6
H index
2
i10 index
101
Citations
Radu Lupu : Citation Profile
Academia de Studii Economice din Bucureşti (50% share) | RESEARCH PRODUCTION: 38 Articles 6 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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15 years (2005 - 2020). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Radu Lupu. | Is cited by:
| Cites to:
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Main data
Where Radu Lupu has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers of Institute for Economic Forecasting / Institute for Economic Forecasting | 2 |
Recent works citing Radu Lupu (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | An Examination of the Spatial Spillover Effects of Tourism Transportation on Sustainable Development from a Multiple-Indicator Cross-Perspective. (2023). Xu, Dandan ; Li, Jingyu ; Mwamlima, Amani ; Praise, Sinead ; Yang, Huize ; Wang, Jiaxin ; Shi, Jinlian ; Zheng, Yaomin ; Gong, Huixin ; Huang, Xiankai. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:5:p:4522-:d:1086390. Full description at Econpapers || Download paper |
| 2023 | Jump forecasting in foreign exchange markets: A high?frequency analysis. (2023). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Uzun, Sevcan. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:578-624. Full description at Econpapers || Download paper |
Works by Radu Lupu:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2006 | Option Pricing with Stochastic Volatility and Jump Diffusion Processes In: Theoretical and Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2006 | The Adjustment of VaR to the Empirical Distribution of Returns In: Theoretical and Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2013 | Dinamica ocupÃÆrii forÃ
£ei de muncÃÆ sectoriale în regiunile din România Ã
Ÿi Ã
£ÃÆrile UE ââ¬â principalele caracteristici Ã
Ÿi tendinÃ
£e In: Theoretical and Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2011 | Dynamic Trade-Offs In Financial Performances Of Romanian Companies In: Analele Stiintifice ale Universitatii Alexandru Ioan Cuza din Iasi - Stiinte Economice (1954-2015). [Full Text][Citation analysis] | article | 3 |
| 2008 | The Factors of the Capital Structure in Eastern Europe In: Annals of University of Craiova - Economic Sciences Series. [Full Text][Citation analysis] | article | 0 |
| 2014 | CO-MOVEMENTS OF EUROPEAN STOCK MARKETS USING THE UNIVARIATE MARKOV REGIME SWITCHING MODEL In: Internal Auditing and Risk Management. [Full Text][Citation analysis] | article | 1 |
| 2015 | SKEWNESS AND COSKEWNESS DYNAMICS FOR THE ROMANIAN STOCK MARKET In: Internal Auditing and Risk Management. [Full Text][Citation analysis] | article | 0 |
| 2020 | FINANCIAL LITERACY IN ROMANIA: A TEST OF ECONOMICS AND BUSINESS STUDENTS In: Studies in Business and Economics. [Full Text][Citation analysis] | article | 0 |
| 2016 | QUANTITATIVE EASING, TAPERING AND STOCK MARKET INDICES In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. [Full Text][Citation analysis] | article | 2 |
| 2017 | Risk Generating Industries for European Stock Markets In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. [Full Text][Citation analysis] | article | 1 |
| 2018 | Dichotomous stock market reaction to episodes of rules and discretion in the US monetary policy In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
| 2007 | Volatility Forecasting and Sign Changes in Currency Returns In: EcoMod2007. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Anomaly detection in stock market indices with neural networks In: Journal of Financial Studies. [Full Text][Citation analysis] | article | 1 |
| 2014 | To QE or Not to QE? The Japanese Experience In: Hyperion Economic Journal. [Full Text][Citation analysis] | article | 5 |
| 2014 | Modeling Risk Convergence for European Financial Markets In: Hyperion Economic Journal. [Full Text][Citation analysis] | article | 0 |
| 2015 | Are the Announcements Regarding Macroeconomic Fundamentals Responsible for Changes in the Dynamics of Stock Markets? CEE vs Developed Markets In: Hyperion Economic Journal. [Full Text][Citation analysis] | article | 0 |
| 2017 | Analysis of Macroeconomic Events Impact Using the Event Study Methodology In: Hyperion Economic Journal. [Full Text][Citation analysis] | article | 0 |
| 2005 | Competitivitatea firmelor listate la BVB folosind metoda studiului econometric de eveniment In: Revista OEconomica. [Full Text][Citation analysis] | article | 0 |
| 2010 | Criza datoriilor suverane din Europa în 2010 In: Revista OEconomica. [Full Text][Citation analysis] | article | 1 |
| 2008 | International services trade patterns and specialization potential: a comparative Assessment In: Annals of Faculty of Economics. [Full Text][Citation analysis] | article | 0 |
| 2012 | The Usefulness of Mathematical Tools for Economic Analysis In: Ovidius University Annals, Economic Sciences Series. [Full Text][Citation analysis] | article | 0 |
| 2008 | Empirical Evidence On The Correlation Between The Exchange Rate And Romanian Exports In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2016 | THE EFFECTS OF LABOR MARKET NEWS ON INTERNATIONAL FINANCIAL MARKETS In: Romanian Economic Business Review. [Full Text][Citation analysis] | article | 0 |
| 2007 | Testing for Heteroskedasticity on the Bucharest Stock Exchange In: Romanian Economic Journal. [Full Text][Citation analysis] | article | 8 |
| 2008 | Direction of Change at the Bucharest Stock Exchange In: Romanian Economic Journal. [Full Text][Citation analysis] | article | 2 |
| 2010 | Statistical Properties of the CEE Stock Market Dynamics. A Panel Data Analysis In: Romanian Economic Journal. [Full Text][Citation analysis] | article | 4 |
| 2006 | Option bounds for multinomial stock returns in Jump-Diffusion processes - a Monte Carlo simulation for a multi-jump process In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2009 | Are Capital Markets Integrated? A Test of Information Transmission within the European Union In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 12 |
| 2014 | Lawrence R. Klein and the Economic Forecasting â A Survey In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2014 | Estimating the Impact of Quantitative Easing On Credit Risk through an ARMA-GARCH Model In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 10 |
| 2014 | Simultaneity of Tail Events for Dynamic Conditional Distributions of Stock Market Index Returns In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2015 | Evolution of Mutual Funds in Romania: Performance and Risks In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 5 |
| 2016 | Impact Of FOMC Official Speeches on the Intraday Dynamics of CDS Markets In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2017 | What Matters for Entrepreneurship? A Global View on Its Determinants In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 2 |
| 2019 | Nonlinear Modeling of Financial Stability Using Default Probabilities from the Capital Market In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 2 |
| 2020 | Estimates of Dynamics of the Covid19 Pandemic and of its Impact on the Economy In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 9 |
| 2011 | Shock transmission among the European Stock markets - Conferinta CRESTERE ECONOMICA SI SUSTENABILITATE SOCIALA. PROVOCARI SI PERSPECTIVE EUROPENE> In: Institute for Economic Forecasting Conference Proceedings. [Full Text][Citation analysis] | paper | 0 |
| 2014 | A 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. [Full Text][Citation analysis] | paper | 9 |
| 2020 | Estimates on the dynamics of the COVID-19 pandemic and its impact on the economy In: Working Papers of Institute for Economic Forecasting. [Full Text][Citation analysis] | paper | 9 |
| 2014 | TESTING 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. [Full Text][Citation analysis] | article | 1 |
| 2014 | A MIXED FREQUENCY ANALYSIS OF CONNECTIONS BETWEEN MACROECONOMIC VARIABLES AND STOCK MARKETS IN CENTRAL AND EASTERN EUROPE In: Studii Financiare (Financial Studies). [Full Text][Citation analysis] | article | 5 |
| 2014 | CO-MOVEMENTS OF REGIME SHIFTS IN GBP CURRENCY PAIRS AROUND BOE QUANTITATIVE EASING ANNOUNCEMENTS In: Studii Financiare (Financial Studies). [Full Text][Citation analysis] | article | 3 |
| 2016 | SYSTEMIC RISK AND COJUMPS IN HIGH FREQUENCY DATA In: Studii Financiare (Financial Studies). [Full Text][Citation analysis] | article | 0 |
| 2015 | Interactions between financial markets and macroeconomic variables in EU: a nonlinear modeling approach In: ERSA conference papers. [Full Text][Citation analysis] | paper | 4 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team