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 4 7 12 289
Empirical Evidence On The Correlation Between The Exchange Rate And Romanian Exports 0 0 0 72 0 2 2 227
Estimates on the dynamics of the COVID-19 pandemic and its impact on the economy 0 0 3 108 0 1 12 316
Interactions between financial markets and macroeconomic variables in EU: a nonlinear modeling approach 0 0 0 130 1 3 11 433
Shock transmission among the European Stock markets - Conferinta CRESTERE ECONOMICA SI SUSTENABILITATE SOCIALA. PROVOCARI SI PERSPECTIVE EUROPENE> 0 1 1 25 4 7 7 86
Volatility Forecasting and Sign Changes in Currency Returns 0 0 0 5 2 2 2 18
Total Working Papers 0 1 4 441 11 22 46 1,369


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 0 54 1 1 2 137
Analysis of Macroeconomic Events Impact Using the Event Study Methodology 0 1 14 152 1 5 32 451
Anomaly detection in stock market indices with neural networks 0 1 18 124 12 17 72 502
Are Capital Markets Integrated? A Test of Information Transmission within the European Union 0 0 0 110 0 1 2 321
Are the Announcements Regarding Macroeconomic Fundamentals Responsible for Changes in the Dynamics of Stock Markets? CEE vs Developed Markets 0 0 0 11 0 1 1 39
CO-MOVEMENTS OF EUROPEAN STOCK MARKETS USING THE UNIVARIATE MARKOV REGIME SWITCHING MODEL 0 0 0 14 5 6 7 58
CO-MOVEMENTS OF REGIME SHIFTS IN GBP CURRENCY PAIRS AROUND BOE QUANTITATIVE EASING ANNOUNCEMENTS 0 0 0 350 1 2 2 618
Competitivitatea firmelor listate la BVB folosind metoda studiului econometric de eveniment 0 0 0 35 0 0 1 163
Criza datoriilor suverane din Europa în 2010 0 0 0 51 2 2 10 258
Dichotomous stock market reaction to episodes of rules and discretion in the US monetary policy 0 0 0 12 0 1 2 43
Dinamica ocupării forţei de muncă sectoriale în regiunile din România şi ţările UE – principalele caracteristici şi tendinţe 0 0 0 8 0 1 1 36
Direction of Change at the Bucharest Stock Exchange 0 1 1 87 2 3 3 290
Dynamic Trade-Offs In Financial Performances Of Romanian Companies 0 0 0 25 0 1 1 123
Estimates of Dynamics of the Covid19 Pandemic and of its Impact on the Economy 0 0 2 85 0 3 11 226
Estimating the Impact of Quantitative Easing On Credit Risk through an ARMA-GARCH Model 0 1 2 787 2 8 10 1,607
Evolution of Mutual Funds in Romania: Performance and Risks 0 0 1 102 1 4 8 345
FINANCIAL LITERACY IN ROMANIA: A TEST OF ECONOMICS AND BUSINESS STUDENTS 0 0 1 43 2 4 5 128
Impact Of FOMC Official Speeches on the Intraday Dynamics of CDS Markets 0 0 1 326 3 7 12 697
International services trade patterns and specialization potential: a comparative Assessment 0 0 0 115 2 9 10 391
Lawrence R. Klein and the Economic Forecasting – A Survey 0 1 1 156 3 5 9 431
Modeling Risk Convergence for European Financial Markets 0 1 7 64 0 2 8 146
Nonlinear Modeling of Financial Stability Using Default Probabilities from the Capital Market 0 3 5 70 1 5 9 143
Option Pricing with Stochastic Volatility and Jump Diffusion Processes 0 0 0 137 0 1 1 270
Option bounds for multinomial stock returns in Jump-Diffusion processes - a Monte Carlo simulation for a multi-jump process 0 0 0 78 1 2 2 256
QUANTITATIVE EASING, TAPERING AND STOCK MARKET INDICES 0 0 3 377 3 8 13 821
Risk Generating Industries for European Stock Markets 0 0 1 60 3 7 11 194
SKEWNESS AND COSKEWNESS DYNAMICS FOR THE ROMANIAN STOCK MARKET 0 0 0 26 1 1 2 84
SYSTEMIC RISK AND COJUMPS IN HIGH FREQUENCY DATA 0 0 1 8 1 3 7 46
Simultaneity of Tail Events for Dynamic Conditional Distributions of Stock Market Index Returns 0 0 0 91 1 1 2 206
Statistical Properties of the CEE Stock Market Dynamics. A Panel Data Analysis 2 3 10 110 3 10 18 238
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 2 2 4 31
THE EFFECTS OF LABOR MARKET NEWS ON INTERNATIONAL FINANCIAL MARKETS 0 0 0 37 2 5 5 102
Testing for Heteroskedasticity on the Bucharest Stock Exchange 0 2 12 157 1 6 19 361
The Adjustment of VaR to the Empirical Distribution of Returns 0 0 0 68 0 2 4 184
The Factors of the Capital Structure in Eastern Europe 0 0 6 91 0 0 7 315
The Usefulness of Mathematical Tools for Economic Analysis 0 0 1 298 0 2 8 2,398
To QE or Not to QE? The Japanese Experience 1 1 2 599 1 2 5 1,017
What Matters for Entrepreneurship? A Global View on Its Determinants 0 0 0 50 2 2 5 159
Total Journal Articles 3 15 89 4,973 59 142 331 13,835


Statistics updated 2026-01-09