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Radu A. Lupu

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Personal Details

First Name:Radu
Middle Name:A.
Last Name:Lupu
Suffix:
RePEc Short-ID:plu161
Email:
Homepage:
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Location: Bucureşti, Romania
Homepage: http://www.ipe.ro/
Email:
Phone: 004 021 3188148
Fax: 004 021 3188148
Postal: Casa Academiei, Calea 13, Septembrie nr.13, sector 5, Bucureşti 761172
Handle: RePEc:edi:ipacaro (more details at EDIRC)
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  1. Albu, Lucian Liviu & Lupu, Radu & Calin, Cantemir, 2014. "A Nonlinear Model to Estimate the Long Term Correlation between Market Capitalization and GDP per capita in Eastern EU Countries," Working Papers of Institute for Economic Forecasting 141115, Institute for Economic Forecasting.
  2. Cojanu, Valentin & Paun, Cristian & Lupu, Radu, 2006. "Empirical Evidence On The Correlation Between The Exchange Rate And Romanian Exports," MPRA Paper 7060, University Library of Munich, Germany, revised 02 Feb 2008.
  1. LUPU, Radu & CALIN, Adrian Cantemir, 2014. "A Mixed Frequency Analysis Of Connections Between Macroeconomic Variables And Stock Markets In Central And Eastern Europe," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 18(2), pages 69-79.
  2. Hall, Stephen George & Roudoi, Andrei & Albu, Lucian Liviu & Lupu, Radu & Calin, Adrian Cantemir, 2014. "Lawrence R. Klein and the Economic Forecasting – A Survey," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 5-14, March.
  3. Lucian Liviu Albu & Radu Lupu & Cantemir Adrian Călin & Oana Cristina Popovici, 2014. "Estimating the Impact of Quantitative Easing On Credit Risk through an ARMA-GARCH Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 39-50, October.
  4. Radu Lupu & Adrian Cantemir Calin, 2014. "To QE or Not to QE? The Japanese Experience," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, vol. 2(2), pages 3-10, June.
  5. Radu Lupu, 2014. "Simultaneity of Tail Events for Dynamic Conditional Distributions of Stock Market Index Returns," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 49-64, December.
  6. Radu Lupu & Adrian Cantemir Calin & Iulian Lupu & Oana Cristina Popovici, 2014. "Modeling Risk Convevergence for European Financial Markets," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, vol. 2(3), pages 3-12, September.
  7. LUPU, Radu & CALIN, Adrian Cantemir, 2014. "Co-Movements Of Regime Shifts In Gbp Currency Pairs Around Boe Quantitative Easing Announcements," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 18(3), pages 89-101.
  8. Lupu Radu, 2012. "The Usefulness of Mathematical Tools for Economic Analysis," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 1517-1521, May.
  9. Alexandra Horobet & Radu Lupu & Sorin Dumitrescu & Dan Gabriel Dumitrescu & Iulia TINTEA, 2011. "Dynamic Trade-Offs In Financial Performances Of Romanian Companies," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 2011, pages 85-100, july.
  10. Barry Harrison & Radu Lupu & Iulia Lupu, 2010. "Statistical Properties of the CEE Stock Market Dynamics. A Panel Data Analysis," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 13(37), pages 41-54, September.
  11. Horobet, Alexandra & Lupu, Radu, 2009. "Are Capital Markets Integrated? A Test of Information Transmission within the European Union," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 6(2), pages 64-80, June.
  12. Radu Lupu & Cristiana Tudor, 2008. "Direction of Change at the Bucharest Stock Exchange," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 11(27), pages 165-185, January.
  13. Radu Lupu & Iulia Lupu, 2007. "Testing for Heteroskedasticity on the Bucharest Stock Exchange," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 10(23), pages 19-28, June.
  14. Radu Lupu, 2006. "Option Pricing with Stochastic Volatility and Jump Diffusion Processes," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 3(3(498)), pages 125-130, May.
  15. Lupu, Radu, 2006. "Option bounds for multinomial stock returns in Jump-Diffusion processes - a Monte Carlo simulation for a multi-jump process," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(2), pages 58-71, June.
  16. Radu Lupu, 2006. "The Adjustment of VaR to the Empirical Distribution of Returns," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 4(4(499)), pages 27-32, June.
  17. Lupu Radu, 2005. "Competitivitatea firmelor listate la BVB folosind metoda studiului econometric de eveniment," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 04, December.
2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-OPM: Open Economy Macroeconomics (1) 2008-02-16. Author is listed
  2. NEP-TRA: Transition Economics (1) 2015-01-09. Author is listed
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