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An improved method for pricing and hedging American options
Paletta, Tommaso; Stanescu, Silvia; Tunaru, Radu - 2014
Persistent link: https://www.econbiz.de/10010469219
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Forecasting VaR using analytic higher moments for GARCH processes
Alexander, Carol; Lazar, Emese; Stanescu, Silvia - In: International review of financial analysis 30 (2013), pp. 36-45
Persistent link: https://www.econbiz.de/10010460001
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Property Prices and Real Estate Financing in a Turbulent World
Balling, Morten; Bentzen, Christian Sinding; Berg, Jesper; … - 2013
On 15th November 2012 in Copenhagen, SUERF and Nykredit in association with Danmarks Nationalbank organised a conference on “Property prices and real estate financing in a turbulent world.” The papers included in this SUERF Study are based on contributions to the conference.
Persistent link: https://www.econbiz.de/10011689960
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Coherent risk measures under filtered historical simulation
Giannopoulos, Kostas; Tunaru, Radu - In: Journal of banking & finance 29 (2005) 4, pp. 979-996
Persistent link: https://www.econbiz.de/10002601087
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Herding by corporates in the US and the Eurozone through different market conditions
Duygun, Meryem; Tunaru, Radu; Vioto, Davide - In: Journal of international money and finance 110 (2021), pp. 1-29
Persistent link: https://www.econbiz.de/10012796018
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Detecting bubbles in the US and UK real estate markets
Fabozzi, Frank J.; Kynigakis, Iason; Panopulu, Aikaterinē - In: The journal of real estate finance and economics 60 (2020) 4, pp. 469-513
Persistent link: https://www.econbiz.de/10012226693
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Testing the systemic risk differences in banks
Jokivuolle, Esa; Tunaru, Radu; Vioto, Davide - 2018
Persistent link: https://www.econbiz.de/10011865480
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Asymmetric network connectedness of fears
Baruník, Jozef; Bevilacqua, Mattia; Tunaru, Radu - In: The review of economics and statistics 104 (2022) 6, pp. 1304-1316
Persistent link: https://www.econbiz.de/10013479365
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Property Prices and Real Estate Financing in a Turbulent World
Carrasco-Gallego, José A.; Hubbard, Robert Glenn; … - SUERF - The European Money and Finance Forum
On 15th November 2012 in Copenhagen, SUERF and Nykredit in association with Danmarks Nationalbank organised a conference on “Property prices and real estate financing in a turbulent world.” The papers included in this SUERF Study are based on contributions to the conference.
Persistent link: https://www.econbiz.de/10011070912