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 0 4 23
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 0 0 1 1 1
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 1 4 19 222 4 10 48 459
Commodity Prices and Exchange Rate Volatility; Lessons from South Africa’s Capital Account Liberalization 0 0 8 88 3 3 25 265
Commodity Prices and Exchange Rate: Lessons from South Africa's Capital Account Liberalization 0 0 0 0 0 0 4 7
Currency Crises Early Warning Systems: Why They Should Be Dynamic 0 0 0 0 1 2 7 8
Currency Crises Early Warning Systems: why they should be Dynamic 1 9 36 290 2 14 68 570
Currency Crises Early Warning Systems: why they should be Dynamic 1 2 6 13 2 4 12 37
How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 0 0 0 0 0 2 5 6
How to evaluate an Early Warning System ? 1 6 19 409 2 13 43 700
How to evaluate an Early Warning System? Towards a United Statistical Framework for Assessing Financial Crises Forecasting Methods 0 0 2 171 1 5 16 328
Modelling Financial Crises Mutation 0 0 1 6 0 1 3 24
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 0 5 17 341 2 11 43 652
Testing Interval Forecasts: A New GMM-based Test 0 0 0 0 0 0 1 12
Testing Interval Forecasts: a GMM-Based Approach 0 0 0 0 0 0 0 1
Testing for Extreme Volatility Transmission with Realized Volatility Measures 3 9 85 85 5 13 52 52
Testing for Granger Non-causality in Heterogeneous Panels 0 0 0 0 0 1 6 7
Testing for Granger Non-causality in Heterogeneous Panels 14 45 189 1,327 34 95 407 2,714
Testing interval forecasts: a GMM-based approach 0 1 14 181 2 6 30 292
Which Are the SIFIs? A Component Expected Shortfall Approach to Systemic Risk 0 0 0 0 0 1 3 3
Total Working Papers 21 81 396 3,133 58 182 778 6,161


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 2 5 7 1 4 20 37
Commodity prices and exchange rate volatility: Lessons from South Africa's capital account liberalization 0 0 12 37 3 7 45 127
Currency crisis early warning systems: Why they should be dynamic 0 3 5 23 2 8 14 63
How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 2 10 19 183 7 18 50 400
Testing Interval Forecasts: A GMM‐Based Approach 0 0 0 0 1 1 1 29
Testing for Granger non-causality in heterogeneous panels 2 3 22 241 3 14 52 508
Which are the SIFIs? A Component Expected Shortfall approach to systemic risk 3 3 14 53 4 10 43 139
Total Journal Articles 7 21 77 544 21 62 225 1,303


Statistics updated 2017-12-03