The impact of corporate social responsibility on corporate financial performance and credit ratings in Japan FJ Fabozzi, PW Ng, DE Tunaru Risks Related to Environmental, Social and Governmental Issues (ESG), 3-19, 2022 | 21 | 2022 |
Risk premia in electricity derivatives markets B Algieri, A Leccadito, D Tunaru Energy Economics 100, 105300, 2021 | 11 | 2021 |
The interconnectedness between green finance indexes and other important financial variables FJ Fabozzi, D Tunaru, R Tunaru The Journal of Portfolio Management 48 (10), 60-77, 2022 | 6 | 2022 |
Gaussian estimation and forecasting of the UK yield curve with multi-factor continuous-time models D Tunaru International Review of Financial Analysis 52, 119-129, 2017 | 6 | 2017 |
Not everyone is a follower: The behaviour of interest rate and equity markets within major economies relative to the United States D Tunaru, FJ Fabozzi International Journal of Finance & Economics 26 (2), 2335-2350, 2021 | 2 | 2021 |
Green-adjusted share prices: A comparison between standard investors and investors with green preferences E Quaye, D Tunaru, R Tunaru Journal of Financial Stability, 101314, 2024 | | 2024 |
A comparison of multi-factor term structure models for interbank rates FJ Fabozzi, FA Fabozzi, D Tunaru Review of Quantitative Finance and Accounting 61 (1), 323-356, 2023 | | 2023 |
Testing the Forecasting Ability of Multi-Factor Models on Non-US Interbank Rates D Tunaru, FA Fabozzi, FJ Fabozzi The Journal of Fixed Income 31 (2), 7-33, 2021 | | 2021 |
Not Everyone is a Follower: The Behaviour of Interest Rate and Equity Markets within Major Economies relative to the US D Tunaru, FJ Fabozzi International Journal of Finance and Economics, 2020 | | 2020 |
Towards Green Adjusted Share Prices E Quaye, D Tunaru, R Tunaru | | |