- Financial Econometrics
- Empirical Finance
- Econometrics and Statistics
- Asset Pricing
- 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.