2024

Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754, Qi, S. and Tunaru, R. (2024) Measures of model risk for continuous-time finance models. Journal of Financial Econometrics. ISSN 1479-8417 doi: https://doi.org/10.1093/jjfinec/nbae001

Azevedo, A., Colak, G., El Kalak, I. and Tunaru, R. (2024) The timing of voluntary delisting. Journal of Financial Economics, 155. 103832. ISSN 1879-2774 doi: https://doi.org/10.1016/j.jfineco.2024.103832

2023

Bevilacqua, M., Tunaru, R. and Vioto, D. (2023) Options-based systemic risk, financial distress, and macroeconomic downturns. Journal of Financial Markets, 65. 100834. ISSN 1386-4181 doi: https://doi.org/10.1016/j.finmar.2023.100834

2022

Barunik, J., Bevilacqua, M. and Tunaru, R. (2022) Asymmetric network connectedness of fears. Review of Economics and Statistics, 104 (6). pp. 1304-1316. ISSN 1530-9142 doi: https://doi.org/10.1162/rest_a_01003

2020

Fabozzi, F. J., Shiller, R. J. and Tunaru, R. S. (2020) A 30-year perspective on property derivatives: what can be done to tame property price risk? Journal of Economic Perspectives, 34 (4). pp. 121-145. ISSN 1944-7965 doi: https://doi.org/10.1257/jep.34.4.121