Access Statistics for Elena Ivona Dumitrescu

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Backesting Value-at-Risk: From DQ (Dynamic Quantile) to DB (Dynamic Binary) Tests 0 0 0 0 0 1 5 23
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 0 0 0 0 0
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 3 8 20 221 5 14 57 454
Commodity Prices and Exchange Rate Volatility; Lessons from South Africa’s Capital Account Liberalization 0 2 9 88 0 6 27 262
Commodity Prices and Exchange Rate: Lessons from South Africa's Capital Account Liberalization 0 0 0 0 0 1 7 7
Currency Crises Early Warning Systems: Why They Should Be Dynamic 0 0 0 0 1 1 7 7
Currency Crises Early Warning Systems: why they should be Dynamic 0 1 4 11 0 1 10 33
Currency Crises Early Warning Systems: why they should be Dynamic 5 10 42 286 7 20 74 563
How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 0 0 0 0 1 1 5 5
How to evaluate an Early Warning System ? 4 8 21 407 7 13 44 694
How to evaluate an Early Warning System? Towards a United Statistical Framework for Assessing Financial Crises Forecasting Methods 0 1 2 171 3 4 15 326
Modelling Financial Crises Mutation 0 0 2 6 0 0 4 23
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 0 0 0 0 0 0
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 3 8 19 339 6 18 46 647
Testing Interval Forecasts: A New GMM-based Test 0 0 0 0 0 1 1 12
Testing Interval Forecasts: a GMM-Based Approach 0 0 0 0 0 0 1 1
Testing for Extreme Volatility Transmission with Realized Volatility Measures 1 9 77 77 3 13 42 42
Testing for Granger Non-causality in Heterogeneous Panels 13 50 185 1,295 19 86 392 2,638
Testing for Granger Non-causality in Heterogeneous Panels 0 0 0 0 0 0 6 6
Testing interval forecasts: a GMM-based approach 1 7 14 181 2 10 29 288
Which Are the SIFIs? A Component Expected Shortfall Approach to Systemic Risk 0 0 0 0 1 1 3 3
Total Working Papers 30 104 395 3,082 55 191 775 6,034


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 3 5 0 3 20 33
Commodity prices and exchange rate volatility: Lessons from South Africa's capital account liberalization 0 2 12 37 2 8 43 122
Currency crisis early warning systems: Why they should be dynamic 3 3 6 23 3 3 11 58
How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 7 8 18 180 9 12 46 391
Testing Interval Forecasts: A GMM‐Based Approach 0 0 0 0 0 0 0 28
Testing for Granger non-causality in heterogeneous panels 0 8 25 238 5 17 53 499
Which are the SIFIs? A Component Expected Shortfall approach to systemic risk 0 0 15 50 3 7 43 132
Total Journal Articles 10 21 79 533 22 50 216 1,263


Statistics updated 2017-10-05