Publications
Total number of publications: 22
Articles
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A multifractional option pricing formula
FLUCTUATION AND NOISE LETTERS, year: 2024, DOI
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Bank Capital, Lending and Regulation: A Meta-analysis
Journal of Economic Surveys, year: 2024, volume: 38, edition: 3, DOI
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Borrower-based macroprudential measures and credit growth: How biased is the existing literature?
Journal of Economic Surveys, year: 2024, DOI
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Bucharest Nine: a United Effort to Strengthen Security on the Eastern Flank of NATO
Monitor Strategic, year: 2024, volume: XXV, edition: 1-2/2024
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Can machine learning make technical analysis work?
FINANCIAL MARKETS AND PORTFOLIO MANAGEMENT, year: 2024, DOI
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Credit cycle fluctuations measurement in the context of pandemic shock
JOURNAL OF COMPETITIVENESS, year: 2024, volume: 2024, edition: 2, DOI
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Crypto Havens During War Times? Evidence from the Russian Invasion of Ukraine
The North American Journal of Economics and Finance, year: 2024, volume: 71, edition: March, DOI
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Does ESG affect stock market dependence? An empirical exploration of S&P 1200 companies shows the divergent nature of E-S-G pillars
Research in International Business and Finance, year: 2024, volume: 69, edition: April, DOI
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Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility
International Journal of Forecasting, year: 2024, volume: 40, edition: 4, DOI
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Frequency volatility connectedness and portfolio hedging of US energy commodities
Research in International Business and Finance, year: 2024, volume: 69, DOI