Items where Author is "Tunaru, Radu"

Bevilacqua, Mattia, Tunaru, Radu and Vioto, Davide (2023) Options-based systemic risk, financial distress, and macroeconomic downturns. Journal of Financial Markets, 65. ISSN 1386-4181

Baruník, Jozef, Bevilacqua, Mattia and Tunaru, Radu (2022) Asymmetric network connectedness of fears. Review of Economics and Statistics, 104 (6). 1304 - 1316. ISSN 0034-6535

Bevilacqua, Mattia and Tunaru, Radu (2021) The SKEW index: extracting what has been left. Journal of Financial Stability, 53. ISSN 1572-3089

Bevilacqua, Mattia, Tunaru, Radu and Vioto, Davide (2020) Options-based systemic risk, financial distress, and macroeconomic downturns. Systemic Risk Centre Discussion Papers (107). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.