4 citations · 9 across the 7 of their papers we have counts for
6 papers · 1 filter
Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis
Claudiu Albulescu, Michel Mina, Cornel Oros
We provide a new investigation of the relationship between oil and stock prices in the context of the outbreak of the new coronavirus crisis. Specifically, we assess to what extent…
Bank financial stability, bank valuation and international oil prices: Evidence from listed Russian public banks
Claudiu Albulescu
Using data on 17 listed public banks from Russia over the period 2008 to 2016, we analyze whether international oil prices affect the bank stability in an oil-dependent country. We…
Do COVID-19 and crude oil prices drive the US economic policy uncertainty?
Claudiu Albulescu
This paper investigates the effect of the novel coronavirus and crude oil prices on the United States (US) economic policy uncertainty (EPU). Using daily data for the period Januar…
Coronavirus and financial volatility: 40 days of fasting and fear
Claudiu Albulescu
40 days after the start of the international monitoring of COVID-19, we search for the effect of official announcements regarding new cases of infection and death ratio on the fina…
Stock prices, inflation and inflation uncertainty in the U.S.: Testing the long-run relationship considering Dow Jones sector indexes
Claudiu Albulescu, Christian Aubin, Daniel Goyeau
We test for the long-run relationship between stock prices, inflation and its uncertainty for different U.S. sector stock indexes, over the period 2002M7 to 2015M10. For this purpo…
A re-examination of real interest parity in CEECs using old and new generations of panel unit root tests
Claudiu Tiberiu Albulescu, Dominique Pepin, Aviral Kumar Tiwari
This study applies old and new generations of panel unit root tests to test the validity of long-run real interest rate parity (RIP) hypothesis for ten Central and Eastern European…