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Publications

by members of

Academia de Studii Economice din Bucureşti → Center for Advanced Research in Finance and Banking (CARFIB)

Bucharest University of Economic Studies

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2017

  1. Walter Farkas & Ciprian Necula, 2017, "The Dynamics of Heterogeneity and Asset Prices," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-76, Apr.

2015

  1. Ciprian Necula & Gabriel G. Drimus & Walter Farkas, 2015, "A General Closed Form Option Pricing Formula," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-53, Feb, revised Mar 2016.
  2. Ciprian Necula & Elise Gourier & Robert Huitema & Walter Farkas, 2015, "A Two-Factor Cointegrated Commodity Price Model with an Application to Spread Option Pricing," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-54, Oct, revised Jun 2016.
  3. Walter Farkas & Ciprian Necula & Boris Waelchli, 2015, "Herding and Stochastic Volatility," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-59, Oct.

2012

  1. Canagarajah, Sudharshan & Brownbridge, Martin & Paliu, Anca & Dumitru, Ionut, 2012, "The challenges to long run fiscal sustainability in Romania," Policy Research Working Paper Series, The World Bank, number 5927, Jan.

2011

  1. Dumitru, Ionut & Mircea, Romulus & Jianu (Dumitru), Ionela, 2011, "Economisirea în România – evoluţii şi factori determinanţi
    [Savings in Romania - developments and fundamentals]    ," MPRA Paper, University Library of Munich, Germany, number 29027, Feb.
  2. Jianu (Dumitru), Ionela & Dumitru, Ionut, 2011, "University rankings – a guide to choose a university?," MPRA Paper, University Library of Munich, Germany, number 29623, Mar.
  3. Jianu (Dumitru), Ionela & Dumitru, Ionut, 2011, "Intelectual capital (IC) models – a comparative approach," MPRA Paper, University Library of Munich, Germany, number 29622.

2010

  1. Dumitru, Ionut & Stanca, Razvan, 2010, "Fiscal discipline and economic growth – the case of Romania," MPRA Paper, University Library of Munich, Germany, number 27300, Oct.

2009

  1. Altar, Moisa & Albu, Lucian Liviu & Dumitru, Ionut & Necula, Ciprian, 2009, "Evidente privind Intensitatea Fenomenului Balassa-Samuelson pentru Economia Romaneasca," Studii Economice, Institutul National de Cercetari Economice (INCE), number 090705, Jul.
  2. Altar, Moisa & Albu, Lucian Liviu & Dumitru, Ionut & Necula, Ciprian, 2009, "Estimarea Cursului Real de Echilibru si a Deviatiilor pentru Romania," Studii Economice, Institutul National de Cercetari Economice (INCE), number 090706, Jul.
  3. Altar, Moisa & Albu, Lucian Liviu & Dumitru, Ionut & Necula, Ciprian, 2009, "Evidences of the Intensity of the Balassa-Samuelson Phenomenon in the Romanian Economy," Working Papers of National Institute for Economic Research, Institutul National de Cercetari Economice (INCE), number 090106, Jan.
  4. Moisa Altar & Ciprian Necula & Gabriel Bobeica, 2009, "A Robust Assessment of the Romanian Business Cycle," Advances in Economic and Financial Research - DOFIN Working Paper Series, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB, number 28, Sep.
  5. Altar, Moisa & Albu, Lucian Liviu & Dumitru, Ionut & Necula, Ciprian, 2009, "Estimation of Equilibrium Real Exchange Rate and of Deviations for Romania," Working Papers of National Institute for Economic Research, Institutul National de Cercetari Economice (INCE), number 090105, Jan.
  6. Cozmanca,Bogdan-Octavian & Manea, Florentina, 2009, "Exchange rate pass-through into Romanian price indices. A VAR approach," Working Papers of Macroeconomic Modelling Seminar, Institute for Economic Forecasting, number 092102, Nov.
  7. Dumitru, Ionut, 2009, "Adoptarea euro in Romania
    [Euro adoption in Romania]    ," MPRA Paper, University Library of Munich, Germany, number 18612.

2008

  1. Moisa Altar & Judita Samuel, 2008, "Pricing American Options in a Mild Stochastic Environment," Advances in Economic and Financial Research - DOFIN Working Paper Series, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB, number 11, Jun.
  2. Moisa Altar, 2008, "Fiscal and Monetary Policies and Economic Growth," Advances in Economic and Financial Research - DOFIN Working Paper Series, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB, number 3, Feb.
  3. Moisa Altar & Judita Samuel, 2008, "The Influence of Fiscal Policy on Economic Growth," Advances in Economic and Financial Research - DOFIN Working Paper Series, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB, number 7, May.
  4. Moisa Altar & Judita Samuel, 2008, "The Influence of Monetary and Fiscal Policies on Social Welfare," Advances in Economic and Financial Research - DOFIN Working Paper Series, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB, number 1, Jan.
  5. Moisa Altar & Judita Samuel, 2008, "Fiscal Policy, Public Capital and Economic Growth," Advances in Economic and Financial Research - DOFIN Working Paper Series, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB, number 5, Mar.
  6. Moisa Altar, 2008, "A Dynamic IS-LM Model with Adaptive Expectations," Advances in Economic and Financial Research - DOFIN Working Paper Series, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB, number 15, Aug.
  7. Elena Bojesteanu & Gabriel Bobeica, 2008, "Where Do the Newest EU Member States Stand on the Road to Monetary Integration?," International Trade and Finance Association Conference Papers, International Trade and Finance Association, number 1121, Aug.
  8. Dumitru, Ionut, 2008, "An assessment of the current account sustainability in Romania," MPRA Paper, University Library of Munich, Germany, number 18613.
  9. Dumitru, Ionut, 2008, "Efectul Balassa-Samuelson in Romania
    [Balassa-Samuelson effect in Romania]    ," MPRA Paper, University Library of Munich, Germany, number 18611.
  10. Dumitru, Ionut, 2008, "O evaluare a sustenabilitatii deficitului de cont curent in Romania
    [An assessment of the current account sustainability in Romania]    ," MPRA Paper, University Library of Munich, Germany, number 18614.
  11. Ciprian Necula, 2008, "A Framework for Derivative Pricing in the Fractional Black-Scholes Market," Advances in Economic and Financial Research - DOFIN Working Paper Series, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB, number 19, Oct.
  12. Cipian Necula, 2008, "Option Pricing in a Fractional Brownian Motion Environment," Advances in Economic and Financial Research - DOFIN Working Paper Series, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB, number 2, Jan.
  13. Ciprian Necula, 2008, "Pricing European and Barrier Options in the Fractional Black-Scholes Market," Advances in Economic and Financial Research - DOFIN Working Paper Series, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB, number 20, Oct.
  14. Ciprian Necula, 2008, "A Two-Country Discontinuous General Equilibrium Model," Advances in Economic and Financial Research - DOFIN Working Paper Series, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB, number 23, Dec.
  15. Ciprian Necula, 2008, "Asset Pricing in a Two-Country Discontinuous General Equilibrium Model," Advances in Economic and Financial Research - DOFIN Working Paper Series, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB, number 24, Dec.
  16. Cipian Necula, 2008, "Barrier Options and a Reflection Principle of the Fractional Brownian Motion," Advances in Economic and Financial Research - DOFIN Working Paper Series, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB, number 6, Apr.
  17. Ciprian Necula, 2008, "Modelling and Detecting Long Memory in Stock Returns," Advances in Economic and Financial Research - DOFIN Working Paper Series, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB, number 9, Jun.

2006

  1. Dumitru, Ionut, 2006, "Tintirea directa a inflatiei in Romania – provocari si perspective
    [Inflation targeting in Romania - challenges and perspectives]    ," MPRA Paper, University Library of Munich, Germany, number 10570.
  2. Dumitru, Ionut, 2006, "Estimarea cursului de schimb real de echilibru in România
    [The equilibrium exchange rate in Romania]    ," MPRA Paper, University Library of Munich, Germany, number 10631.

2003

  1. Lazea, Valentin & Cozmanca, Bogdan Octavian, 2003, "Currency substitution in Romania," MPRA Paper, University Library of Munich, Germany, number 19813, May.

2002

  1. Dumitru, Ionut, 2002, "Money Demand in Romania," MPRA Paper, University Library of Munich, Germany, number 10629, Jun.

Journal articles

2025

  1. Alexandra Cheptiș & Delia Diaconu & Alina-Nicoleta Radu & Ciprian Necula & Bogdan Murarașu, 2025, "A sectorial assessment of the typology of economic crises in selected Central and Eastern European economies," Cogent Economics & Finance, Taylor & Francis Journals, volume 13, issue 1, pages 2588932-258, December, DOI: 10.1080/23322039.2025.2588932.

2023

  1. Bogdan Muraraşu & Cristina Anghelescu & Robert Adrian Grecu, 2023, "Assessing fiscal multipliers in times of crisis: evidence from selected CEE countries," Empirical Economics, Springer, volume 65, issue 4, pages 1627-1654, October, DOI: 10.1007/s00181-023-02407-9.
  2. Ciprian Necula & Bogdan Murarașu & Alina Radu & Cristina Anghelescu & Alina Zaharia, 2023, "Quantifying the probability of a recession in selected Central and Eastern European countries," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, volume 36, issue 1, pages 209-229, December, DOI: 10.1080/1331677X.2022.2073460.
  3. See-Woo Kim & Yong-Ki Ma & Ciprian Necula, 2023, "Modeling Tail Dependence Using Stochastic Volatility Model," Computational Economics, Springer;Society for Computational Economics, volume 62, issue 1, pages 129-147, June, DOI: 10.1007/s10614-022-10271-5.

2021

  1. Alina BOBAŞU & Bogdan MURARAȘU, 2021, "Fiscal and Monetary Policy Interactions in a DSGE Model for the Romanian Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 5-21, June.

2019

  1. Ciprian Necula & Gabriel Drimus & Walter Farkas, 2019, "A general closed form option pricing formula," Review of Derivatives Research, Springer, volume 22, issue 1, pages 1-40, April, DOI: 10.1007/s11147-018-9144-z.

2018

  1. Ionela DUMITRU & Ionuţ DUMITRU, 2018, "Drivers of Entrepreneurial Intentions in Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 157-166, December.

2017

  1. Ionela DUMITRU & Ionut DUMITRU, 2017, "Entrepreneurship Determinants in Central and Eastern Europe. The Case of Romania," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 1, pages 187-203.
  2. Farkas, Walter & Gourier, Elise & Huitema, Robert & Necula, Ciprian, 2017, "A two-factor cointegrated commodity price model with an application to spread option pricing," Journal of Banking & Finance, Elsevier, volume 77, issue C, pages 249-268, DOI: 10.1016/j.jbankfin.2017.01.007.

2015

  1. Bogdan MURARAȘU & Alina BOBAȘU, 2015, "Business cycle synchronization between Central and Eastern European countries and the Euro Zone," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, volume 0, issue Special(I, pages 292-303.

2014

  1. Bogdan Murarasu & Alina Bobasu, 2014, "Output Spillovers from Trade and Financial Linkages in Central and Eastern European Countries: A Panel Analysis," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, volume 6, issue 2, pages 081-096, December.

2013

  1. Ionuţ Dumitru & Ionela Jianu (Dumitru), 2013, "Romania On The Way Of Euro Adoption," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, volume 0, issue Special I, pages 431-443, March.

2012

  1. Necula, Ciprian & Radu, Alina-Nicoleta, 2012, "Quantifying the recapitalization fund premium using option pricing techniques," Economics Letters, Elsevier, volume 114, issue 3, pages 249-251, DOI: 10.1016/j.econlet.2011.11.002.
  2. Ciprian Necula & Alina-Nicoleta Radu, 2012, "Long Memory in Eastern European Financial Markets Returns," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, volume 25, issue 2, pages 316-377, January, DOI: 10.1080/1331677X.2012.11517512.

2011

  1. Elena Bojesteanu & Gabriel Bobeică, 2011, "The propagation of European monetary policy shocks into Romania's economy," Applied Economics Letters, Taylor & Francis Journals, volume 18, issue 5, pages 461-465, DOI: 10.1080/13504851003705282.
  2. Anghelache, Gabriela Victoria & Cozmanca, Bogdan Octavian & Radu, Alina Nicoleta, 2011, "Operational Risk Modelling and Capital Adequacy – are There any Rewards in Greater Complexity?," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 108-131, September.
  3. Dumitru, Ionut & Dumitru, Ionela, 2011, "Similarity of Supply and Demand Shocks Between the New Member States and the Euro Zone. The Case of Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 5-19, March.

2010

  1. Altar, Moisa & Necula, Ciprian & Bobeica, Gabriel, 2010, "Estimating The Cyclically Adjusted Budget Balance For The Romanian Economy. A Robust Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 79-99, July.
  2. Moisa, Altar & Necula, Ciprian & Bobeica, Gabriel, 2010, "Estimating Potential GDP for the Romanian Economy. An Eclectic Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 5-25, September.
  3. Cozmânca, Bogdan Octavian & Manea, Florentina, 2010, "Asymmetries In The Exchange Rate Pass-Through Into Romanian Price Indices," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 21-44, March.
  4. Cozmanca, Bogdan-Octavian & Manea, Florentina, 2010, "Exchange Rate Pass-Through into Romanian Price Indices. Avar Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 26-52, September.
  5. Dumitru, Ionut & Dumitru, Ionela, 2010, "Business Cycle Correlation of the New Meber States with Eurozone - The Case of Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 16-31, December.
  6. Murarasu Bogdan, 2010, "Recent Macroeconomic Developments in the New Member States," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 740-745, May.
  7. Necula, Ciprian, 2010, "Modeling the Dependency Structure of Stock Index Returns using a Copula Function Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 93-106, September.
  8. Ciprian Necula, 2010, "A Copula-Garch Modelcopula-Garch Model," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, volume 23, issue 2, pages 1-10, January, DOI: 10.1080/1331677X.2010.11517408.

2009

  1. Dumitru, Ionut & Jianu, Ionela, 2009, "The Balassa-Samuelson effect in Romania - The role of regulated prices," European Journal of Operational Research, Elsevier, volume 194, issue 3, pages 873-887, May.
  2. Dumitru, Ionut & Dumitru, Ionela, 2009, "An Assessment of the Current Account Sustainability in Romania – An Inter-temporal Perspective," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 6, issue 2, pages 23-41, June.
  3. Bogdan Murăraşu & Nicoleta Ciurilă, 2009, "Macroeconomic Imbalances And The Response Of Economic Policies To The Effects Of The International Economic Crisis In The New Member States," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, volume 12, issue 12(541)(s, pages 337-344, December.
  4. Necula Ciprian & Radu Alina-Nicoleta, 2009, "Detecting Regime Switches In The Eur/Ron Exchange Rate Volatility," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 3, issue 1, pages 610-615, May.
  5. Necula, Ciprian, 2009, "Modeling Heavy-Tailed Stock Index Returns Using the Generalized Hyperbolic Distribution," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 6, issue 2, pages 118-131, June.

2008

  1. Altar, Moisa & Necula, Ciprian & Bobeica, Gabriel, 2008, "Modeling The Economic Growth In Romania. The Role Of Human Capital," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 3, pages 115-128, September.
  2. Altar, Moisa & Necula, Ciprian & Bobeica, Gabriel, 2008, "Modeling The Economic Growth In Romania. The Influence Of Fiscal Regimes," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 4, pages 146-160, December.
  3. Gabriel Bobeica & Elena Bojesteanu, 2008, "Long Memory in Volatility. An Investigation on the Central and Eastern European Exchange Rates," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 7-18.
  4. Nicoleta CIURILA & Bogdan MURARASU, 2008, "Inflation Dynamics in Romania – a New Keynesian Perspective," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 36, pages 155-160, May.

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