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