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The signaling effect of tax rates under fiscal competition : a (Shannonian) transfer entropy approach
Dima, Bogdan; Dima, Ştefana Maria; Barna, Flavia - In: Economic modelling 42 (2014), pp. 373-381
Persistent link: https://www.econbiz.de/10010478093
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Mutual information and persistence in the stochastic volatility of market returns : an emergent market example
Dima, Bogdan; Dima, Ştefana Maria - In: International review of economics & finance : IREF 51 (2017), pp. 36-59
Persistent link: https://www.econbiz.de/10011754136
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A value-at-risk forecastability indicator in the framework of a generalized autoregressive score with "asymmetric laplace distribution"
Dima, Bogdan; Dima, Ştefana Maria; Ioan, Roxana - In: Finance research letters 45 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10014575518
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Financial nexus : efficiency and soundness in banking and capital markets
Dima, Bogdan; Dincă, Marius Sorin; Spulbăr, Cristi - In: Journal of international money and finance 47 (2014), pp. 100-124
Persistent link: https://www.econbiz.de/10010464034