Ana-Maria Dumitru

Research Interests

  • Financial Econometrics
  • Empirical Finance
  • Econometrics and Statistics
  • Asset Pricing

Working Papers

  • Dumitru, A.-M. and T. Holden (2018), Quantifying the transmission of European sovereign default risk.
  • Dumitru, A.-M. and T. Holden (2017), Locally powerful test combination in finite samples.
  • Dumitru, A.-M. (2017 ), Bootstrap methods for jump tests.
  • Dumitru, A.-M. and G. Urga (2015), Jumps and price discovery in the US Treasury market.