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Yalin Gündüz
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Cited by
Year
Impacts of the financial crisis on eurozone sovereign CDS spreads
Y Gündüz, O Kaya
Journal of International Money and Finance 49, 425-442, 2014
602014
The common drivers of default risk
C Memmel, Y Gündüz, P Raupach
Journal of Financial Stability 16, 232-247, 2015
382015
The liquidity premium in CDS transaction prices: Do frictions matter?
M Gehde-Trapp, Y Gündüz, J Nasev
Journal of Banking & Finance 61, 184-205, 2015
362015
Will German banks earn their cost of capital?
A Dombret, Y Gündüz, J Rocholl
Contemporary Economic Policy 37 (1), 156-169, 2019
312019
Will German banks earn their cost of capital?
A Dombret, Y Gündüz, J Rocholl
Contemporary Economic Policy 37 (1), 156-169, 2019
312019
Predicting credit default swap prices with financial and pure data-driven approaches
Y Gündüz, M Uhrig-Homburg
Quantitative Finance 11 (12), 1709-1727, 2011
312011
Trading credit default swaps via interdealer brokers
Y Gündüz, T Lüdecke, M Uhrig-Homburg
Journal of Financial Services Research 32, 141-159, 2007
292007
Bank use of sovereign CDS in the Eurozone crisis: Hedging and risk incentives
VV Acharya, Y Gündüz, TC Johnson
Journal of Financial Intermediation 50, 100964, 2022
272022
CDS and credit: Testing the small bang theory of the financial universe with micro data
Y Gündüz, S Ongena, G Tumer-Alkan, Y Yu
Bundesbank Discussion Paper, 2017
222017
CDS and credit: Testing the small bang theory of the financial universe with micro data
Y Gündüz, S Ongena, G Tumer-Alkan, Y Yu
Bundesbank Discussion Paper, 2017
222017
Sovereign default swap market efficiency and country risk in the Eurozone
Y Gündüz, O Kaya
Bundesbank Discussion Paper, 2013
222013
Sovereign default swap market efficiency and country risk in the Eurozone
Y Gündüz, O Kaya
Bundesbank Discussion Paper, 2013
222013
Does modeling framework matter? A comparative study of structural and reduced-form models
Y Gündüz, M Uhrig-Homburg
Review of Derivatives Research 17, 39-78, 2014
212014
Mitigating counterparty risk
Y Gündüz
Available at SSRN 2654591, 2021
182021
The price impact of CDS trading
Y Gündüz, J Nasev, M Trapp
Bundesbank Discussion Paper, 2013
172013
Lighting up the dark: liquidity in the German corporate bond market
Y Gündüz, G Ottonello, L Pelizzon, M Schneider, MG Subrahmanyam
SAFE Working Paper, 2018
122018
A thermodynamical view on asset pricing
G Gündüz, Y Gündüz
International Review of Financial Analysis 47, 310-327, 2016
62016
Viscoelastic behavior of stock indices
G Gündüz, Y Gündüz
Physica A: Statistical Mechanics and its Applications 389 (24), 5776-5784, 2010
62010
Testing the small bang theory of the financial universe from bank-firm exposures to changes in CDS trading and credit
Y Gündüz, S Ongena, G Tumer-Alkan, Y Yu
Available at SSRN 2607909, 2015
52015
CDS and Credit: The Effect of the Bangs on Credit Insurance, Lending and Hedging
Y Gündüz, S Ongena, G Tumer-Alkan, Y Yu
Swiss Finance Institute Research Paper, 2022
42022
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