Printed from https://ideas.repec.org/s/cab/wpaefr.html
Content
2011
- 50 Fiscal discipline and economic growth – the case of Romania
by Ionut Dumitru & Razvan Stanca
2010
- 47 Estimation of an open economy DSGE model for Romania. Do nominal and real frictions matter?
by Veaceslav Grigoras - 46 Credit risk modeling – a macro perspective
by Bogdan Chiriacescu - 45 Credit Scoring Modelling: A Micro–Macro Approach
by Ana-Maria Sandica - 44 Analyzing Asymetric Dependence in Exchange Rates using Copula
by Alexie Alupoaiei - 43 Analyzing markets for electronic communications services in emerging economies - the case of Romania
by Radu Tudorache - 42 Macroeconomic Effects of the Population Ageing Phenomenon
by Cristian Bulete - 41 Inflation Dynamics Under The Sticky Information Phillips Curve
by Iulian Ciobica
2009
- 40 Exploring Dual Long Memory in Returns and Volatility Across Central and Eastern Europe Stock Markets
by Mihaela Sandu - 39 Early Warning Models for Banking Supervision in Romania
by Radu Muntean - 38 The need for high frequency data: estimating monthly GDP
by George Constantinescu - 37 Predicting Romanian Financial Distressed Companies
by Madalina Andreica - 35 Exchange Rate Risk: Heads or Tails
by Ana-Maria Gavril - 34 Exchange Rate Pass-Through into Romanian Price Indices: A VAR Approach
by Bogdan Cozmanca & Florentina Manea - 33 Evidence of unspanned stochastic volatility in crude-oil market
by Razvan Tudor - 32 Asymmetric Conditional Volatility on the Romanian Stock Market
by Florin Stanciu - 30 The Effect of Capital Market Liberalization in Eastern Europe: Economic Growth or Financial Crisis
by Lavinia Cristescu - 29 Spillover effect: A study for major capital markets and Romania capital market
by Cristina Belciuganu - 28 A Robust Assessment of the Romanian Business Cycle
by Moisa Altar & Ciprian Necula & Gabriel Bobeica - 27 Calibration of LIBOR Market Model: Comparison between the Separated and the Approximate Approach
by Mihaela Tuca - 26 Lead – Lag Relationship between the Romanian Cash Market and Futures Market
by Lucian Streche - 25 Value at Risk: A Comparative Analysis
by Filip Iorgulescu
2008
- 24 Asset Pricing in a Two-Country Discontinuous General Equilibrium Model
by Ciprian Necula - 23 A Two-Country Discontinuous General Equilibrium Model
by Ciprian Necula - 22 The Romanian Yield Curve: the Expectations Hypothesis and Connections to the Real Economy
by Alina Stefan - 21 Robust Monetary Policy
by Adam Altar-Samuel - 20 Pricing European and Barrier Options in the Fractional Black-Scholes Market
by Ciprian Necula - 19 A Framework for Derivative Pricing in the Fractional Black-Scholes Market
by Ciprian Necula - 18 Demand and supply shocks synchronisation. Evidence from Romania in the context of European Integration
by Nora Rusu - 17 Determinants of Spreads of Romanian Sovereign bonds. An application on the EMBIG spreads
by Claudia Berbecaru - 15 A Dynamic IS-LM Model with Adaptive Expectations
by Moisa Altar - 14 The impact of the trade and financial openness on the economic growth in the countries from the Eastern Europe
by Macar Stoianov - 13 Measuring market risk: a copula and extreme value approach
by Alexandru Stanga - 12 Common Volatility Trends among Central and Eastern European Currencies
by Andreea Odangiu - 11 Pricing American Options in a Mild Stochastic Environment
by Moisa Altar & Judita Samuel - 10 Stylized Facts and Discrete Stochastic Volatility Models
by Alin Sima - 9 Modelling and Detecting Long Memory in Stock Returns
by Ciprian Necula - 7 The Influence of Fiscal Policy on Economic Growth
by Moisa Altar & Judita Samuel - 6 Barrier Options and a Reflection Principle of the Fractional Brownian Motion
by Cipian Necula - 5 Fiscal Policy, Public Capital and Economic Growth
by Moisa Altar & Judita Samuel - 4 Credit risk of non-financial companies in the context of financial stability
by Romulus Mircea - 3 Fiscal and Monetary Policies and Economic Growth
by Moisa Altar - 2 Option Pricing in a Fractional Brownian Motion Environment
by Cipian Necula - 1 The Influence of Monetary and Fiscal Policies on Social Welfare
by Moisa Altar & Judita Samuel