2
H index
2
i10 index
82
Citations
ANA-MARIA H. DUMITRU : Citation Profile
University of Surrey | RESEARCH PRODUCTION: 1 Articles 6 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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10 years (2011 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with ANA-MARIA H. DUMITRU. | Is cited by:
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Main data
Where ANA-MARIA H. DUMITRU has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| EconStor Preprints / ZBW - Leibniz Information Centre for Economics | 3 |
Recent works citing ANA-MARIA H. DUMITRU (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Moderation or indulgence? Effects of bank distribution restrictions during stress. (2024). Baruník, Jozef ; Katsoulis, Petros ; Barunik, Jozef ; Acosta-Smith, Jonathan ; Gerba, Eddie. In: Bank of England working papers. RePEc:boe:boeewp:1053. Full description at Econpapers || Download paper |
| 2025 | Capital requirements: a pillar or a burden for bank competitiveness?. (2025). Reghezza, Alessio ; Behn, Markus. In: Occasional Paper Series. RePEc:ecb:ecbops:2025376. Full description at Econpapers || Download paper |
| 2025 | The impact of monetary policy and macroprudential policy on corporate lending rates in the Euro area. (2025). Rusnák, Marek ; Herbst, Tobias ; Rusnk, Marek ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20253057. Full description at Econpapers || Download paper |
| 2024 | Estimating systemic risk for non-listed Euro-area banks. (2024). Parisi, Laura ; Engle, Robert ; Pizzeghello, Riccardo ; Manganelli, Simone ; Emambakhsh, Tina. In: Journal of Financial Stability. RePEc:eee:finsta:v:75:y:2024:i:c:s1572308924001244. Full description at Econpapers || Download paper |
| 2025 | The state-dependent impact of changes in bank capital requirements. (2025). Menno, Dominik ; Lang, Jan Hannes. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:176:y:2025:i:c:s0378426625000597. Full description at Econpapers || Download paper |
| 2025 | How does subordinated debt affect the cost of capital for banks?. (2025). Yusifzada, Leyla. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000514. Full description at Econpapers || Download paper |
| 2025 | Geopolitical Risk, Cost of Equity, and Bank Lending: Evidence From the Ukrainian War. (2025). Vennet, Rudi Vander ; Sanders, Emiel. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:25/1122. Full description at Econpapers || Download paper |
Works by ANA-MARIA H. DUMITRU:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | Measuring the cost of equity of euro area banks In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 16 |
| 2013 | Bootstrapping tests for jumps with an application to test averaging In: School of Economics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 62 |
| 2017 | A Hawkes model of the transmission of European sovereign default risk In: EconStor Conference Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Jumps and Information Asymmetry in the US Treasury Market In: EconStor Preprints. [Full Text][Citation analysis] | paper | 2 |
| 2019 | Forecasting the Realized Variance in the Presence of Intraday Periodicity In: EconStor Preprints. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Quantifying the transmission of European sovereign default risk In: EconStor Preprints. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2025. Contact: CitEc Team