Browsing All of EconStor by Author Gündüz, Yalin


Showing results 1 to 17 of 17
Year of PublicationTitleAuthor(s)
2011Does modeling framework matter? A comparative study of structural and reduced-form modelsGündüz, Yalin; Uhrig-Homburg, Marliese
2012Estimating endogenous liquidity using transaction and order book informationDurand, Philippe; Gündüz, Yalin; Thomazeau, Isabelle
2012The common drivers of default riskMemmel, Christoph; Gündüz, Yalin; Raupach, Peter
2013Sovereign default swap market efficiency and country risk in the eurozoneGündüz, Yalin; Kaya, Orcun
2013The price impact of CDS tradingGündüz, Yalin; Nasev, Julia; Trapp, Monika
2014Market transparency and the marking precision of bond mutual fund managersCici, Gjergji; Gibson, Scott; Gündüz, Yalin; Merrick, John J.
2014Market transparency and the marking precision of bond mutual fund managersCici, Gjergji; Gibson, Scott; Gündüz, Yalin; Merrick, John J.
2015The liquidity premium in CDS transaction prices: Do frictions matter?Gehde-Trapp, Monika; Gündüz, Yalin; Nasev, Julia
2017CDS and credit: Testing the small bang theory of the financial universe with micro dataGündüz, Yalin; Ongena, Steven; Tümer-Alkan, Günseli; Yu, Yuejuan
2017Will German banks earn their cost of capital?Dombret, Andreas; Gündüz, Yalin; Rocholl, Jörg
2018Lighting up the dark: Liquidity in the German corporate bond marketGündüz, Yalin; Ottonello, Giorgio; Pelizzon, Loriana; Schneider, Michael; Subrahmanyam, Marti G.
2018Bank use of sovereign CDS in the eurozone crisis: Hedging and risk incentivesAcharya, Viral V.; Gündüz, Yalin; Johnson, Tim
2018Mitigating counterparty riskGündüz, Yalin
2020The market impact of systemic risk capital surchargesGündüz, Yalin
2021Lighting up the dark: Liquidity in the German corporate bond marketGündüz, Yalin; Pelizzon, Loriana; Schneider, Michael; Subrahmanyam, Marti G.
2021Identifying empty creditors with a shock and micro-dataDegryse, Hans; Gündüz, Yalin; O'Flynn, Kuchulain; Ongena, Steven
2022The market impact of systemic risk capital surchargesGündüz, Yalin