Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Diana Tunaru"'
Publikováno v:
Review of Quantitative Finance and Accounting.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2f6ed4fbec593cd071b670a5fab08f17
https://doi.org/10.1007/s11156-023-01147-2
https://doi.org/10.1007/s11156-023-01147-2
Publikováno v:
The Journal of Fixed Income. 31:7-33
This article examines the forecasting performance of continuous-time multi-factor models, in comparison with other parsimonious models, for the term structure of interbank rates in the UK, Europe, and Japan. The article employs two general dynamic fr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b8f03d8a650a5cdfeb370540884c81a5
https://doi.org/10.3905/jfi.2021.1.118
https://doi.org/10.3905/jfi.2021.1.118
Publikováno v:
Journal of Asset Management. 22:79-95
We investigate the impact of companies’ sustainability efforts on their corporate financial performance (CFP) and credit ratings in Japan, based on a new proxy for corporate social responsibility (CSR)—Sustainalytics’ quantitative Environment,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f0d96466594d4c8754185f5bfc395989
https://doi.org/10.1057/s41260-021-00204-6
https://doi.org/10.1057/s41260-021-00204-6
Autor:
Diana Tunaru, Frank J. Fabozzi
Publikováno v:
International Journal of Finance & Economics. 26:2335-2350
Using a multi-factor continuous-time model we study the impact of the global financial crisis on the information transmission mechanism between interest rate and equity markets in the US and each of the four major economies (UK, Japan, Germany and Ca
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::49f06bb049b45709b582530333857c55
https://doi.org/10.1002/ijfe.1910
https://doi.org/10.1002/ijfe.1910
This study examines the prices of options contingent on electricity futures traded on the European Energy Exchange, with the aim to recover the probability density functions and risk premia. After we extract the risk-neutral probability density funct
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4efe50a649ccb660488a21d63d8ad85e
