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Items where Author, Editor or other role is "Tunaru, Diana"

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Number of items: 5.

A

Algieri, Bernardina, Leccadito, Arturo, Tunaru, Diana (2021) Risk premia in electricity derivatives markets. Energy Economics, 100 . Article Number 105300. ISSN 0140-9883. (doi:10.1016/j.eneco.2021.105300) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) (KAR id:88751)
[thumbnail of EE Published version 2021.pdf]

F

Fabozzi, Frank J., Ng, Peck Wah, Tunaru, Diana (2021) The impact of corporate social responsibility on corporate financial performance and credit ratings in Japan. Journal of Asset Management, 22 (2). pp. 79-95. ISSN 1470-8272. (doi:10.1057/s41260-021-00204-6) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) (KAR id:87779)
[thumbnail of KAR JAM paper Revised CLEANED (1).docx] [thumbnail of KAR JAM paper Revised CLEANED (1).pdf]

T

Tunaru, Diana, Fabozzi, Francesco, Fabozzi, Frank J. (2021) Testing the Forecasting Ability of Multi-Factor Models on Non-US Interbank Rates. Journal of Fixed Income, 31 (2). pp. 7-33. ISSN 1059-8596. E-ISSN 2168-8648. (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) (KAR id:91430)
[thumbnail of published version]

Tunaru, Diana, Fabozzi, Frank J. (2020) Not Everyone is a Follower: The Behaviour of Interest Rate and Equity Markets within Major Economies relative to the US. International Journal of Finance and Economics, . ISSN 1076-9307. E-ISSN 1099-1158. (doi:10.1002/ijfe.1910) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) (KAR id:81840)
[thumbnail of IJFE_accepted Article.pdf]

Tunaru, Diana (2017) Gaussian estimation and forecasting of the U.K. yield curve with multi-factor continuous-time models. International Review of Financial Analysis, 52 . pp. 119-129. ISSN 1057-5219. (doi:10.1016/j.irfa.2017.05.003) (KAR id:65972)
[thumbnail of 5b. DIANA-IRFAGaussianUKCLEAN.pdf]
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This list was generated on Mon Jan 17 20:17:10 2022 GMT.