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Cristiana Tudor

Personal Details

First Name:Cristiana
Middle Name:
Last Name:Tudor
Suffix:
RePEc Short-ID:ptu73
[This author has chosen not to make the email address public]
http://catedrarei.ase.ro/cadre-didactice/titulari-cursuri/60-tudor-cristiana.html

Affiliation

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)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Cristiana Tudor & Maria Tudor, 2016. "Global Financial Crisis, its impact on stock markets' linkages and portfolio diversification opportunities," Proceedings of International Academic Conferences 3506149, International Institute of Social and Economic Sciences.

Articles

  1. Andrei ANGHEL & Dalina DUMITRESCU & Cristiana TUDOR, 2015. "Modeling Portfolio Returns On Bucharest Stock Exchange Using The Fama-French Multifactor Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 22-46, March.
  2. Dorel Paraschiv & Cristiana Tudor & Radu Petrariu, 2015. "The Textile Industry and Sustainable Development: A Holt–Winters Forecasting Investigation for the Eastern European Area," Sustainability, MDPI, vol. 7(2), pages 1-12, January.
  3. Andrei Anghel & Tudor Cristiana, 2013. "Investors' Dividend Preference On The Romanian Equity Market: A Cross-Sectional Empirical Investigation," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 61-69, December.
  4. Miron, Dumitru & Tudor, Cristiana, 2010. "Asymmetric Conditional Volatility Models: Empirical Estimation and Comparison of Forecasting Accuracy," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), September.
  5. Cristiana Tudor, 2010. "The Dynamics of Enterprise Financing in New EU Member. States in Comparative Perspective: the Aftermath of the Crisis," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 13(37), pages 119-142, September.
  6. Cristiana Tudor, 2009. "Understanding the Roots of the US Subprime Crisis and its Subsequent Effects," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 12(31), pages 115-143, (1).
  7. Tudor Cristiana, 2009. "Information Transmission between International Stock Markets and Bucharest Stock Exchange during a Turbulent Period (2007-2009)," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 03, September.
  8. Tudor, Cristiana, 2009. "Price Ratios and the Cross-section of Common Stock Returns on Bucharest Stock Exchange: Empirical Evidence," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 6(2), pages 132-146, June.
  9. Cristiana Tudor, 2008. "Modelarea volatilitatii seriilor de timp prin modele GARCH simetrice," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 11(30), pages 183-208, (4).
  10. 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.
    RePEc:voj:journl:v:58:y:2011:i:3:p:525-543 is not listed on IDEAS

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. Andrei ANGHEL & Dalina DUMITRESCU & Cristiana TUDOR, 2015. "Modeling Portfolio Returns On Bucharest Stock Exchange Using The Fama-French Multifactor Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 22-46, March.

    Cited by:

    1. Adam Zaremba & Jacob Koby Shemer, 2018. "Price-Based Investment Strategies," Springer Books, Springer, number 978-3-319-91530-2, October.
    2. Güler ARAS & İlhan ÇAM & Bilal ZAVALSIZ & Serkan KESKİN, 2018. "Fama-French Çok Faktör Varlık Fiyatlama Modellerinin Performanslarının Karşılaştırılması: Borsa İstanbul Üzerine Bir Uygulama," Istanbul Business Research, Istanbul University Business School, vol. 47(2), pages 183-207, November.
    3. Adam ZAREMBA, 2015. "Low Risk Anomaly In The Cee Stock Markets," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 81-102, September.

  2. Dorel Paraschiv & Cristiana Tudor & Radu Petrariu, 2015. "The Textile Industry and Sustainable Development: A Holt–Winters Forecasting Investigation for the Eastern European Area," Sustainability, MDPI, vol. 7(2), pages 1-12, January.

    Cited by:

    1. Baogui Xin & Zhiheng Wu, 2015. "Neimark–Sacker Bifurcation Analysis and 0–1 Chaos Test of an Interactions Model between Industrial Production and Environmental Quality in a Closed Area," Sustainability, MDPI, vol. 7(8), pages 1-19, July.
    2. Ye Duan & Hailin Mu & Nan Li, 2016. "Analysis of the Relationship between China’s IPPU CO 2 Emissions and the Industrial Economic Growth," Sustainability, MDPI, vol. 8(5), pages 1-19, April.
    3. Cristiana Tudor, 2016. "Predicting the Evolution of CO 2 Emissions in Bahrain with Automated Forecasting Methods," Sustainability, MDPI, vol. 8(9), pages 1-10, September.
    4. Salimeh Malekpour Heydari & Teh Noranis Mohd Aris & Razali Yaakob & Hazlina Hamdan, 2021. "Data-Driven Forecasting and Modeling of Runoff Flow to Reduce Flood Risk Using a Novel Hybrid Wavelet-Neural Network Based on Feature Extraction," Sustainability, MDPI, vol. 13(20), pages 1-16, October.

  3. Miron, Dumitru & Tudor, Cristiana, 2010. "Asymmetric Conditional Volatility Models: Empirical Estimation and Comparison of Forecasting Accuracy," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), September.

    Cited by:

    1. Urom, Christian & Onwuka, Kevin O. & Uma, Kalu E. & Yuni, Denis N., 2020. "Regime dependent effects and cyclical volatility spillover between crude oil price movements and stock returns," International Economics, Elsevier, vol. 161(C), pages 10-29.
    2. Curtis Nybo, 2021. "Sector Volatility Prediction Performance Using GARCH Models and Artificial Neural Networks," Papers 2110.09489, arXiv.org.
    3. Hasan, Md Abu, 2019. "Co-Movement and Volatility Transmission between Islamic and Conventional Equity Index in Bangladesh," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 26, pages 43-71.
    4. 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.
    5. Iorember, Paul & Sokpo, Joseph & Usar, Terzungwe, 2017. "Inflation and Stock Market Returns Volatility: Evidence from the Nigerian Stock Exchange 1995Q1-2016Q4: An E-GARCH Approach," MPRA Paper 85656, University Library of Munich, Germany.
    6. Kumar Arya & Sahoo Jyotirmayee & Sahoo Jyotsnarani & Nanda Subhashree & Debyani Devi, 2024. "Exploring Asymmetric GARCH Models for Predicting Indian Base Metal Price Volatility," Folia Oeconomica Stetinensia, Sciendo, vol. 24(1), pages 105-123.
    7. N. Chitra Devi & S. Chandramohan, 2016. "Asymmetric relationship between stock market returns and macroeconomic variables," International Journal of Business Forecasting and Marketing Intelligence, Inderscience Enterprises Ltd, vol. 2(2), pages 79-94.
    8. 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.
    9. Acatrinei, Marius & Gorun, Adrian & Marcu, Nicu, 2013. "A DCC-GARCH Model To Estimate the Risk to the Capital Market in Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 136-148, March.
    10. 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.
    11. Charan Raj Chimrani & Farhan Ahmed & Vinesh Kumar Panjwani, 2018. "Modeling Sectoral Stock Indexes Volatility: Empirical Evidence from Pakistan Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, vol. 8(2), pages 319-324.
    12. Krzysztof DRACHAL, 2017. "Volatility Clustering, Leverage Effects and Risk-Return Tradeoff in the Selected Stock Markets in the CEE Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 37-53, September.

  4. Cristiana Tudor, 2010. "The Dynamics of Enterprise Financing in New EU Member. States in Comparative Perspective: the Aftermath of the Crisis," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 13(37), pages 119-142, September.

    Cited by:

    1. Sandra M. Leitner & Robert Stehrer, 2013. "Access to finance and funding composition during the crisis: A firm-level analysis of Latin American countries," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 50(1), pages 1-47, May.

  5. Cristiana Tudor, 2009. "Understanding the Roots of the US Subprime Crisis and its Subsequent Effects," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 12(31), pages 115-143, (1).

    Cited by:

    1. Cheong, Siew Ann & Fornia, Robert Paulo & Lee, Gladys Hui Ting & Kok, Jun Liang & Yim, Woei Shyr & Xu, Danny Yuan & Zhang, Yiting, 2011. "The Japanese economy in crises: A time series segmentation study," Economics Discussion Papers 2011-24, Kiel Institute for the World Economy (IfW Kiel).
    2. Płuciennik Piotr, 2012. "Influence of the American Financial Market on Other Markets During the Subprime Crisis," Folia Oeconomica Stetinensia, Sciendo, vol. 12(2), pages 19-30, December.
    3. Cheong, Siew Ann & Fornia, Robert Paulo & Lee, Gladys Hui Ting & Kok, Jun Liang & Yim, Woei Shyr & Xu, Danny Yuan & Zhang, Yiting, 2012. "The Japanese economy in crises: A time series segmentation study," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 6, pages 1-81.
    4. Radhakrishnan, Srinivasan & Duvvuru, Arjun & Sultornsanee, Sivarit & Kamarthi, Sagar, 2016. "Phase synchronization based minimum spanning trees for analysis of financial time series with nonlinear correlations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 259-270.
    5. Anton A. Setyawan & Basu Swastha Dharmmesta & BΜ Purwanto & Sahid Susilo Nugroho, 2015. "Model of Relationship Marketing and Power Asymmetry in Indonesia Retail Industry," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(1), pages 108-127.
    6. Zhang, Yiting & Lee, Gladys Hui Ting & Wong, Jian Cheng & Kok, Jun Liang & Prusty, Manamohan & Cheong, Siew Ann, 2011. "Will the US economy recover in 2010? A minimal spanning tree study," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(11), pages 2020-2050.

  6. Tudor, Cristiana, 2009. "Price Ratios and the Cross-section of Common Stock Returns on Bucharest Stock Exchange: Empirical Evidence," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 6(2), pages 132-146, June.

    Cited by:

    1. Cristiana Tudor, 2021. "Investors’ Trading Activity and Information Asymmetry: Evidence from the Romanian Stock Market," Risks, MDPI, vol. 9(8), pages 1-19, August.
    2. Subashini Maniam & Chin Lee, 2018. "Stock Market Liberalization Impact on Sectoral Stock Market Return in Malaysia," Capital Markets Review, Malaysian Finance Association, vol. 26(2), pages 21-31.
    3. Mihaela Ionascu & Ion Ionascu & Marian Sacarin & Mihaela Minu, 2018. "Benefits of global financial reporting models for developing markets: The case of Romania," PLOS ONE, Public Library of Science, vol. 13(11), pages 1-24, November.
    4. Andrei ANGHEL & Dalina DUMITRESCU & Cristiana TUDOR, 2015. "Modeling Portfolio Returns On Bucharest Stock Exchange Using The Fama-French Multifactor Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 22-46, March.

  7. Cristiana Tudor, 2008. "Modelarea volatilitatii seriilor de timp prin modele GARCH simetrice," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 11(30), pages 183-208, (4).

    Cited by:

    1. Antoniade Ciprian ALEXANDRU, 2013. "Studying The Volatility Of The Romanian Investment Funds With The Arch And Garch Models Using The "R" Software," Working papers 03, Ecological University of Bucharest, Department of Economics.
    2. Dan Ion GHERGUT & Bogdan OANCEA & Claudia CAPATINA, 2013. "Modeling The Volatility Of The Bet-Fi Index," Romanian Statistical Review, Romanian Statistical Review, vol. 61(7), pages 27-41, August.
    3. Andreea-Cristina PETRICĂ & Stelian STANCU & Alexandru TINDECHE, 2016. "Limitation of ARIMA models in financial and monetary economics," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(4(609), W), pages 19-42, Winter.
    4. Andreea – Cristina PETRICA & Stelian STANCU, 2017. "Empirical Results of Modeling EUR/RON Exchange Rate using ARCH, GARCH, EGARCH, TARCH and PARCH models," Romanian Statistical Review, Romanian Statistical Review, vol. 65(1), pages 57-72, March.

  8. 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.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CIS: Confederation of Independent States (1) 2016-04-30
  2. NEP-TRA: Transition Economics (1) 2016-04-30

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