Access Statistics for Radu Lupu

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
A Nonlinear Model to Estimate the Long Term Correlation between Market Capitalization and GDP per capita in Eastern EU Countries 0 0 3 101 0 0 7 277
Empirical Evidence On The Correlation Between The Exchange Rate And Romanian Exports 0 0 0 72 0 0 0 225
Estimates on the dynamics of the COVID-19 pandemic and its impact on the economy 0 1 4 106 1 2 10 306
Interactions between financial markets and macroeconomic variables in EU: a nonlinear modeling approach 0 0 3 130 2 4 19 426
Shock transmission among the European Stock markets - Conferinta CRESTERE ECONOMICA SI SUSTENABILITATE SOCIALA. PROVOCARI SI PERSPECTIVE EUROPENE> 0 0 0 24 0 0 0 79
Volatility Forecasting and Sign Changes in Currency Returns 0 0 0 5 0 0 0 16
Total Working Papers 0 1 10 438 3 6 36 1,329


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A MIXED FREQUENCY ANALYSIS OF CONNECTIONS BETWEEN MACROECONOMIC VARIABLES AND STOCK MARKETS IN CENTRAL AND EASTERN EUROPE 0 0 1 54 0 0 2 135
Analysis of Macroeconomic Events Impact Using the Event Study Methodology 1 2 16 140 2 5 37 423
Anomaly detection in stock market indices with neural networks 4 4 33 110 10 13 104 442
Are Capital Markets Integrated? A Test of Information Transmission within the European Union 0 0 0 110 0 1 1 320
Are the Announcements Regarding Macroeconomic Fundamentals Responsible for Changes in the Dynamics of Stock Markets? CEE vs Developed Markets 0 0 2 11 0 0 6 38
CO-MOVEMENTS OF EUROPEAN STOCK MARKETS USING THE UNIVARIATE MARKOV REGIME SWITCHING MODEL 0 0 1 14 0 0 1 51
CO-MOVEMENTS OF REGIME SHIFTS IN GBP CURRENCY PAIRS AROUND BOE QUANTITATIVE EASING ANNOUNCEMENTS 0 0 1 350 0 0 1 616
Competitivitatea firmelor listate la BVB folosind metoda studiului econometric de eveniment 0 0 0 35 0 2 2 163
Criza datoriilor suverane din Europa în 2010 0 0 0 51 1 3 7 250
Dichotomous stock market reaction to episodes of rules and discretion in the US monetary policy 0 0 0 12 0 0 0 41
Dinamica ocupării forţei de muncă sectoriale în regiunile din România şi ţările UE – principalele caracteristici şi tendinţe 0 0 0 8 0 1 1 35
Direction of Change at the Bucharest Stock Exchange 0 0 0 86 0 0 0 287
Dynamic Trade-Offs In Financial Performances Of Romanian Companies 0 0 0 25 0 0 0 122
Estimates of Dynamics of the Covid19 Pandemic and of its Impact on the Economy 0 1 2 84 0 2 7 217
Estimating the Impact of Quantitative Easing On Credit Risk through an ARMA-GARCH Model 0 0 2 785 0 0 5 1,597
Evolution of Mutual Funds in Romania: Performance and Risks 0 0 2 101 1 1 5 338
FINANCIAL LITERACY IN ROMANIA: A TEST OF ECONOMICS AND BUSINESS STUDENTS 0 0 3 42 0 0 5 123
Impact Of FOMC Official Speeches on the Intraday Dynamics of CDS Markets 0 0 1 325 1 1 2 686
International services trade patterns and specialization potential: a comparative Assessment 0 0 1 115 0 1 4 381
Lawrence R. Klein and the Economic Forecasting – A Survey 0 0 1 155 1 1 5 423
Modeling Risk Convergence for European Financial Markets 1 2 6 58 1 2 7 139
Nonlinear Modeling of Financial Stability Using Default Probabilities from the Capital Market 0 0 8 65 0 0 8 134
Option Pricing with Stochastic Volatility and Jump Diffusion Processes 0 0 0 137 0 0 2 269
Option bounds for multinomial stock returns in Jump-Diffusion processes - a Monte Carlo simulation for a multi-jump process 0 0 0 78 0 1 1 254
QUANTITATIVE EASING, TAPERING AND STOCK MARKET INDICES 2 2 7 376 2 2 10 810
Risk Generating Industries for European Stock Markets 0 1 5 59 2 3 11 185
SKEWNESS AND COSKEWNESS DYNAMICS FOR THE ROMANIAN STOCK MARKET 0 0 0 26 0 1 1 83
SYSTEMIC RISK AND COJUMPS IN HIGH FREQUENCY DATA 0 0 0 7 0 1 1 40
Simultaneity of Tail Events for Dynamic Conditional Distributions of Stock Market Index Returns 0 0 0 91 0 0 0 204
Statistical Properties of the CEE Stock Market Dynamics. A Panel Data Analysis 1 1 12 101 1 1 14 221
TESTING THE PERFORMANCE OF GARCH AND EGARCH MODELS IN THE STUDY OF FOREIGN EXCHANGE RATES OF PUBLIC SERVANTS AND OF THE POPULATION 0 0 1 5 1 1 2 28
THE EFFECTS OF LABOR MARKET NEWS ON INTERNATIONAL FINANCIAL MARKETS 0 0 1 37 0 0 1 97
Testing for Heteroskedasticity on the Bucharest Stock Exchange 1 1 11 146 1 4 16 344
The Adjustment of VaR to the Empirical Distribution of Returns 0 0 0 68 1 2 2 182
The Factors of the Capital Structure in Eastern Europe 1 1 1 86 1 1 2 309
The Usefulness of Mathematical Tools for Economic Analysis 0 0 0 297 1 1 10 2,391
To QE or Not to QE? The Japanese Experience 0 0 3 597 0 1 6 1,013
What Matters for Entrepreneurship? A Global View on Its Determinants 0 0 0 50 1 1 5 155
Total Journal Articles 11 15 121 4,897 28 53 294 13,546


Statistics updated 2025-03-03