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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
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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
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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
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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