings," Chapters, in: Wim Meeusen (ed.), The Economic Crisis and European Integration, chapter 13, Edward Elgar Publishing.
    11. Halime Temel Nalın & Sevinç Güler, 2015. "Testing The Random Walk Hypothesis: An Application in the BRIC Countries and Turkey," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 18(55), pages 129-148, March.
    12. Chaido Dritsaki, 2011. "The Random Walk Hypothesis and Correlation in the Visegrad Countries Emerging Stock Markets," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 14(40), pages 25-56, June.
    13. Robiyanto Robiyanto & Budi Frensidy & Ignatius Roni Setyawan & Andrian Dolfriandra Huruta, 2021. "A Different View on ASEAN Capital Market Integration," Economies, MDPI, vol. 9(4), pages 1-9, October.
    14. Iulia LUPU, 2015. "European Stock Markets Correlations In A Markov Switching Framework," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 103-119, September.

  20. Radu Lupu & Cristiana Tudor, 2008. "Direction of Change at the Bucharest Stock Exchange," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 11(27), pages 165-185, January.

    Cited by:

    1. Panait, Iulian & Slavescu, Ecaterina Oana, 2011. "Volatility and causality study of the daily returns on the Bucharest Stock Exchange during 2007-2011," MPRA Paper 41786, University Library of Munich, Germany.

  21. Radu Lupu & Iulia Lupu, 2007. "Testing for Heteroskedasticity on the Bucharest Stock Exchange," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 10(23), pages 19-28, June.

    Cited by:

    1. Viorica Chirila & Ciprian Chirila, 2014. "The Use of Risk and Return for Testing the Stability of Stock Markets," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 10(2), pages 182-192, April.
    2. POPOVICI, Oana Cristina, 2015. "A Volatility Analysis Of The Euro Currency And The Bond Market," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 19(1), pages 67-79.
    3. Adrian Cantemir Călin, 2015. "Eloquence is The Key – the Impact of Monetary Policy Speeches on Exchange Rate Volatility," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 18(56), pages 3-18, June,.
    4. Gheorghe HURDUZEU & Radu Cristian MUSETESCU & Georgeta Madalina MEGHISAN, 2015. "Financial Market Reaction To Changes In The Volatilities Of Cds Returns," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 152-165, September.
    5. CHIRILA, Viorica & CHIRILA, Ciprian, 2014. "Testing Stock Markets’ Integration From Central And Eastern European Countries Within Euro Zone," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 18(3), pages 76-88.
    6. OPREANA Claudiu & BRATIAN Vasile, 2012. "Modeling Of Volatility In The Romanian Capital Market," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 7(3), pages 113-128, December.
    7. DUȚĂ, Violeta, 2018. "Using The Symmetric Models Garch (1.1) And Garch-M (1.1) To Investigate Volatility And Persistence For The European And Us Financial Markets," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 22(1), pages 64-86.
    8. El Jebari, Ouael & Hakmaoui, Abdelati, 2018. "GARCH Family Models vs EWMA: Which is the Best Model to Forecast Volatility of the Moroccan Stock Exchange Market? || Modelos de la familia GARCH vs EWMA: ¿cuál es el mejor modelo para pronosticar la ," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 26(1), pages 237-249, Diciembre.

  22. Lupu, Radu, 2006. "Option bounds for multinomial stock returns in Jump-Diffusion processes - a Monte Carlo simulation for a multi-jump process," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(2), pages 58-71, June.

    Cited by:

    1. Ming-Cheng WU & I-Cheng LIN & Yi-Ting HUANG & Chang-Rong, 2015. "Forecasting Prices Of Presale Houses: A Real Option Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 143-158, March.

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  1. NEP-EEC: European Economics (1) 2015-11-01
  2. NEP-FMK: Financial Markets (1) 2015-11-01
  3. NEP-MAC: Macroeconomics (1) 2015-11-01
  4. NEP-OPM: Open Economy Macroeconomics (1) 2008-02-16
  5. NEP-TRA: Transition Economics (1) 2015-01-09

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