Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB

Editor:
For technical questions regarding this series, please contact (Ciprian Necula)
Series handle: repec:cab:wpaefr

• 40 Exploring Dual Long Memory in Returns and Volatility Across Central and Eastern Europe Stock Markets
  by Mihaela Sandu [Downloadable!]
• 39 Early Warning Models for Banking Supervision in Romania
  by Radu Muntean [Downloadable!]
• 38 The need for high frequency data: estimating monthly GDP
  by George Constantinescu [Downloadable!]
• 37 Predicting Romanian Financial Distressed Companies
  by Madalina Andreica [Downloadable!]
• 35 Exchange Rate Risk: Heads or Tails
  by Ana-Maria Gavril [Downloadable!]
• 34 Exchange Rate Pass-Through into Romanian Price Indices: A VAR Approach
  by Florentina Manea [Downloadable!]
• 33 Evidence of unspanned stochastic volatility in crude-oil market
  by Razvan Tudor [Downloadable!]
• 32 Asymmetric Conditional Volatility on the Romanian Stock Market
  by Florin Stanciu [Downloadable!]
• 31 Inflation persistence in New EU Member States: Is it different than in the Euro Area Members?
  by Maria Popa [Downloadable!]
• 30 The Effect of Capital Market Liberalization in Eastern Europe: Economic Growth or Financial Crisis
  by Lavinia Cristescu [Downloadable!]
• 29 Spillover effect: A study for major capital markets and Romania capital market
  by Cristina Belciuganu [Downloadable!]
• 28 A Robust Assessment of the Romanian Business Cycle
  by Moisa Altar & Ciprian Necula & Gabriel Bobeica [Downloadable!]
• 27 Calibration of LIBOR Market Model: Comparison between the Separated and the Approximate Approach
  by Mihaela Tuca [Downloadable!]
• 26 Lead – Lag Relationship between the Romanian Cash Market and Futures Market
  by Lucian Streche [Downloadable!]
• 25 Value at Risk: A Comparative Analysis
  by Filip Iorgulescu [Downloadable!]

• 24 Asset Pricing in a Two-Country Discontinuous General Equilibrium Model
  by Ciprian Necula [Downloadable!]
• 23 A Two-Country Discontinuous General Equilibrium Model
  by Ciprian Necula [Downloadable!]
• 22 The Romanian Yield Curve: the Expectations Hypothesis and Connections to the Real Economy
  by Alina Stefan [Downloadable!]
• 21 Robust Monetary Policy
  by Adam Altar-Samuel [Downloadable!]
• 20 Pricing European and Barrier Options in the Fractional Black-Scholes Market
  by Ciprian Necula [Downloadable!]
• 19 A Framework for Derivative Pricing in the Fractional Black-Scholes Market
  by Ciprian Necula [Downloadable!]
• 18 Demand and supply shocks synchronisation. Evidence from Romania in the context of European Integration
  by Nora Rusu [Downloadable!]
• 17 Determinants of Spreads of Romanian Sovereign bonds. An application on the EMBIG spreads
  by Claudia Berbecaru [Downloadable!]
• 16 Exploring the Correlation between Real Exchange Rate Misalignment and Economic Growth in the CEE Countries
  by Ildiko Magyari [Downloadable!]
• 15 A Dynamic IS-LM Model with Adaptive Expectations
  by Moisa Altar [Downloadable!]
• 14 The impact of the trade and financial openness on the economic growth in the countries from the Eastern Europe
  by Macar Stoianov [Downloadable!]
• 13 Measuring market risk: a copula and extreme value approach
  by Alexandru Stanga [Downloadable!]
• 12 Common Volatility Trends among Central and Eastern European Currencies
  by Andreea Odangiu [Downloadable!]
• 11 Pricing American Options in a Mild Stochastic Environment
  by Moisa Altar & Judita Samuel [Downloadable!]
• 10 Stylized Facts and Discrete Stochastic Volatility Models
  by Alin Sima [Downloadable!]
• 9 Modelling and Detecting Long Memory in Stock Returns
  by Ciprian Necula [Downloadable!]
• 8 Forward Premium Puzzle: Futures Contracts Evidence and Speculation Strategies
  by Alina Piciorea [Downloadable!]
• 7 The Influence of Fiscal Policy on Economic Growth
  by Moisa Altar & Judita Samuel [Downloadable!]
• 6 Barrier Options and a Reflection Principle of the Fractional Brownian Motion
  by Cipian Necula [Downloadable!]
• 5 Fiscal Policy, Public Capital and Economic Growth
  by Moisa Altar & Judita Samuel [Downloadable!]
• 4 Credit risk of non-financial companies in the context of financial stability
  by Romulus Mircea [Downloadable!]
• 3 Fiscal and Monetary Policies and Economic Growth
  by Moisa Altar [Downloadable!]
• 2 Option Pricing in a Fractional Brownian Motion Environment
  by Cipian Necula [Downloadable!]
• 1 The Influence of Monetary and Fiscal Policies on Social Welfare
  by Moisa Altar & Judita Samuel [Downloadable!]

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This page was last updated on 2009-11-13.