2. Publications

 Publications in refereed journals 

Andrieș A.M., Chiperi A., Ongena S., Sprincean N. (2024) External Wealth of Nations and Systemic Risk, Journal of Financial Stability, 70:  101192

Belbe S., Moldovan D., Andrieș A.M., Otto P., Mare C. (2024) Evaluation of the space-time effects of Covid-19 on household loans and savings in Romania - A spatial panel data approach at county level, Emerging Markets Review, 63: 101209

Andrieș A.M., Capraru B., Mínguez-Vera A., Nistor S. (2024) Gender diversity on boards and bank efficiency across Central and Eastern European countries, Romanian Journal of Economic Forecasting, 27(3): 24-64 

Andrieș A.M., Walker S. (2023) When the message hurts: The unintended impacts of nudges on saving, Journal of Comparative Economics, 51(2): 439-456

Andrieș, A. M., & Sprincean, N. (2023) ESG Performance and Banks’ Funding Costs. Finance Research Letters, 54: 103811. 

Andrieș A.M., Plopeanu A. Sprincean N. (2023) Institutional determinants of households’ financial investment behaviour across European countries, Economic Analysis and Policy  77:  300-325

Andrieș A.M., Brodocianu M., Sprincean N. (2023) The Role of Institutional Investors in the Financial Development, Economic Change and Restructuring, 56: 345–378 

Aevoae G.M., Andrieş, A. M., Ongena, S., Sprincean, N. (2023) ESG and Systemic Risk, Applied Economics , 55(27): 3085-3109.

Andrieș A.M., , Podpiera A., Sprincean N. (2022) Central Bank Independence and Systemic Risk, International Journal of Central Banking, 18(1): 81-150

Andrieș A.M., Ongena S., Sprincean N., Tunaru R. (2022) Risk Spillovers and Interconnectedness between Systemically Important Institutions,  Journal of Financial Stability 58: 100963.

Andrieș A.M., Balutel D. (2022) The impact of national culture on systemic risk, Economic Systems, 46(2): 100972

Andrieș A.M., Lazăr S. (2022) Effective Tax Rates for Bank Entities across European Union. The Role of Loan Loss Provisions. Economic Research, 35(1): 1581-1603.

Andrieș A.M., Cazan S., Sprincean N. (2022) The Nexus between Bank M&As and Financial Development, Romanian Journal of Economic Forecasting , 25(2): 5-28

Andrieș, A. M., Melnic, F., Sprincean, N. (2022). The Effects of Macroprudential Policies on Credit Growth. The European Journal of Finance, 28(10): 964-996

Andrieș A.M., Ongena S., Sprincean N., (2021) The COVID-19 pandemic and sovereign bond risk, North American Journal of Economics and Finance, 58: 101527 

Andrieș A.M.,  Sprincean, N. (2021). Cyclical Behavior of Systemic Risk in the Banking Sector, Applied Economics, 53(13): 1463-1497

Andrieș A.M.,  Nistor, S., Ongena, S., Sprincean, N. (2020). On Becoming an O-SII (“Other Systemically Important Institution”). Journal of Banking & Finance, 111: 105723.

Andrieș A.M.,  Pleșcău I. (2020).  The Risk-Taking Channel of Monetary Policy: Do Macroprudential Regulation and Central Bank Independence Influence the Transmission of Interest Rates? Romanian Journal of Economic Forecasting, 23(3): 5-30

Andrieș A.M., Nistor S., Sprincean N.  (2020) The Impact of Central Bank Transparency on Systemic Risk. Evidence from Central and Eastern Europe, Research in International Business and Finance, 51: 100921

Andrieș A.M., Galașan E. (2020) Measuring financial contagion and spillover effects with a state-dependent sensitivity value-at-risk model, Risks, 8(1): 5

Andrieș A.M., Mehdian, S., Stoica O. (2020) Gender Diversity, Banks` Performance, and Stability across Central and Eastern European Countries, Journal for East European Management Studies, 25 (3): 469 - 502

Andrieș A.M., Balutel D., Ihnatov, I., Ursu S. (2020) The nexus between corporate governance, risk taking, and growth, PLoS ONE, 15(2): e0228371

Andrieș A.M., Nistor S.,  (2018)  Systemic risk and foreign currency positions of banks: Evidence from Emerging Europe, Eastern European Economics, 56(5): 382-421

Andrieș A.M., Melnic F., Nistor S. (2018) Effects of Macroprudential Policy on Systemic Risk and Bank Risk Taking, Czech Journal of Economics and Finance, 68(3): 202-244

Andrieș A.M., Capraru B.S., Nistor S. (2018) Corporate Governance and Efficiency in Banking: Evidence from Emerging Economies, Applied Economics, 50(34-35): 3812-3832

Andrieș A.M. , Onofrei M., Popescu A.I., Toader, T. (2018) Corruption and Banking Stability: Evidence from Emerging Economies, Emerging Markets Finance and Trade, 54(3):591-617 

Andrieș A.M., Brown, M. (2017) Credit booms and busts in emerging markets: The role of bank governance and regulation, Economics of Transition, 25(3): 377-437. (Link to Database)

Andrieș A.M., Fischer A., Yesin, P. (2017) The asymmetric effect of international swap lines on banks in emerging markets, Journal of Banking & Finance, 75: 215-234.

Andrieș A.M., Ihnatov I., Sprincean N. (2017) Do the seasonal anomalies still exist in Central and Eastern European countries? A conditional variance approach, Romanian Journal of Economic Forecasting, 20(4): 60-83

Andrieș A.M., Căpraru, B., Ihnatov, I., Tiwari, A.K. (2017) The Relationship between Exchange Rates and Interest Rates in a Small Open Emerging Economy: The case of Romania, Economic Modelling, 67: 261-274

Andrieș A.M., Nistor S. (2016) Systemic risk, corporate governance and regulation of banks across emerging countries, Economics Letters, 144: 59-63.  

Andrieș A.M., Ihnatov I., Tiwari A.K. (2016) Comovement of exchange rates: A wavelet analysis, Emerging Markets Finance and Trade, 52(3): 574-588.

Paraschiv F., Mudry P.A., Andrieș A.M. (2015) Stress-testing for portfolios of commodity futures, Economic Modelling, 50: 9-18.

Andrieș A.M., Căpraru B. (2014). Convergence of bank efficiency in emerging markets: The Central and Eastern European countries’ experience, Emerging Markets Finance and Trade, 50(4): 9–30.

Andrieș A.M., Ihnatov I., Tiwari A.K. (2014). Analyzing time-frequency relationship between interest rate, stock price and exchange rate through continuous wavelet, Economic Modelling, 41: 227-238.

Andrieș A.M., Căpraru B. (2014) The nexus between competition and efficiency: The European banking industries experience, International Business Review, 23(3): 566-579.

Andrieș A.M., Căpraru B (2013) Impact of financial liberalization on banking sectors performance from Central and Eastern European countries, PLoS ONE 8(3): e59686. doi:10.1371/journal.pone.0059686.

Mutascu M., Tiwari A.K., Andrieș A.M.  (2013) Decomposing time-frequency relationship between producer price and consumer price indices in Romania through wavelet analysis, Economic Modelling, 31(2): 151-159.

Andrieș A.M. (2011) The determinants of bank efficiency and productivity growth in the Central and Eastern European banking systems. Eastern European Economics, 49(6): 39–60.

Andrieș A.M., Cocriş V. (2010) A comparative analysis of the efficiency of Romanian banks. Romanian Journal of Economic Forecasting, 13(4): 54-75.

Book chapter 

Andrieș A.M. , Sprincean N., Ongena S. (2020) The Effects of the COVID-19 Pandemic Through the Lens of the CDS Spreads, in Billio, M., Varotto, S. (Ed.) A New World Post COVID-19 Lessons for Business, the Finance Industry and Policy Makers, Ca’ Foscari University Press, Venice, Pages: 85-96, http://doi.org/10.30687/978-88-6969-442-4

Dobrescu L.I., Andrieș A.M. (2019) The link to the past and the post-communist welfare state. in Börsch-Supan et al. (Ed.), Health and socio-economic status over the life course, Walter de Gruyter, Munich, Pages: 187–196, DOI: https://doi.org/10.1515/9783110617245-019