Items where Author, Editor or other role is "Tunaru, Diana"
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| Algieri, Bernardina, Leccadito, Arturo, Sicoli, Danilo, Tunaru, Diana (2024) Combining Density Forecast Accuracy Tests: An Application to Agricultural, Energy and Metal Commodities. Journal of the Royal Statistical Society Series C: Applied Statistics, . Article Number qlae069. ISSN 0035-9254. E-ISSN 1467-9876. (doi:10.1093/jrsssc/qlae069) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) (KAR id:108248) |
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| 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) |
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| Fabozzi, Frank J., Fabozzi, Francesco, Tunaru, Diana (2023) A Comparison of Multi-Factor Term Structure Models for Interbank Rates. Review of Quantitative Finance and Accounting, . ISSN 0924-865X. (doi:10.1007/s11156-023-01147-2) (KAR id:100989) |
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| Fabozzi, Frank J., Tunaru, Diana, Tunaru, Radu (2022) The Interconnectedness Between Green Finance Indexes and Other Important Financial Variables. The Journal of Portfolio Management, 48 (10). pp. 60-77. ISSN 0095-4918. E-ISSN 2168-8656. (doi:10.3905/jpm.2022.1.392) (KAR id:96985) |
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| 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) (KAR id:87779) |
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| Quaye, Enoch, Tunaru, Elena Diana, Tunaru, Radu (2024) Green-adjusted share prices: a comparison between standard investors and investors with green preferences. Journal of Financial Stability, 74 . Article Number 101314. ISSN 1572-3089. (In press) (KAR id:106739) |
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| 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) |
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| 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) (KAR id:81840) |
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| 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) |
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