- Ahmed, M. (2012),“Estimation of Exchange Rate Volatility via GARCH Model Case Study Sudan (1978 – 2009)â€, International Journal of Economics and Finance, 4 (11), pp. 183-192.
Paper not yet in RePEc: Add citation now
Albu L.L., Lupu R.,Calin A.C., Popovici O.C., (2014a), “Estimating the Impact of Quantitative Easing on Credit Risk Through an ARMA – GARH Model, The Romanian Journal of Economic Forecastingâ€, vol. XVII, pag. 39-50. Financial Studies 1/2015
- Albu L.L., Lupu R.,Calin A.C., Popovici O.C., (2014b), “The effect of ECB’s Quantitative Easing on Credit Default Swap Instruments in Central and Eastern Europeâ€, Procedia Economics and Finance, Volume 8, pp. 122–128.
Paper not yet in RePEc: Add citation now
Albu, L. L., Lupu, R., Calin, A. C. (2014c),“A Nonlinear Model to Estimate the Long Term Correlation between Market Capitalization and GDP per capita in Eastern EU Countriesâ€, Journal of Economic Computation and Economic Cybernetics Studies and Research, Issue 3.
Almeida, A., Goodhart, C., Payne, R. (1998), “The effects of macroeconomic news on high-frequency exchange rate behaviorâ€. Journal of Financial and Quantitative Analysis 33, pp. 383-408.
Andersen, T.G., Bollerslev, T. (1998), “Deutsche Mark-Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies,†Journal of Finance, 53, pp. 219-265.
Bauwens, L., Rime D., Sucarrat G. (2006), “Exchange Rate Volatility and the Mixture of Distribution Hypothesisâ€, Empirical Economics, 30, pp. 889-911.
Bernoth, K., von Hagen, J., Schuknecht, L. (2004), “Sovereign Risk Premia in the European Government Bond Marketâ€, European Central Bank Working Paper Series No. 369.
- Calderón, C. (2004), “Trade Openness and Real Exchange Rate Volatility: Panel Data Evidence†Central Bank of Chile working paper, 294.
Paper not yet in RePEc: Add citation now
Calin A.C., Diaconescu T., Popovici O.C. (2014), “Nonlinear Models for Economic ForecastingApplications: An Evolutionary Discussionâ€, Computational Methods in Social Sciences, Vol II, Issue 1, pp. 42 – 47.
- Criste, A. (2012), “Zonele monetare optimeâ€, Sedcom Libris, IaÅŸi.
Paper not yet in RePEc: Add citation now
- Criste, A., Lupu, I. (2015), â€Conduita băncilor centrale din Uniunea Europeană È™i provocările crizei financiare globaleâ€, Universitară Publishing House, Bucharest.
Paper not yet in RePEc: Add citation now
- De Grauwe, P., Janssens,M. J. J., Leliaert, H. (1985), “RealExchange Rate Variability from 1920 to 1926 and 1973 to 1982â€, Princenton Studies in International Finance, No.56.
Paper not yet in RePEc: Add citation now
Ehrmann M., Fratzscher M., Rigobon R., (2011), Stocks, bonds, money markets and exchange rates: measuring international financial transmission, Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(6), pp. 948-974. Financial Studies 1/2015
Ehrmann, M. Fratzscher, M. (2004),“Equal size, equal role? Interest rate interdependence between the euro area and the United Statesâ€, Economic Journal.
Engle, R.F., Ito, T., Lin, W.L. (1990), “Meteor-Showers or Heat Waves - Heteroskedastic Intradaily Volatility in the Foreign Exchange Marketâ€, Econometrica, 55, pp. 391-407.
Fidrmuc, J., Horvath R. (2007), “Volatility of Exchange Rates in Selected New EU Members: Evidence from Daily Data†CESifo Working Paper No.2107.
Flood, P. Rose A. (1995), “Fixing Exchange Rates: A Virtual Quest for Fundamentalsâ€. Journal of Monetary Economics, 36, pp. 3-37.
Goldberg, L. and Leonard, D. (2003), “What Moves Sovereign Bond Markets? The Effects of Economic News on U.S. and German Yields,†Current Issues in Economics and Finance, Federal Reserve Bank of New York, 9, pp. 1-7.
Ito, T., Roley, V.V. (1987),“News from the U.S. and Japan: which moves the yen/dollar exchange rate?â€, Journal of Monetary Economics 19, pp. 255-277.
Lupu, R, Lupu, I. (2007),“Testing for Heteroskedasticity on the Bucharest Stock Exchangeâ€, Romanian Economic Journal 11 (23), pp. 19-28.
Lupu, R., Calin, A.C, (2014c), “Co-movements of Regime Shifts in GBP currency pairs around BOE Quantitative Easing Announcementsâ€, Financial Studies,Volume 18, issue 3, pp. 89 -101
Lupu, R., Calin, A.C, Albu, C. (2014d), “Testing the Performance of GARCH and EGARCH Models in the Study of Foreign Exchange ratesâ€, Holistica, Journal of Business and Public Administration, Vol. 5, nr. 1, pp. 54-63.
Lupu, R., Calin, A.C. (2014a), “A mixed frequency analysis of connections between macroeconomic variables and stock markets in Central and Eastern Europeâ€, Financial Studies, Volume 18, issue 2, pp. 69-79. Financial Studies 1/2015
- Lupu, R., Lupu, I. (2009), “Contagion across Central and Eastern European Stock Markets: a Dynamic Conditional Correlation Testâ€,Economic Computation and Economic Cybernetics Studies and Research, no. 4, 2009, Vol. 43, pp. 173-186.
Paper not yet in RePEc: Add citation now
Urich, T., Wachtel, P.(1981),“Market response to the weekly money supply announcements in the 1970sâ€. Journal of Finance 36, pp. 1063-1072.