Unit root tests with smooth breaks: an application to the Nelson–Plosser data set R Pascalau Applied Economics Letters 17 (6), 565-570, 2010 | 96 | 2010 |
Diversification in funds of hedge funds: Is it possible to overdiversify? SJ Brown, GN Gregoriou, R Pascalau The Review of Asset Pricing Studies 2 (1), 89-110, 2012 | 81 | 2012 |
Public enforcement of securities market rules: Resource-based evidence from the Securities and Exchange Commission T Lohse, R Pascalau, C Thomann Journal of Economic Behavior & Organization 106, 197-212, 2014 | 32 | 2014 |
Is it possible to overdiversify? The case of funds of hedge funds SJ Brown, GN Gregoriou, R Pascalau Review of Asset Pricing Studies 2 (1), 89-110, 2012 | 25 | 2012 |
Testing for a unit root in the asymmetric nonlinear smooth transition framework R Pascalau Department of Economics, Finance and Legal Studies University of Alabama …, 2007 | 25 | 2007 |
Corporate management of highly dynamic risks: Evidence from the demand for terrorism insurance in Germany C Thomann, R Pascalau, JG Von Der Schulenburg The Geneva Risk and Insurance Review 37, 57-82, 2012 | 14 | 2012 |
Productivity shocks, unemployment persistence, and the adjustment of real wages in OECD countries R Pascalau | 14 | 2007 |
Financial econometrics modeling: derivatives pricing, hedge funds and term structure models G Gregoriou, R Pascalau Springer, 2015 | 13* | 2015 |
A joint survival analysis of hedge funds and funds of funds using copulas GN Gregoriou, R Pascalau Managerial Finance 38 (1), 82-100, 2011 | 13 | 2011 |
Recruitment of seemingly overeducated personnel: insider–outsider effects on fair employee selection practices O Fabel, R Pascalau International Journal of the Economics of Business 20 (1), 57-82, 2013 | 12* | 2013 |
Pretesting for multi-step-ahead exchange rate forecasts with STAR models W Enders, R Pascalau International Journal of Forecasting 31 (2), 473-487, 2015 | 11 | 2015 |
The role of TTIP on the environment RC Pascalau, D Qirjo Available at SSRN 2989780, 2017 | 10 | 2017 |
The role of TTIP on the environment D Qirjo, R Pascalau Southern Economic Journal 85 (4), 1262-1285, 2019 | 9 | 2019 |
TTIP and the environmental Kuznets curve RC Pascalau, D Qirjo Available at SSRN 3002456, 2017 | 9 | 2017 |
Increasing the information content of realized volatility forecasts R Pascalau, R Poirier Journal of Financial Econometrics 21 (4), 1064-1098, 2023 | 8 | 2023 |
Johansen‐type cointegration tests with a Fourier function R Pascalau, J Lee, S Nazlioglu, Y Lu Journal of Time Series Analysis 43 (5), 828-852, 2022 | 8 | 2022 |
Unconditional mean, volatility, and the fourier-garch representation R Pascalau, C Thomann, GN Gregoriou Financial econometrics modeling: Derivatives pricing, hedge funds and term …, 2011 | 7 | 2011 |
The Role of CETA on Carbon Dioxide, F-Gasses, Methane, and Nitrous Oxide D Qirjo, RC Pascalau, D Krichevskiy F-Gasses, Methane, and Nitrous Oxide (April 22, 2020), 2020 | 6 | 2020 |
CETA and air pollution D Qirjo, RC Pascalau, D Krichevskiy Available at SSRN 3583045, 2020 | 5 | 2020 |
The role of TTIP on other than CO2 air pollutants D Qirjo, R Pascalau | 5 | 2019 |