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Not everyone is a follower : The behaviour of interest rate and equity markets within major economies relative to the United States

Tunaru, Diana; Fabozzi, Frank J. - In: International Journal of Finance & Economics 26 (2020) 2, pp. 2335-2350

Persistent link: https://www.econbiz.de/10012273223

Risk premia in electricity derivatives markets

Algieri, Bernardina; Leccadito, Arturo; Tunaru, Diana - In: Energy economics 100 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10012990257

Testing the forecasting ability of multi-factor models on non-US interbank rates

Tunaru, Diana; Fabozzi, Francesco A.; Fabozzi, Frank J. - In: The journal of fixed income : JFI 31 (2021) 2, pp. 7-33

Persistent link: https://www.econbiz.de/10012656054

A comparison of multi-factor term structure models for interbank rates

Fabozzi, Frank J.; Fabozzi, Francesco A.; Tunaru, Diana - In: Review of quantitative finance and accounting 61 (2023) 1, pp. 323-356

Persistent link: https://www.econbiz.de/10014342033

Gaussian Estimation and Forecasting of the UK Yield Curve with Multi-Factor Continuous Time Models

Tunaru, Diana - 2016

In this paper we estimate the term structure of daily UK interest rates using more flexible continuous time models. The multivariate CKLS framework is employed for dynamic estimation and forecasting of four classical models over the eventful period of 2000-2013. The extensions are applied in two...

Persistent link: https://www.econbiz.de/10012998113

Green-adjusted share prices : a comparison between standard investors and investors with green preferences

Quaye, Enoch Nii Boi; Tunaru, Diana; Tunaru, Radu - In: Journal of financial stability 74 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10015083513