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Model apocalypto

Tunaru, Radu - In: Preparing for the next financial crisis : policies, …, (pp. 157-184). 2017

Persistent link: https://www.econbiz.de/10011802622

Equity portfolio trading with volatility and dividend derivatives

Tunaru, Radu - In: The journal of derivatives : JOD 29 (2022) 3, pp. 46-64

Persistent link: https://www.econbiz.de/10013174821

Quantification of political risk with multiple dependent sources

Clark, Ephraim; Tunaru, Radu - In: Journal of economics and finance 27 (2003) 2, pp. 125-135

Persistent link: https://www.econbiz.de/10001784094

Emerging markets : investing with political risk

Clark, Ephraim; Tunaru, Radu - In: Multinational finance journal : MF ; quarterly … 5 (2001) 3, pp. 155-173

Persistent link: https://www.econbiz.de/10001697068

Options-Based Systemic Risk, Financial Distress, and Macroeconomic Downturns1

Bevilacqua, Mattia; Tunaru, Radu; Vioto, Davide - 2022

We extract a forward-looking measure for systemic risk from put option prices that can capture the buildup stage of systemic risk in the financial sector earlier than the standard stock market-based systemic risk measures (SRMs). Our measure exhibits more timely early warning signals than the...

Persistent link: https://www.econbiz.de/10014238646