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

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Number of items: 7.

Article

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) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) (KAR id:100989)

Format: XML Word Processing Document (DOCX)

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)

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)

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)

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)

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)

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)

This list was generated on Thu Apr 18 20:15:34 2024 BST.