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I. A. Boitan

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Author: I. A. BoitanYear: 2018Subject: SOCIAL SCIENCES: Section Economics and Financeclear all
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5th International Multidisciplinary Scientific Conference on Social Sciences and Arts SGEM 2018
Publication

EUROPEAN SYSTEMIC BANKSВ’ PRODUCTIVITY ASSESSMENT IN THE POST-CRISIS PERIOD

(STEF92 Technology, 2018, I. A. Boitan)

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The paper investigates a sample of 25 European systemically important banks, in terms of performance in fulfilling their financial intermediation function. Performance has been measured by relying on a Malmquist productivity index with panel data, to account for productivity changes over time and to decompose the main sources of changes into the catch-up effect and technological progress. As the database covered the 2007-2016 timeframe, we were able to investigate if the impact of the financial crisis appears in t...

SOCIAL SCIENCES: Section Economics and Finance2018
5th International Multidisciplinary Scientific Conference on Social Sciences and Arts SGEM 2018
Publication

FORECASTING EUR/RON EXCHANGE RATE USING A CLASSICAL APPROACH – ARIMA MODEL

(STEF92 Technology, 2018, Ionela Costica, I. A. Boitan)

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The aim of this study consists in analyzing the importance of the exchange rate forecast using the Box-Jenkins models, also known as Auto Regressive Integrated Moving Average (ARIMA) models. The first part of the paper presents the main research in this field, which can be classified in two categories (studies applying classical methods, such as Box-Jenkins models and studies which rely on sophisticated prediction tools), and summarizes the main findings of some of the studies applying Box-Jenkins models. In the s...

SOCIAL SCIENCES: Section Economics and Finance2018
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