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Remarks on Romanian capital market volatility in the framework of an power arch (parch) model
Dima, Bogdan; Rob, Mircea Mihai - In: Timişoara journal of economics : TJE 2 (2009) 2, pp. 77-82
Persistent link: https://www.econbiz.de/10009236228
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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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Inflation contagion effects in the baltic countries : a time-varying coefficients VAR with stochastic volatility analysis
Dima, Bogdan; Dima, Ştefana Maria; Barna, Flavia - In: Romanian journal of economic forecasting 22 (2019) 1, pp. 72-87
Persistent link: https://www.econbiz.de/10012021981
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The non-linear impact of monetary policy on shifts in economic policy uncertainty : evidence from the United States of America
Dima, Bogdan; Dima, Ștefana Maria - In: Empirica : journal of european economics 51 (2024) 3, pp. 755-781
Persistent link: https://www.econbiz.de/10015078704
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The short-run impact of investor expectations' past volatility on current predictions : the case of VIX
Dima, Bogdan; Dima, Ștefana Maria; Ioan, Roxana - In: Journal of international financial markets, … 98 (2025), pp. 1-37
Persistent link: https://www.econbiz.de/10015405665