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Credit risk
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Tunaru, Radu
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3
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2
Fringuellotti, Fulvia
2
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2
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ECONIS (ZBW)
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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
Saved in:
2
On some inconsistencies in modeling credit portfolio products
Fabozzi, Frank J.
;
Tunaru, Radu
- In:
International journal of theoretical and applied finance
10
(
2007
)
8
,
pp. 1305-1321
Persistent link: https://www.econbiz.de/10003632081
Saved in:
3
Trading strategies with implied forward credit default swap spreads
Leccadito, Arturo
;
Tunaru, Radu
;
Urga, Giovanni
- In:
Journal of banking & finance
58
(
2015
),
pp. 361-375
Persistent link: https://www.econbiz.de/10011544021
Saved in:
4
Options-based systemic risk, financial distress, and macroeconomic downturns
Bevilacqua, Mattia
;
Tunaru, Radu
;
Vioto, Davide
-
2020
Persistent link: https://www.econbiz.de/10012487378
Saved in:
5
A cost-benefit analysis of capital requirements adjusted for model risk
Farkas, Walter
;
Fringuellotti, Fulvia
;
Tunaru, Radu
-
2020
Persistent link: https://www.econbiz.de/10012419436
Saved in:
6
Options-based systemic risk, financial distress, and macroeconomic downturns
Bevilacqua, Mattia
;
Tunaru, Radu
;
Vioto, Davide
-
2020
Persistent link: https://www.econbiz.de/10012387840
Saved in:
7
A factor model for joint default probabilities. Pricing of CDS, index swaps and index tranches
Cantia, Catalin
;
Tunaru, Radu
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 21-35
Persistent link: https://www.econbiz.de/10011691492
Saved in:
8
A cost-benefit analysis of capital requirements adjusted for model risk
Farkas, Walter
;
Fringuellotti, Fulvia
;
Tunaru, Radu
- In:
The journal of corporate finance : contracting, …
65
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012423657
Saved in:
9
Options-based systemic risk, financial distress, and macroeconomic downturns
Bevilacqua, Mattia
;
Tunaru, Radu
;
Vioto, Davide
- In:
Journal of financial markets
65
(
2023
),
pp. 1-35
Persistent link: https://www.econbiz.de/10014466361
Saved in:
10
Post global financial crisis modelling : credit risk for firms that are too big to fail
Clark, Ephraim
;
Mitra, Sovan
;
Jokung Nguena, Octave
- In:
International Journal of Financial Markets and …
7
(
2019
)
1
,
pp. 15-39
Persistent link: https://www.econbiz.de/10012253519
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