Elena Dumitrescu

European University Institute

Villa La Fonte

10 Via delle Fontanelle

Firenze (Florence), 50014

Italy

University of Orleans - Laboratoire d'économie d'Orléans

Rue de Blois BP6739

Rue de Blois

Orléans cedex 2, Centre 45067

France

  • European University Institute

  • University of Orleans - Laboratoire d'économie d'Orléans

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Which are the SIFIs? A Component Expected Shortfall (CES) Approach to Systemic Risk

Number of pages: 27 Posted: 22 Oct 2012
Elena Dumitrescu, Elena Dumitrescu and Denisa Banulescu Radu
European University InstituteUniversity of Orleans - Laboratoire d'économie d'Orléans and University of Orleans
Downloads 319 (133,597)
Citation 10

Abstract:

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Systemic Risk, Component Expected Shortfall, Marginal Expected Shortfall, Forecasting

2.

Commodity Prices and Exchange Rate Volatility: Lessons from South Africa's Capital Account Liberalization

IMF Working Paper No. 12/168
Number of pages: 20 Posted: 01 Nov 2012
Rabah Arezki, Elena Dumitrescu, Elena Dumitrescu and Marc Quintyn
World Bank - African Development Bank, European University InstituteUniversity of Orleans - Laboratoire d'économie d'Orléans and International Monetary Fund (IMF)
Downloads 141 (283,507)

Abstract:

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Exchange Rate, Volatility, Commodities, Financial Flows, Capital Account Liberalization, Commodity Price Fluctuations, Exchange Rates, Gold Prices