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Details about Yalin Gündüz

E-mail:
Workplace:Deutsche Bundesbank (German Federal Bank), (more information at EDIRC)

Access statistics for papers by Yalin Gündüz.

Last updated 2013-04-23. Update your information in the RePEc Author Service.

Short-id: pgn13

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Working Papers

2013

  1. The price impact of CDS trading
    CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) Downloads
    Also in CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) (2012)

2012

  1. Estimating endogenous liquidity using transaction and order book information
    Discussion Papers, Deutsche Bundesbank, Research Centre Downloads
  2. The common drivers of default risk
    Discussion Papers, Deutsche Bundesbank, Research Centre Downloads

2011

  1. Does modeling framework matter? A comparative study of structural and reduced-form models
    Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, Research Centre Downloads

Journal Articles

2010

  1. Viscoelastic behavior of stock indices
    Physica A: Statistical Mechanics and its Applications, 2010, 389, (24), 5776-5784 Downloads

2007

  1. Trading Credit Default Swaps via Interdealer Brokers
    Journal of Financial Services Research, 2007, 32, (3), 141-159 Downloads View citations (2)
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