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Details about Yalin Gündüz

E-mail:
Homepage:http://www.bundesbank.de/research_yalin_guenduez
Workplace:Deutsche Bundesbank (German Federal Bank), (more information at EDIRC)

Access statistics for papers by Yalin Gündüz.

Last updated 2019-05-08. Update your information in the RePEc Author Service.

Short-id: pgn13


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Working Papers

2018

  1. Bank use of sovereign CDS in the eurozone crisis: Hedging and risk incentives
    Discussion Papers, Deutsche Bundesbank Downloads
  2. Lighting up the dark: Liquidity in the German corporate bond market
    SAFE Working Paper Series, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt Downloads View citations (1)
  3. Mitigating counterparty risk
    Discussion Papers, Deutsche Bundesbank Downloads View citations (1)

2017

  1. CDS and credit: Testing the small bang theory of the financial universe with micro data
    Discussion Papers, Deutsche Bundesbank Downloads View citations (2)
  2. Will German banks earn their cost of capital?
    Discussion Papers, Deutsche Bundesbank Downloads View citations (3)
    See also Journal Article in Contemporary Economic Policy (2019)

2015

  1. The liquidity premium in CDS transaction prices: Do frictions matter?
    CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) Downloads View citations (9)
    See also Journal Article in Journal of Banking & Finance (2015)

2014

  1. Market transparency and the marking precision of bond mutual fund managers
    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) (2013)
    Discussion Papers, Deutsche Bundesbank (2014) Downloads

2013

  1. Sovereign default swap market efficiency and country risk in the eurozone
    Discussion Papers, Deutsche Bundesbank Downloads View citations (6)
  2. The price impact of CDS trading
    Discussion Papers, Deutsche Bundesbank Downloads View citations (4)
    Also in CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) (2013) View citations (4)
    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 Downloads
  2. The common drivers of default risk
    Discussion Papers, Deutsche Bundesbank Downloads View citations (3)
    See also Journal Article in Journal of Financial Stability (2015)

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 Downloads
    See also Journal Article in Review of Derivatives Research (2014)

Journal Articles

2019

  1. WILL GERMAN BANKS EARN THEIR COST OF CAPITAL?
    Contemporary Economic Policy, 2019, 37, (1), 156-169 Downloads View citations (1)
    See also Working Paper (2017)

2016

  1. A thermodynamical view on asset pricing
    International Review of Financial Analysis, 2016, 47, (C), 310-327 Downloads

2015

  1. The common drivers of default risk
    Journal of Financial Stability, 2015, 16, (C), 232-247 Downloads View citations (11)
    See also Working Paper (2012)
  2. The liquidity premium in CDS transaction prices: Do frictions matter?
    Journal of Banking & Finance, 2015, 61, (C), 184-205 Downloads View citations (10)
    See also Working Paper (2015)

2014

  1. Does modeling framework matter? A comparative study of structural and reduced-form models
    Review of Derivatives Research, 2014, 17, (1), 39-78 Downloads
    See also Working Paper (2011)
  2. Impacts of the financial crisis on eurozone sovereign CDS spreads
    Journal of International Money and Finance, 2014, 49, (PB), 425-442 Downloads View citations (9)

2011

  1. Predicting credit default swap prices with financial and pure data-driven approaches
    Quantitative Finance, 2011, 11, (12), 1709-1727 Downloads View citations (2)

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 (11)
 
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