Similar Search Results

The performance of publicly funded startups in Romania

Busu, Mihail; Caraiani, Petre; Hadad, Shahrazad; Incze, … - In: Economic systems 45 (2021) 3, pp. 1-14

Persistent link: https://www.econbiz.de/10013369025

Can monetary policy lean against housing bubbles?

André, Christophe; Caraiani, Petre; Călin, Adrian Cantemir - In: Economic modelling 110 (2022), pp. 1-29

Persistent link: https://www.econbiz.de/10013348304

Effects of conventional and unconventional monetary policy shocks on housing prices in the United States : the role of sentiment

Caraiani, Petre; Gupta, Rangan; Lau, Chi Keung; … - In: The journal of behavioral finance : a publication of … 23 (2022) 3, pp. 241-261

Persistent link: https://www.econbiz.de/10013353005

The predictive impact of climate risk on total factor productivity growth : 1880-2020

Kunene, Desiree M.; Van Eyden, Reneé; Caraiani, Petre; … - 2023

Persistent link: https://www.econbiz.de/10014317435

Fiscal policy and stock markets at the effective lower bound

André, Christophe; Caraiani, Petre; Gupta, Rangan - 2023

Persistent link: https://www.econbiz.de/10014281696

Predicting the conditional distribution of US stock market systemic stress : the role of climate risks

Caporin, Massimiliano; Caraiani, Petre; Cepni, Oguzhan; … - 2024

Persistent link: https://www.econbiz.de/10014496364

Asset pricing with systematic skewness : two decades later

Anghel, Dan Gabriel; Caraiani, Petre; Roşu, Alina; … - In: Critical finance review 12 (2023) 1/4, pp. 309-354

Persistent link: https://www.econbiz.de/10014370379

Commodity price shocks and production networks in small open economies

Silva, Álvaro; Caraiani, Petre; Miranda-Pinto, Jorge; … - 2023

Persistent link: https://www.econbiz.de/10014308446

Asset Pricing with Systematic Skewness : Two Decades Later

Anghel, Dan; Caraiani, Petre; Rosu, Alina; Rosu, Ioanid - 2022

We reexamine the asset pricing performance of systematic skewness ("coskewness"), a risk factor in the three-moment CAPM model of Kraus and Litzenberger (1976). In an influential paper, Harvey and Siddique (2000) test a coskewness factor constructed by sorting stocks on past coskewness. We...

Persistent link: https://www.econbiz.de/10014088198

Modeling Business Cycles In The Romanian Economy Using The Markov Switching Approach

Caraiani, Petre - In: Journal for Economic Forecasting (2010) 1, pp. 130-136

I use the Markov Switching AR approach to model the business cycles in Romanian economy for the 1991-2008 period using monthly data on industrial production. The time series used allows for a comparison with previous dating of Romanian business cycles. Generally, the MS-AR performs well,...

Persistent link: https://www.econbiz.de/10008457166