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The credit rating process and estimation of transition probabilities : a Bayesian approach
Stefanescu, Catalina; Tunaru, Radu; Turnbull, Stuart M. - In: Journal of empirical finance 16 (2009) 2, pp. 216-234
Persistent link: https://www.econbiz.de/10003839312
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The evolution of international geo-political risk 1956 - 2001
Clark, Ephraim; Tunaru, Radu - In: Financial crises, sovereign risk and the role of …, (pp. 93-114). 2013
Persistent link: https://www.econbiz.de/10011286730
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The effect of political events on the Pakistan Stock Exchange 1947-2001
Clark, Ephraim; Masood, Omar; Tunaru, Radu - In: Investment management and financial innovations 5 (2008) 3, pp. 101-110
Persistent link: https://www.econbiz.de/10003799744
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Parameter estimation risk in asset pricing and risk management : a Bayesian approach
Tunaru, Radu; Zheng, Teng - In: International review of financial analysis 53 (2017), pp. 80-93
Persistent link: https://www.econbiz.de/10011877849
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Risk spillovers and interconnectedness between systemically important institutions
Andrieş, Alin Marius; Ongena, Steven; Sprincean, Nicu; … - In: Journal of financial stability 58 (2022), pp. 1-26
Persistent link: https://www.econbiz.de/10013417451
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A Bayesian view on autocallable pricing and risk management
Paletta, Tommaso; Tunaru, Radu - In: The journal of derivatives : JOD 29 (2022) 5, pp. 40-59
Persistent link: https://www.econbiz.de/10014231072