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  Advances in Economic and Financial Research - DOFIN Working Paper Series


Advances in Economic and Financial Research - DOFIN Working Paper Series

Editor-in-Chief:  Moisă ALTĂR

Editorial Board:

  • Carol ALEXANDER, ICMA Center, University of Reading – United Kingdom
  • Ali BAYAR, Ecomod Network, ULB - Belgium
  • Lucian Liviu ALBU, Institute for Economic Forecasting
  • Florin O. BILBIE, Hautes Etudes de Commerce Paris - France
  • Simon BURKE, University of Reading – United Kingdom
  • Constantin CIUPAGEA, Adviser for the Romanian Government
  • Marin DINU, Academy of Economic Studies – Bucharest
  • Emilian DOBRESCU, Academician, National Institute of Economic Research
  • Horaţiu DRAGOMIRESCU, Academy of Economic Studies - Bucharest
  • Peter  VAN DER HOEK, Erasmus University Rotterdam, the Netherlands
  • Bogdan NEGREA, Academy of Economic Studies - Bucharest
  • Ioanid ROŞU, University of Chicago – USA
  • Cornelia SCUTARU-UNGUREANU, Institute for Economic Forecasting
  • Ion STANCU, Academy of Economic Studies – Bucharest
  • Paul WACHTEL, New York University – USA
  • ISSN 1844 - 6612


    Moisa ALTAR and Judita SAMUEL, The Influence of Monetary and Fiscal Policies on Social Welfare, DOFIN WP 1/2008  

    Ciprian NECULA, Option Pricing in a Fractional Brownian Motion Environment, DOFIN WP 2/2008  

    Moisa ALTAR, Fiscal and Monetary Policies and Economic Growth, DOFIN WP 3/2008  

    Romulus MIRCEA, Credit risk of non-financial companies in the context of financial stability, DOFIN WP 4/2008  

    Moisa ALTAR and Judita SAMUEL, Fiscal Policy, Public Capital and Economic Growth, DOFIN WP 5/2008  

    Ciprian NECULA, Barrier Options and a Reflection Principle of the Fractional Brownian Motion, DOFIN WP 6/2008  

    Moisa ALTAR and Judita SAMUEL, The Influence of Fiscal Policy on Economic Growth, DOFIN WP 7/2008  

    Ciprian NECULA, Modeling and Detecting Long Memory in Stock Returns, DOFIN WP 9/2008  

    Alin SIMA, Stylized Facts and Discrete Stochastic Volatility Models, DOFIN WP 10/2008  

    Moisa ALTAR and Judita SAMUEL, Pricing American Options in a Mild Stochastic Environment, DOFIN WP 11/2008  

    Andreea ODANGIU, Common Volatility Trends among Central and Eastern European Currencies, DOFIN WP 12/2008  

    Alexandru STANGA, Measuring market risk: a copula and extreme value approach, DOFIN WP 13/2008  

    Macar STOIANOV, The impact of the trade and financial openness on the economic growth in the countries from the Eastern Europe, DOFIN WP 14/2008  

    Moisa ALTAR, A Dynamic IS-LM Model with Adaptive Expectations, DOFIN WP 15/2008  

    Ildiko MAGYARI, Exploring the Correlation between Real Exchange Rate Misalignment and Economic Growth in the CEE Countries, DOFIN WP 16/2008  

    Claudia BERBECARU, Determinants of Spreads of Romanian Sovereign bonds. An application on the EMBIG spreads, DOFIN WP 17/2008  

    Nora RUSU, Demand and supply shocks synchronisation. Evidence from Romania in the context of European Integration, DOFIN WP 18/2008  

    Ciprian NECULA, A Framework for Derivative Pricing in the Fractional Black-Scholes Market, DOFIN WP 19/2008  

    Ciprian NECULA, Pricing European and Barrier Options in the Fractional Black-Scholes Market, DOFIN WP 20/2008  

    Adam ALTAR-SAMUEL, Robust Monetary Policy, DOFIN WP 21/2008  

    Alina STEFAN, The Romanian Yield Curve: the Expectations Hypothesis and Connections to the Real Economy, DOFIN WP 22/2008  

    Ciprian NECULA, A Two-Country Discontinuous General Equilibrium Model, DOFIN WP 23/2008  

    Ciprian NECULA, Asset Pricing in a Two-Country Discontinuous General Equilibrium Model, DOFIN WP 24/2008  

    Filip IORGULESCU, Value at Risk: A Comparative Analysis, DOFIN WP 25/2009  

    Lucian STRECHE, Lead – Lag Relationship between the Romanian Cash Market and Futures Market, DOFIN WP 26/2009  

    Mihaela TUCA, Calibration of LIBOR Market Model: Comparison between the Separated and the Approximate Approach, DOFIN WP 27/2009  

    Moisa ALTAR, Ciprian NECULA and Gabriel BOBEICA, A Robust Assessment of the Romanian Business Cycle, DOFIN WP 28/2009  

    Cristina BELCIUGANU, Spillover effect: A study for major capital markets and Romania capital market, DOFIN WP 29/2009  

    Lavinia CRISTESCU, The Effect of Capital Market Liberalization in Eastern Europe: Economic Growth or Financial Crisis, DOFIN WP 30/2009  

    Florin STANCIU, Asymmetric Conditional Volatility on the Romanian Stock Market, DOFIN WP 32/2009  

    Razvan TUDOR, Evidence of unspanned stochastic volatility in crude-oil market, DOFIN WP 33/2009  

    Bogdan COZMANCA and Florentina MANEA, Exchange Rate Pass-Through into Romanian Price Indices: A VAR Approach, DOFIN WP 34/2009  

    Ana-Maria GAVRIL, Exchange Rate Risk: Heads or Tails, DOFIN WP 35/2009  

    Maria VARVAROI, High Frequency Data in Modeling and Forecasting Volatility, DOFIN WP 36/2009  

    Madalina ANDREICA, Predicting Romanian Financial Distressed Companies, DOFIN WP 37/2009  

    George CONSTANTINESCU, The need for high frequency data: estimating monthly GDP, DOFIN WP 38/2009  

    Radu MUNTEAN, Early Warning Models for Banking Supervision in Romania, DOFIN WP 39/2009  

    Mihaela SANDU, Exploring Dual Long Memory in Returns and Volatility Across Central and Eastern Europe Stock Markets, DOFIN WP 40/2009  

    Iulian CIOBICA, Inflation Dynamics Under The Sticky Information Phillips Curve, DOFIN WP 41/2010  

    Cristian BULETE, Macroeconomic Effects of the Population Ageing Phenomenon, DOFIN WP 42/2010  

    Radu TUDORACHE, Analyzing markets for electronic communications services in emerging economies - the case of Romania, DOFIN WP 43/2010  

    Alexie ALUPOAIEI, Analyzing Asymetric Dependence in Exchange Rates using Copula, DOFIN WP 44/2010  

    Ana-Maria SANDICA, Credit Scoring Modelling: A Micro–Macro Approach, DOFIN WP 45/2010  

    Bogdan CHIRIACESCU, Credit risk modeling – a macro perspective, DOFIN WP 46/2010  

    Veaceslav GRIGORAS, Estimation of an open economy DSGE model for Romania. Do nominal and real frictions matter?, DOFIN WP 47/2010  

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