The aim of this study is to analyse the fiscal-budgetary measures, which have been taken by almost all governments around the world, including EU countries, in an attempt to limit the negative impact of the pandemic blockade. In most cases, these measures concerned the granting of technical...

Co-operative banks were not analyzed in great detail in the literature compared to credit unions or even commercial banks. Through this paper we want to identify the main determinants of CreditCoop profitability, determinants: internal determinants (result of bank management) and external...

The dynamic of interest rates has been the subject of attention by both traders and researchers. We see in what manner different factors that depend on the actions of central banks that influence them by using a GARCH type model and we compare its performance with other models to see what...

This paper aims to estimate the effects of contagion on the three Romanian commercial banks during financial crisis period, by using the CoVaR methodology. The motivation in choosing this topic is represented by the fact there is little research on systemic risk and contagion in the Romanian...

The first aim of this paper is to see if there is some differences regarding the value of decay factor estimated based on squared error loss, the RiskMetrics approach, and the values obtain from implementing the check error loss function in estimating the decay factors. Regarding the equity...

In order to measure the total risk to which an investor or a financial institution is exposed when they invest in a financial asset, there needs to be a tool to capture this risk. The most widely used tool in measuring the total risk is Value at Risk. The first parameter that must be estimated...

The financial crisis had a signifîcant influence over the financial markets, on both mean returns and volatility, while for exchange rates the crisis had an impact only on their volatility. The RiskMetrics model was applied to stock market data, exchange rates data and commodities data for...

Few studies have investigated the relationship between the current global financial crisis and FDI flows. This paper aims to analyze such a relationship for Romania`s case even if in Romania the impact of the financial crisis on the economy, although major, it had mainly manifested itself...