Browsing All of EconStor by Author Dumitru, Ana-Maria
Showing results 1 to 5 of 5
| Year of Publication | Title | Author(s) |
| 2016 | Jumps and Information Asymmetry in the US Treasury Market | Dumitru, Ana-Maria; Urga, Giovanni |
| 2017 | A Hawkes model of the transmission of European sovereign default risk | Dumitru, Ana-Maria; Holden, Tom |
| 2019 | Quantifying the transmission of European sovereign default risk | Dumitru, Ana-Maria; Holden, Thomas |
| 2019 | Forecasting the Realized Variance in the Presence of Intraday Periodicity | Dumitru, Ana-Maria; Hizmeri, Rodrigo; Izzeldin, Marwan |
| 2021 | Measuring the cost of equity of euro area banks | Altavilla, Carlo; Bochmann, Paul Martin; De Ryck, Jeroen; Dumitru, Ana-Maria; Grodzicki, Maciej; Kick, Heinrich; Fernandes, Cecilia Melo; Mosthaf, Jonas; O'Donnell, Charles; Palligkinis, Spyros |
