This paper approaches the relation between the exchange rate volatility and the Romanian exports to the Euro Area. We … model. We find a negative and weak influence of the exchange rate volatility on the exports, which could be connected with …

This paper explores the influence of the foreign exchange rates variation on the returns and volatility of the stock … of the foreign exchange market on the Bucharest Stock Exchange. During a period of time between the Romania's adhesion to … influenced not only the stock returns but also their volatility. However, between March 2010 and December 2012 the impact of the …

significant degree of leptokurtosis, thus prevalence of tail-risks, in the conditional volatility series of such variables in the …

it is analysed the stability of the Romanian leu/euro exchange rate in the context of Romania's goal to join the eurozone. …

By the Treaty of Accession to the EU, Romania opted for the euro adoption. According to the Maastricht Treaty, since … 2014 Romania has fulfilled the nominal convergence criteria, thus becoming apt to adopt the euro. But a careful analysis of … different real convergence thresholds on corresponding time horizons for comparison: at a 70% convergence level of Romania in …

rates and the differentials of the interest rates from Romania and euro area. In the framework of the Uncovered Interest …