Browsing All of EconStor by Author Gündüz, Yalin

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Showing results 1 to 13 of 13
Year of PublicationTitleAuthor(s)
2011 Does modeling framework matter? A comparative study of structural and reduced-form modelsGündüz, Yalin; Uhrig-Homburg, Marliese
2012 Estimating endogenous liquidity using transaction and order book informationDurand, Philippe; Gündüz, Yalin; Thomazeau, Isabelle
2012 The common drivers of default riskMemmel, Christoph; Gündüz, Yalin; Raupach, Peter
2013 Sovereign default swap market efficiency and country risk in the eurozoneGündüz, Yalin; Kaya, Orcun
2013 The price impact of CDS tradingGündüz, Yalin; Nasev, Julia; Trapp, Monika
2014 Market transparency and the marking precision of bond mutual fund managersCici, Gjergji; Gibson, Scott; Gündüz, Yalin; Merrick, John J.
2014 Market transparency and the marking precision of bond mutual fund managersCici, 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 dataGündüz, Yalin; Ongena, Steven; Tümer-Alkan, Günseli; Yu, Yuejuan
2017 Will German banks earn their cost of capital?Dombret, Andreas; Gündüz, Yalin; Rocholl, Jörg
2018 Mitigating counterparty riskGündüz, Yalin
2018 Bank use of sovereign CDS in the eurozone crisis: Hedging and risk incentivesAcharya, Viral V.; Gündüz, Yalin; Johnson, Tim
2018 Lighting up the dark: Liquidity in the German corporate bond marketGündüz, Yalin; Ottonello, Giorgio; Pelizzon, Loriana; Schneider, Michael; Subrahmanyam, Marti G.