|
Conf.univ.dr.habil. Simona Nistor
Strada Teodor Mihali, Nr. 58-60
Campus FSEGA
400591, Cluj-Napoca, Romania
Tel: +40 264 418 652/3/4/5
Fax: +40 264 412 570
Int: 5855 Birou: 337
|
Research papers (SSRN profile)
https://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=2340002
Research interests
Banking: Systemic risk, Bank bailouts, Banking regulation, Cross-border banking
Financial econometrics: Value at Risk estimation, Systemic risk models
Working papers
Berger, A. N., Nistor,, S., Ongena, S. R. G., Tsyplakov, S., 2023. Catch, Restrict, and Release: The Real Story of Bank Bailouts. Swiss Finance Institute Research Paper No. 20-45.
Publications (selected)
Korzeb, Z., Nistor, S., Niedziółka, P. (2023). Sovereign creditworthiness and bank foreign ownership. An empirical investigation of the European banking sector. Journal of International Financial Markets, Institutions & Money: 101857. https://doi.org/10.1016/j.intfin.2023.101857.
Farcas, I.G., Nistor, S. (2023). The Impact of culture on government interventions in the banking sector. Economic Modelling, 106518. https://doi.org/10.1016/j.econmod.2023.106518.
Nistor, S., Ongena, S. (2023). The impact of policy interventions on systemic risk across banks. Journal of Financial Services Research, 64: 155–206.
Andries, 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.
Andries, A.M., Nistor, S., Ongena, S., Sprincean, N. (2020). On Becoming an O-SII ('Other Systemically Important Institution'). Journal of Banking and Finance, 111: 105723.
Masca, S.G., Nistor, S., Vaidean, V.L. (2019). Do government arrangements matter for CEE countries’ growth? A two-piece puzzle perspective. Applied Economics Letters, 26(19): 1612-1626.
Andries, A.M., Capraru, S.B., Nistor, S. (2018). Corporate governance and efficiency in banking: Evidence from emerging economies. Applied Economics, 50(34-35): 3812-3832.
Andries, A.M., Nistor S. (2018). Systemic risk and foreign currency positions of banks: Evidence from Emerging Europe. Eastern European Economics, 56(5): 382-421.
Mera, V., Nistor, S., Silaghi, M.I. (2018). Is education important in assessing the impact of institutions on economic growth in emerging economies? Applied Economics, 50(34-35): 3840-3854.
Andries, 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., Ieșan-Muntean, F., Nistor, S. (2016). The effectiveness of policy interventions in CEE countries. Eastern Journal of European Studies, 7(1): 93-124.
Andries, A.M., Nistor S. (2016). Systemic risk, corporate governance and regulation of banks across emerging countries. Economics Letters, 144: 59-63.
Conference presentations
IRMC, 17th edition, June 24-25, 2024, Milan, Italy
ERMAS, 9th edition, July 24-27, 2024, Cluj-Napoca, Romania
IRMC, 16th edition, July 6-7, 2023, Florence, Italy
ERMAS, 8th edition, July 25-27, 2022, Cluj-Napoca, Romania
EEFS, 17th edition, June 23-26, 2021, London, UK
AFFI, 37th edition, May 26-28, 2021, Nantes, France
ERMAS, 7th edition, July 28-30, 2021, Sibiu, Romania
EUFIRE, 7th edition, May 15th, 2021, Iasi, Romania
ERMAS, 5th edition, July 25-27, 2018, Iasi, Romania
IRMBAM 9th edition, July 5-7, 2018, Nice, France
IFABS Annual Conference, June 30-July 2, 2018, Porto, Portugal
EEFS 17th Annual Conference, June 21-24, 2018, London, UK
IRMC 11th Annual Conference, June 7-9, 2018, Paris, France
EUFIRE, May 18-19, 2018, Iasi, Romania
ERMAS, 4th edition, July 26-28, 2017, Cluj-Napoca, Romania
MFS 24th Annual Conference, June 25-28, 2017, Bucharest, Romania
EEFS 16th Annual Conference, June 22-25, 2017, Ljubljana, Slovenia
INFINITI Conference on International Finance, 15th edition, June 12-13, 2017, Valencia, Spain
INFER Annual Conference, 19th edition, June 7-9, 2017, Bordeaux, France
ASF, 3rd edition, May 25, 2017, Bucharest, Romania
EUFIRE, May 18-20, 2017, Iasi, Romania
INFER Workshop, 3rd edition, April 20-21, 2017, Cluj-Napoca, Romania
ERMAS, 3rd edition, August 1-3, 2016, Timisoara, Romania
EEFS, 15th edition, June 16-19, 2016, Amsterdam, Netherlands
FEBS 6th edition, June 10-12, 2016, Malaga, Spain
ASF, 2nd edition, June 2-3, 2016, Bucharest, Romania
FI BA 14th edition, March 23-25, 2016, Bucharest, Romania
MFS 22th Annual Conference, June 28 - July 1, 2015, Halkidiki, Greece
FEBS 5th edition, June 11-13, 2015, Nantes, France
FI BA 13th edition, March 25-27, 2015, Bucharest, Romania
CERGE Workshop, Charles University of Prague, August 19-20, 2014, Czech Republic
FI BA 11th edition, March 28-29, 2013, Bucharest, Romania
FWPO, Nov. 22-23, 2013, Cluj-Napoca, Romania
International Workshop on Risk, Uncertainty, and Strategy in Markets and Games: Theory and Empirics, Feb. 18-19, 2013, Cluj-Napoca, Romania
INFER Workshop, Nov. 9-10, 2012, Cluj-Napoca
GEBA 6th edition, Oct. 18-20, 2012, Iaşi, Romania
GEBA 5th edition, Oct. 20-22, 2011, Iaşi, Romania
Finance and Banking 13th edition, Oct. 12-13, 2011, Ostrava, Czech Republic
GEBA 4th edition, Oct. 22-23, 2010, Iaşi, Romania
Financial Trends in the Global Economy, Nov. 13-14, 2009, Cluj-Napoca
Invitations to present research seminars
04.02.2021: Bucharest Economic Analysis and Research Seminar, National Bank of Romania, Bucharest, Romania
28.01.2021: Cluj Economics Business Series Seminar, Babeş-Bolyai University, Cluj-Napoca, Romania
09.11.2016: Business Research Seminar of The University of Tübingen, Germany
31.10.2013: Cluj Economics Business Series Seminar, Babeş-Bolyai University, Cluj-Napoca, Romania
01.10.2013: Research seminar of Laboratoire d'Economie d'Orléans, Université d’Orléans, Orléans, France
Journal reviewer
Journal of Financial Stability
Journal of Banking & Finance
International Journal of Central Banking
Journal of Financial Services Research
Research in International Business and Finance
International Journal of Finance & Economics
Eastern European Economics
Comparative Economics Studies
Czech Journal of Economics and Finance
Multinational Finance Journal
International Journal of Financial Studies
Review of Economic and Business Studies
Studia Universitatis Oeconomica
|
Lista publicatiilor
Lista proiectelor de cercetare
Research grant Bailouts and Financial Stability (BaFinS) Pozitia: Coordinator Finantator: Romanian National Authority for Scientific Research and Innovation Perioada de desfasurare: 01.01.2021-30.12.2022
|
Research grant Household Saving Behavior - A Socio-Economic Investigation from Households, Banks and Regulators Perspective (SAVEBEHAVE) Pozitia: Experienced researcher Finantator: Romanian National Authority for Scientific Research and Innovation Perioada de desfasurare: 15.02.2021-30.12.2023
|
Research grant The Nexus of Financial Access and Financial Stability: The Role of Financial Infrastructure (FAS-FI) Pozitia: Experienced researcher Finantator: Romanian National Authority for Scientific Research and Innovation Perioada de desfasurare: 01.06.2018-30.05.2020
|
Research grant Decision support solution for risk management and customer attrition for a private bank (Bridge-Grant-2016-0676) Pozitia: Postdoctoral researcher Finantator: Romanian National Authority for Scientific Research and Innovation Perioada de desfasurare: 24.11.2016-23.11.2018
|
Research grant Banking risk and financial stability in emerging Economies: The role of governance and regulation (BRiFiS) Pozitia: Postdoctoral researcher Finantator: Romanian National Authority for Scientific Research and Innovation Perioada de desfasurare: 01.11.2015-30.10.2017
|
Research grant How banking competition, efficiency and stability evolve during the crisis in Europe: An Agent – Principal Approach (BANK-CES) Pozitia: Postdoctoral researcher Finantator: Romanian National Authority for Scientific Research and Innovation Perioada de desfasurare: 01.11.2015-30.10.2017
|
Research grant The impact of liquidity risk on systemic risk Pozitia: Postdoctoral researcher Finantator: POSDRU 159/1.5/S/142115 Perioada de desfasurare: 20.06.2014 - 20.09.2015
|
Research grant Modelling endogenous growth and the macroeconomic policy mix in Romania and other emergent countries from Central and Eastern Europe Pozitia: Research assistant Finantator: Romanian National Authority for Scientific Research and Innovation Perioada de desfasurare: 01.11.2012 – 30.10.2013
|
Research grant Contagion spillovers in the European banking sector. A macroprudential CoVaR approach Pozitia: Principal investigator Finantator: CERGE GDN (Global Development Network) Perioada de desfasurare: 01.01.2014 - 31.12.2014
|
|