Radu Lupu : Citation Profile


Are you Radu Lupu?

Academia de Studii Economice din Bucureşti (50% share)
Academia Romana (50% share)

5

H index

0

i10 index

71

Citations

RESEARCH PRODUCTION:

35

Articles

5

Papers

RESEARCH ACTIVITY:

   14 years (2005 - 2019). See details.
   Cites by year: 5
   Journals where Radu Lupu has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 10 (12.35 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plu161
   Updated: 2021-03-27    RAS profile: 2019-06-21    
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Relations with other researchers


Works with:

Calin, Adrian Cantemir (5)

Albu, Lucian (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Radu Lupu.

Is cited by:

Calin, Adrian Cantemir (12)

Popovici, Oana (9)

Albu, Lucian (6)

Meghisan, Georgeta-Madalina (4)

Mușetescu, Radu (4)

Belingher, Daniel (3)

Lupu, Iulia (3)

Chirila, Viorica (3)

Dajcman, Silvo (2)

Panait, Iulian (2)

Filip, Dariusz (1)

Cites to:

Calin, Adrian Cantemir (15)

Bollerslev, Tim (11)

Albu, Lucian (9)

Popovici, Oana (8)

Klein, Lawrence (8)

Fama, Eugene (7)

Taylor, John (7)

Fratzscher, Marcel (7)

Andersen, Torben (6)

merton, robert (6)

Stevens, Ibrahim (6)

Main data


Where Radu Lupu has published?


Journals with more than one article published# docs
Journal for Economic Forecasting9
Hyperion Economic Journal4
Studii Financiare (Financial Studies)3
Theoretical and Applied Economics3
Romanian Economic Journal3
Internal Auditing and Risk Management2
Revista OEconomica2
ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH2

Recent works citing Radu Lupu (2021 and 2020)


YearTitle of citing document
2021The Impact of Covid-19 Pandemic on Stock Market Return Volatility: Evidence from Malaysia and Singapore. (2021). Szulczyk, Kenneth R ; Ziaei, Sayyed Mahdi ; Chuan, Jordan Ngu. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:191-204.

Full description at Econpapers || Download paper

2021Disagreement on sunspots and soybeans futures price. (2021). Yu, Xiaohua ; Feil, Jan-Henning ; Wang, Hanjie. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:385-393.

Full description at Econpapers || Download paper

2020Are Fund Attributes Risk Drivers? Evidence for the Polish Mutual Funds. (2020). Filip, Dariusz. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2020:i:1:p:22-36.

Full description at Econpapers || Download paper

Works by Radu Lupu:


YearTitleTypeCited
2006Option Pricing with Stochastic Volatility and Jump Diffusion Processes In: Theoretical and Applied Economics.
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article0
2006The Adjustment of VaR to the Empirical Distribution of Returns In: Theoretical and Applied Economics.
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article0
2013Dinamica ocupării forţei de muncă sectoriale în regiunile din România şi ţările UE – principalele caracteristici şi tendinţe In: Theoretical and Applied Economics.
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article0
2011Dynamic Trade-Offs In Financial Performances Of Romanian Companies In: Analele Stiintifice ale Universitatii Alexandru Ioan Cuza din Iasi - Stiinte Economice (1954-2015).
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article3
2008The Factors of the Capital Structure in Eastern Europe In: Annals of University of Craiova - Economic Sciences Series.
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article0
2014CO-MOVEMENTS OF EUROPEAN STOCK MARKETS USING THE UNIVARIATE MARKOV REGIME SWITCHING MODEL In: Internal Auditing and Risk Management.
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article1
2015SKEWNESS AND COSKEWNESS DYNAMICS FOR THE ROMANIAN STOCK MARKET In: Internal Auditing and Risk Management.
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article0
2016QUANTITATIVE EASING, TAPERING AND STOCK MARKET INDICES In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH.
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article2
2017Risk Generating Industries for European Stock Markets In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH.
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article1
2018Dichotomous stock market reaction to episodes of rules and discretion in the US monetary policy In: Economic Modelling.
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article1
2007Volatility Forecasting and Sign Changes in Currency Returns In: EcoMod2007.
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paper0
2014To QE or Not to QE? The Japanese Experience In: Hyperion Economic Journal.
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article5
2014Modeling Risk Convergence for European Financial Markets In: Hyperion Economic Journal.
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article0
2015Are the Announcements Regarding Macroeconomic Fundamentals Responsible for Changes in the Dynamics of Stock Markets? CEE vs Developed Markets In: Hyperion Economic Journal.
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article0
2017Analysis of Macroeconomic Events Impact Using the Event Study Methodology In: Hyperion Economic Journal.
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article0
2005Competitivitatea firmelor listate la BVB folosind metoda studiului econometric de eveniment In: Revista OEconomica.
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article0
2010Criza datoriilor suverane din Europa în 2010 In: Revista OEconomica.
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article1
2008International services trade patterns and specialization potential: a comparative Assessment In: Annals of Faculty of Economics.
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article0
2012The Usefulness of Mathematical Tools for Economic Analysis In: Ovidius University Annals, Economic Sciences Series.
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article0
2008Empirical Evidence On The Correlation Between The Exchange Rate And Romanian Exports In: MPRA Paper.
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paper0
2016THE EFFECTS OF LABOR MARKET NEWS ON INTERNATIONAL FINANCIAL MARKETS In: Romanian Economic Business Review.
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article0
2007Testing for Heteroskedasticity on the Bucharest Stock Exchange In: Romanian Economic Journal.
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article8
2008Direction of Change at the Bucharest Stock Exchange In: Romanian Economic Journal.
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article2
2010Statistical Properties of the CEE Stock Market Dynamics. A Panel Data Analysis In: Romanian Economic Journal.
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article4
2006Option bounds for multinomial stock returns in Jump-Diffusion processes - a Monte Carlo simulation for a multi-jump process In: Journal for Economic Forecasting.
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article1
2009Are Capital Markets Integrated? A Test of Information Transmission within the European Union In: Journal for Economic Forecasting.
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article9
2014Lawrence R. Klein and the Economic Forecasting – A Survey In: Journal for Economic Forecasting.
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article0
2014Estimating the Impact of Quantitative Easing On Credit Risk through an ARMA-GARCH Model In: Journal for Economic Forecasting.
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article8
2014Simultaneity of Tail Events for Dynamic Conditional Distributions of Stock Market Index Returns In: Journal for Economic Forecasting.
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article0
2015Evolution of Mutual Funds in Romania: Performance and Risks In: Journal for Economic Forecasting.
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article4
2016Impact Of FOMC Official Speeches on the Intraday Dynamics of CDS Markets In: Journal for Economic Forecasting.
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article0
2017What Matters for Entrepreneurship? A Global View on Its Determinants In: Journal for Economic Forecasting.
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article1
2019Nonlinear Modeling of Financial Stability Using Default Probabilities from the Capital Market In: Journal for Economic Forecasting.
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article0
2011Shock transmission among the European Stock markets - Conferinta CRESTERE ECONOMICA SI SUSTENABILITATE SOCIALA. PROVOCARI SI PERSPECTIVE EUROPENE> In: Institute for Economic Forecasting Conference Proceedings.
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paper0
2014A Nonlinear Model to Estimate the Long Term Correlation between Market Capitalization and GDP per capita in Eastern EU Countries In: Working Papers of Institute for Economic Forecasting.
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paper8
2014TESTING THE PERFORMANCE OF GARCH AND EGARCH MODELS IN THE STUDY OF FOREIGN EXCHANGE RATES OF PUBLIC SERVANTS AND OF THE POPULATION In: HOLISTICA Journal of Business and Public Administration.
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article1
2014A MIXED FREQUENCY ANALYSIS OF CONNECTIONS BETWEEN MACROECONOMIC VARIABLES AND STOCK MARKETS IN CENTRAL AND EASTERN EUROPE In: Studii Financiare (Financial Studies).
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article5
2014CO-MOVEMENTS OF REGIME SHIFTS IN GBP CURRENCY PAIRS AROUND BOE QUANTITATIVE EASING ANNOUNCEMENTS In: Studii Financiare (Financial Studies).
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article2
2016SYSTEMIC RISK AND COJUMPS IN HIGH FREQUENCY DATA In: Studii Financiare (Financial Studies).
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article0
2015Interactions between financial markets and macroeconomic variables in EU: a nonlinear modeling approach In: ERSA conference papers.
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paper4

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