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Crina Pungulescu

Personal Details

First Name:Crina
Middle Name:
Last Name:Pungulescu
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RePEc Short-ID:ppu39
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http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=348676

Affiliation

Pôle Économie-Finance et Droit
Groupe ESC Toulouse

Toulouse, France
http://www.esc-toulouse.fr/fr/professeurs/poles-de-competences/pole-economie-finance-droit
RePEc:edi:gruscfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Pungulescu, C., 2009. "Essays on financial market integration," Other publications TiSEM 9520ef13-550d-4ee3-b54e-5, Tilburg University, School of Economics and Management.

Articles

  1. Ilanit Avioz & Haim Kedar-Levy & Crina Pungulescu & David Stolin, 2023. "Linking asset prices to news without direct asset mentions," Applied Economics Letters, Taylor & Francis Journals, vol. 30(20), pages 2907-2912, November.
  2. Crina Pungulescu, 2022. "Using Textual Analysis to Diversify Portfolios," The Economics and Finance Letters, Conscientia Beam, vol. 9(1), pages 87-98.
  3. Sylvain Bourjade & Crina Pungulescu & David Stolin, 2016. "Voting against absent directors," Economics Bulletin, AccessEcon, vol. 36(2), pages 901-912.
  4. Crina Pungulescu, 2015. "Real effects of financial market integration: does lower home bias lead to welfare benefits?," The European Journal of Finance, Taylor & Francis Journals, vol. 21(10-11), pages 893-911, August.
  5. Pungulescu, Crina, 2013. "Measuring financial market integration in the European Union: EU15 vs. New Member States," Emerging Markets Review, Elsevier, vol. 17(C), pages 106-124.
  6. Laurent Germain & Brian Kluger & Crina Pungulescu & David Stolin & Daniel Weaver, 2010. "Intra†Dealer Integration," European Financial Management, European Financial Management Association, vol. 16(4), pages 507-527, September.
  7. Pungulescu, Crina & Tümer Alkan, Günseli, 2009. "The Euro And Corporate Valuations: The Case Of Greece," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 13(1), pages 131-152, March.
  8. Baele, Lieven & Pungulescu, Crina & Ter Horst, Jenke, 2007. "Model uncertainty, financial market integration and the home bias puzzle," Journal of International Money and Finance, Elsevier, vol. 26(4), pages 606-630, June.

Chapters

  1. Crina Pungulescu, 2011. "Bilateral Home Bias: New Perspective, New Findings," Chapters, in: Piotr Pachura (ed.), The Systemic Dimension of Globalization, IntechOpen.

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

    Sorry, no citations of working papers recorded.

Articles

  1. Crina Pungulescu, 2015. "Real effects of financial market integration: does lower home bias lead to welfare benefits?," The European Journal of Finance, Taylor & Francis Journals, vol. 21(10-11), pages 893-911, August.

    Cited by:

    1. Pei-Ling Lee & Lee Chin & Siong Hook Law & W.N.W. Azman-Saini, 2017. "Do integrated economies grow faster? Evidence from domestic equity holdings," Economics Bulletin, AccessEcon, vol. 37(4), pages 2905-2916.
    2. Pornpen Sodsrichai & Sakkapop Panyanukul & Nantaporn Pongpatthananon, 2011. ""Putting All Eggs in One Basket" Thailand's Under-Investment Abroad: Impact and Explanations," Working Papers 2011-06, Monetary Policy Group, Bank of Thailand.

  2. Pungulescu, Crina, 2013. "Measuring financial market integration in the European Union: EU15 vs. New Member States," Emerging Markets Review, Elsevier, vol. 17(C), pages 106-124.

    Cited by:

    1. Smimou, K. & Khallouli, W., 2015. "Does the Euro affect the dynamic relation between stock market liquidity and the business cycle?," Emerging Markets Review, Elsevier, vol. 25(C), pages 125-153.
    2. MOSCALU, Maricica, 2015. "Financial Integration In The Euro Area And Smes’ Access To Finance: Evidence Based On Aggregate Survey Data," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 19(2), pages 51-66.
    3. Ivan Todorov, 2016. "Currency Integration of the New EU Member Countries," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 82-117.
    4. Ines Kersan Škabiæ, 2016. "Empirical Evidence of Capital Mobility in the EU New Member States," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 19(SCI), pages 29-42, December.
    5. Jackowicz, Krzysztof & Kozłowski, Łukasz & Mielcarz, Paweł, 2014. "Political connections and operational performance of non-financial firms: New evidence from Poland," Emerging Markets Review, Elsevier, vol. 20(C), pages 109-135.
    6. Selvarajan, Sonia Kumari & Ab-Rahim, Rossazana, 2020. "Financial Integration and Economic Growth: Should Asia Emulate Europe?," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 35(1), pages 191-213.
    7. Wohlmann, Monika, 2015. "Finanzmarktintegration in Mittelosteuropa: Eine empirische Analyse der integrativen Wirkung des Euro," Arbeitspapiere der FOM 55, FOM Hochschule für Oekonomie & Management.
    8. Niţoi, Mihai & Pochea, Maria Miruna, 2016. "Testing financial markets convergence in Central and Eastern Europe: A non-linear single factor model," Economic Systems, Elsevier, vol. 40(2), pages 323-334.
    9. Maricica Moscalu, 2015. "Integration between the Romanian and the Euro Area Financial Markets and its Impact on the Growth Rate of Romanian Listed Companies," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 11(4), pages 138-149, August.
    10. Valerija Botric & Tanja Broz & Sasa Jaksic, 2019. "Business Cycle Synchronisation with the Euro Area Countries at Times of Crisis: Differences Between SEE and CEE Countries," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 17(2), pages 175-191.
    11. Ibrahim Bozkurt & Engin Akman, 2016. "Financial Integration into EU: The Romanian Case," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 18(42), pages 269-269, May.

  3. Baele, Lieven & Pungulescu, Crina & Ter Horst, Jenke, 2007. "Model uncertainty, financial market integration and the home bias puzzle," Journal of International Money and Finance, Elsevier, vol. 26(4), pages 606-630, June.

    Cited by:

    1. Bong-Chan Kho & René M. Stulz & Francis E. Warnock, 2006. "Financial Globalization, Governance, and the Evolution of the Home Bias," NBER Working Papers 12389, National Bureau of Economic Research, Inc.
    2. Eichler, Stefan, 2012. "Equity home bias and corporate disclosure," Journal of International Money and Finance, Elsevier, vol. 31(5), pages 1008-1032.
    3. Geranio, Manuela & Lazzari, Valter, 2019. "Stress testing the equity home bias: A turnover analysis of Eurozone markets," Journal of International Money and Finance, Elsevier, vol. 97(C), pages 70-85.
    4. Bose, Udichibarna & MacDonald, Ronald & Tsoukas, Serafeim, 2015. "Education and the local equity bias around the world," SIRE Discussion Papers 2015-76, Scottish Institute for Research in Economics (SIRE).
    5. Samet, Anis & Abdallah, Wissam & Abdallah, Abed AL-Nasser, 2023. "The geography and determinants of ADR holdings," The Quarterly Review of Economics and Finance, Elsevier, vol. 88(C), pages 228-243.
    6. Chen, Ke & Vitiello, Luiz & Hyde, Stuart & Poon, Ser-Huang, 2018. "The reality of stock market jumps diversification," Journal of International Money and Finance, Elsevier, vol. 86(C), pages 171-188.
    7. Mishra, Anil V., 2016. "Foreign bias in Australian-domiciled mutual fund holdings," Pacific-Basin Finance Journal, Elsevier, vol. 39(C), pages 101-123.
    8. Pieterse-Bloem, M., 2011. "The effect of Emu on bond market integration and investor portfolio allocations," Other publications TiSEM 3c6ce80d-9260-424a-b889-b, Tilburg University, School of Economics and Management.
    9. Kapteyn, Arie & Teppa, Federica, 2011. "Subjective measures of risk aversion, fixed costs, and portfolio choice," Journal of Economic Psychology, Elsevier, vol. 32(4), pages 564-580, August.
    10. Gau, Yin-Feng & Hua, Mingshu & Wu, Wen-Lin, 2010. "International asset allocation for incompletely-informed investors," Journal of Financial Markets, Elsevier, vol. 13(4), pages 422-447, November.
    11. Paul Hallwood & Ronald MacDonald, 2014. "Picking The Right Budget Constraint For Scotland," Working Papers 2014_18, Business School - Economics, University of Glasgow.
    12. R. Balasubramanian & Brajesh Kumar, 2023. "Equity Home Bias in Emerging and Advanced Economies: Trend Before and During COVID-19," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 29(4), pages 261-275, November.
    13. Amira Akl Ahmed & Rania Ihab Naguib, 2018. "DCCs among Sector Indexes and Dynamic Causality between Foreign Exchange and Equity Sector Volatility: Evidence from Egypt," Applied Economics and Finance, Redfame publishing, vol. 5(1), pages 14-28, January.
    14. Anil V. Mishra, 2017. "Foreign bias in Australia's international equity holdings," Review of Financial Economics, John Wiley & Sons, vol. 33(1), pages 41-54, April.
    15. Gajewski, Krzysztof & Olszewski, Krzysztof & Pawłowska, Małgorzata & Rogowski, Wojciech & Tchorek, Grzegorz & Zięba, Jolanta, 2012. "Integracja finansowa w Europie po wprowadzeniu euro. Przegląd literatury [Financial integration in Europe after the introduction of the euro. A literature overview]," MPRA Paper 42482, University Library of Munich, Germany.
    16. Vo, Xuan Vinh, 2008. "The determinants of home bias puzzle in equity portfolio investment in Australia," MPRA Paper 26982, University Library of Munich, Germany, revised 26 Jul 2009.
    17. Baele, Lieven & Inghelbrecht, Koen, 2009. "Time-varying Integration and International diversification strategies," Journal of Empirical Finance, Elsevier, vol. 16(3), pages 368-387, June.
    18. Perez Katarzyna, 2014. "Polish Absolute Return Funds And Stock Funds. Short And Long Term Performance Comparison," Folia Oeconomica Stetinensia, Sciendo, vol. 14(2), pages 179-197, December.
    19. Cyn-Young Park & Rogelio V. Mercado, 2014. "Equity home bias, financial integration, and regulatory reforms: implications for emerging Asia," Chapters, in: Iwan J. Azis & Hyun S. Shin (ed.), Global Shock, Risks, and Asian Financial Reform, chapter 9, pages 347-376, Edward Elgar Publishing.
    20. Udichibarna Bose & Ronald MacDonald & Serafeim Tsoukas, 2014. "The role of education in equity portfolios during the recent financial crisis," Working Papers 2014_17, Business School - Economics, University of Glasgow.
    21. Wen-Lin Wu & Yin-Feng Gau, 2017. "Home bias in portfolio choices: social learning among partially informed agents," Review of Quantitative Finance and Accounting, Springer, vol. 48(2), pages 527-556, February.
    22. Enrique G. Mendoza, 2009. "Comment on "Financial Integration within EU Countries: The Role of Institutions, Confidence and Trust"," NBER Chapters, in: NBER International Seminar on Macroeconomics 2007, pages 395-400, National Bureau of Economic Research, Inc.
    23. Husam RJOUB & Irfan CIVCIR & Nil Gunsel RESATOGLU, 2017. "Micro and Macroeconomic Determinants of Stock Prices: The Case of Turkish Banking Sector," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 150-166, March.
    24. Akbar, Ume Salma & Mubashir Ali, Mubashir Ali & Shah, Zulifqar Ali, 2014. "Home Equity Bias," Sukkur IBA Journal of Management and Business, Sukkur IBA University, vol. 1(1), pages 40-56, October.
    25. Joan Muysken & Thomas Ziesemer, 2014. "The Effect of Immigration on Economic Growth in an Ageing Economy," Bulletin of Applied Economics, Risk Market Journals, vol. 1(1), pages 35-63.
    26. Partha Gangopadhyay & Biswa Nath Bhattacharyay, 2015. "Is there a Nonlinear Relationship between Economic Growth and Inequality? Theory and Lessons from ASEAN, People Republic of China and India," CESifo Working Paper Series 5377, CESifo.
    27. Manuela Geranio & Valter Lazzari, 2019. "Stress Testing the Equity Home Bias: A Turnover Analysis of Eurozone Markets," BAFFI CAREFIN Working Papers 19114, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    28. Milani, Fabio, 2011. "The impact of foreign stock markets on macroeconomic dynamics in open economies: A structural estimation," Journal of International Money and Finance, Elsevier, vol. 30(1), pages 111-129, February.
    29. Baele, Lieven & Inghelbrecht, Koen, 2010. "Time-varying integration, interdependence and contagion," Journal of International Money and Finance, Elsevier, vol. 29(5), pages 791-818, September.
    30. Hiro Ito & Robert N. McCauley, 2022. "A Disaster Under-(Re)Insurance Puzzle: Home Bias in Disaster Risk-Bearing," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(4), pages 735-772, December.
    31. Diyarbakirlioglu, Erkin, 2011. "Foreign equity flows and the “Size Bias”: Evidence from an emerging stock market," Emerging Markets Review, Elsevier, vol. 12(4), pages 485-509.
    32. Christelis, Dimitris & Georgarakos, Dimitris, 2009. "Investing at home and abroad: Different costs, different people," CFS Working Paper Series 2009/28, Center for Financial Studies (CFS).
    33. Diyarbakirlioglu, Erkin, 2011. "Domestic and foreign country bias in international equity portfolios," Journal of Multinational Financial Management, Elsevier, vol. 21(5), pages 301-329.
    34. Böninghausen, Benjamin & Köhler, Matthias, 2015. "Diversification and determinants of international credit portfolios: Evidence from German banks," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 57-75.
    35. Anil Mishra, 2011. "Australia’s equity home bias and real exchange rate volatility," Review of Quantitative Finance and Accounting, Springer, vol. 37(2), pages 223-244, August.
    36. Marco Mele, 2014. "On Asset Allocation’ Studies for Sovereign Wealth Funds," International Journal of Financial Economics, Research Academy of Social Sciences, vol. 2(4), pages 169-180.
    37. Mukherjee, Raja & Paul, Satya & Shankar, Sriram, 2018. "Equity home bias—A global perspective from the shrunk frontier," Economic Analysis and Policy, Elsevier, vol. 57(C), pages 9-21.
    38. Mishra, Anil, 2013. "Measures of Equity Home Bias Puzzle," MPRA Paper 51223, University Library of Munich, Germany.
    39. Yao, Shujie & He, Hongbo & Chen, Shou & Ou, Jinghua, 2018. "Financial liberalization and cross-border market integration: Evidence from China's stock market," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 220-245.
    40. Mishra, Anil V. & Ratti, Ronald A., 2013. "Home bias and cross border taxation," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 169-193.
    41. Curatola, Giuliano & Donadelli, Michael & Grüning, Patrick, 2015. "Matching the BRIC equity premium: A structural approach," Emerging Markets Review, Elsevier, vol. 22(C), pages 65-75.
    42. Chan, Kalok & Covrig, Vicentiu & Ng, Lilian, 2009. "Does home bias affect firm value? Evidence from holdings of mutual funds worldwide," Journal of International Economics, Elsevier, vol. 78(2), pages 230-241, July.
    43. Avadanei, Andreea, 2011. "Integrarea pietei bursiere europene in contextul UEM [European stock market integration under EMU]," MPRA Paper 31086, University Library of Munich, Germany.
    44. Lee, Junyong & Lee, Kyounghun & Oh, Frederick Dongchuhl, 2023. "International portfolio diversification and the home bias puzzle," Research in International Business and Finance, Elsevier, vol. 64(C).
    45. Erkin Diyarbakirlioglu, 2011. "Foreign equity flows and the "Size Bias" : Evidence from an emerging stock market," Post-Print hal-01127657, HAL.
    46. Marinela Adriana Finta & Bart Frijns & Alireza Tourani-Rad, 2019. "Time-varying contemporaneous spillovers during the European Debt Crisis," Empirical Economics, Springer, vol. 57(2), pages 423-448, August.

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