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 0 101 0 2 20 298
Empirical Evidence On The Correlation Between The Exchange Rate And Romanian Exports 0 0 0 72 0 0 10 235
Estimates on the dynamics of the COVID-19 pandemic and its impact on the economy 0 0 1 108 0 1 12 324
Interactions between financial markets and macroeconomic variables in EU: a nonlinear modeling approach 0 0 0 130 0 1 11 441
Shock transmission among the European Stock markets - Conferinta CRESTERE ECONOMICA SI SUSTENABILITATE SOCIALA. PROVOCARI SI PERSPECTIVE EUROPENE> 0 0 1 25 0 1 10 89
Volatility Forecasting and Sign Changes in Currency Returns 0 0 0 5 0 0 8 24
Total Working Papers 0 0 2 441 0 5 71 1,411


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 55 0 1 14 150
Analysis of Macroeconomic Events Impact Using the Event Study Methodology 0 2 6 156 1 5 40 481
Anomaly detection in stock market indices with neural networks 0 1 6 125 0 2 44 519
Are Capital Markets Integrated? A Test of Information Transmission within the European Union 0 0 0 110 0 2 12 332
Are the Announcements Regarding Macroeconomic Fundamentals Responsible for Changes in the Dynamics of Stock Markets? CEE vs Developed Markets 0 0 0 11 0 0 2 40
CO-MOVEMENTS OF EUROPEAN STOCK MARKETS USING THE UNIVARIATE MARKOV REGIME SWITCHING MODEL 0 0 1 15 0 0 13 65
CO-MOVEMENTS OF REGIME SHIFTS IN GBP CURRENCY PAIRS AROUND BOE QUANTITATIVE EASING ANNOUNCEMENTS 0 0 0 350 2 3 9 625
Competitivitatea firmelor listate la BVB folosind metoda studiului econometric de eveniment 0 0 0 35 0 1 2 165
Criza datoriilor suverane din Europa în 2010 0 0 0 51 0 2 9 265
Dichotomous stock market reaction to episodes of rules and discretion in the US monetary policy 0 0 0 12 1 1 9 51
Dinamica ocupării forţei de muncă sectoriale în regiunile din România şi ţările UE – principalele caracteristici şi tendinţe 0 0 0 8 0 1 6 41
Direction of Change at the Bucharest Stock Exchange 0 0 1 87 1 1 11 298
Dynamic Trade-Offs In Financial Performances Of Romanian Companies 0 0 0 25 0 1 5 127
Estimates of Dynamics of the Covid19 Pandemic and of its Impact on the Economy 0 0 0 85 0 4 20 241
Estimating the Impact of Quantitative Easing On Credit Risk through an ARMA-GARCH Model 0 0 1 787 0 2 18 1,616
Evolution of Mutual Funds in Romania: Performance and Risks 0 0 0 102 0 0 14 355
FINANCIAL LITERACY IN ROMANIA: A TEST OF ECONOMICS AND BUSINESS STUDENTS 0 0 0 43 0 0 7 131
Impact Of FOMC Official Speeches on the Intraday Dynamics of CDS Markets 0 0 0 326 0 0 17 705
International services trade patterns and specialization potential: a comparative Assessment 0 0 0 115 1 1 11 393
Lawrence R. Klein and the Economic Forecasting – A Survey 0 0 1 156 0 2 21 445
Modeling Risk Convergence for European Financial Markets 1 1 4 67 1 1 7 151
Nonlinear Modeling of Financial Stability Using Default Probabilities from the Capital Market 0 0 3 70 0 2 14 151
Option Pricing with Stochastic Volatility and Jump Diffusion Processes 0 0 0 137 0 3 9 278
Option bounds for multinomial stock returns in Jump-Diffusion processes - a Monte Carlo simulation for a multi-jump process 0 0 0 78 1 1 6 260
QUANTITATIVE EASING, TAPERING AND STOCK MARKET INDICES 0 0 0 377 0 1 21 834
Risk Generating Industries for European Stock Markets 0 0 0 60 1 2 17 203
SKEWNESS AND COSKEWNESS DYNAMICS FOR THE ROMANIAN STOCK MARKET 0 0 0 26 0 0 3 86
SYSTEMIC RISK AND COJUMPS IN HIGH FREQUENCY DATA 0 0 0 8 0 2 12 54
Simultaneity of Tail Events for Dynamic Conditional Distributions of Stock Market Index Returns 0 0 0 91 1 1 12 217
Statistical Properties of the CEE Stock Market Dynamics. A Panel Data Analysis 0 1 7 113 0 2 19 246
TESTING THE PERFORMANCE OF GARCH AND EGARCH MODELS IN THE STUDY OF FOREIGN EXCHANGE RATES OF PUBLIC SERVANTS AND OF THE POPULATION 0 0 0 5 1 1 8 36
THE EFFECTS OF LABOR MARKET NEWS ON INTERNATIONAL FINANCIAL MARKETS 0 0 0 37 0 1 12 109
Testing for Heteroskedasticity on the Bucharest Stock Exchange 0 1 5 159 0 4 19 371
The Adjustment of VaR to the Empirical Distribution of Returns 0 0 0 68 1 1 8 190
The Factors of the Capital Structure in Eastern Europe 0 0 0 91 0 1 6 321
The Usefulness of Mathematical Tools for Economic Analysis 0 0 0 298 0 1 9 2,403
To QE or Not to QE? The Japanese Experience 0 0 2 599 0 0 8 1,021
What Matters for Entrepreneurship? A Global View on Its Determinants 0 0 0 50 0 0 10 165
Total Journal Articles 1 6 38 4,988 12 53 484 14,141


Statistics updated 2026-08-07