7
H index
5
i10 index
136
Citations
Yalin Gündüz : Citation Profile
Deutsche Bundesbank | RESEARCH PRODUCTION: 11 Articles 23 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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16 years (2007 - 2023). 
Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Yalin Gündüz. | Is cited by:
| Cites to:
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Main data
Where Yalin Gündüz has published?
| Journals with more than one article published | # docs |
|---|---|
| Physica A: Statistical Mechanics and its Applications | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Discussion Papers / Deutsche Bundesbank | 13 |
| CFR Working Papers / University of Cologne, Centre for Financial Research (CFR) | 5 |
| Swiss Finance Institute Research Paper Series / Swiss Finance Institute | 2 |
Recent works citing Yalin Gündüz (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Pricing Transition Risk with a Jump-Diffusion Credit Risk Model: Evidences from the CDS market. (2023). Smaniotto, Elia ; Radi, Davide ; Livieri, Giulia. In: Papers. RePEc:arx:papers:2303.12483. Full description at Econpapers || Download paper |
| 2023 | Frontier markets sovereign risk: New evidence from spatial econometric models. (2023). Telila, Henok Fasil. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010371. Full description at Econpapers || Download paper |
| 2023 | The impact of crisis periods and monetary decisions of the Fed and the ECB on the sovereign yield curve network. (2023). Kotro, Balazs B ; Huszar, Zsuzsa R ; Badics, Milan Csaba. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001051. Full description at Econpapers || Download paper |
| 2023 | Does CDS trading affect risk-taking incentives in managerial compensation?. (2023). Avino, Davide ; Song, Wei ; Leung, Woon Sau ; Chen, Jie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426619300044. Full description at Econpapers || Download paper |
| 2023 | Entropy, energy, and instability in music. (2023). Gunduz, Gungor. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:609:y:2023:i:c:s0378437122009232. Full description at Econpapers || Download paper |
| 2024 | The effect of economic and political uncertainty on sovereign CDS spreads. (2024). Pan, Wei-Fong ; Wang, Xinjie ; Zhang, Jinfan ; Xu, Weike ; Xiao, Yaqing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:143-155. Full description at Econpapers || Download paper |
| 2023 | Tunisian corporate bond market liquidity: a qualitative approach. (2023). Dabbou, Halim ; Berrich, Olfa. In: Qualitative Research in Financial Markets. RePEc:eme:qrfmpp:qrfm-04-2021-0057. Full description at Econpapers || Download paper |
| 2024 | The diabolic loop between sovereign and banking risk in the euro area. (2024). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta. In: IREA Working Papers. RePEc:ira:wpaper:202406. Full description at Econpapers || Download paper |
| 2023 | CDS and equity markets’ volatility linkages: lessons from the EMU crisis. (2023). Kouretas, Georgios ; Laopodis, Nikiforos T ; Bratis, Theodoros. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:3:d:10.1007_s11156-023-01126-7. Full description at Econpapers || Download paper |
| 2023 | Intermediation in US and EU bond and swap markets: stylised facts, trends and impact of the coronavirus (COVID-19) crisis in March 2020. (2023). Scheicher, Martin. In: ESRB Occasional Paper Series. RePEc:srk:srkops:202324. Full description at Econpapers || Download paper |
Works by Yalin Gündüz:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | WILL GERMAN BANKS EARN THEIR COST OF CAPITAL? In: Contemporary Economic Policy. [Full Text][Citation analysis] | article | 14 |
| 2017 | Will German banks earn their cost of capital?.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2020 | Identifying Empty Creditors with a Shock and Micro-Data In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Identifying empty creditors with a shock and micro-data.(2021) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2023 | CDS and Credit: The Effect of the Bangs on Credit Insurance, Lending and Hedging In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2016 | A thermodynamical view on asset pricing In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 1 |
| 2015 | The common drivers of default risk In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 19 |
| 2012 | The common drivers of default risk.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 2015 | The liquidity premium in CDS transaction prices: Do frictions matter? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 17 |
| 2015 | The liquidity premium in CDS transaction prices: Do frictions matter?.(2015) In: CFR Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2022 | Bank use of sovereign CDS in the Eurozone crisis: Hedging and risk incentives In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 5 |
| 2018 | Bank use of sovereign CDS in the eurozone crisis: Hedging and risk incentives.(2018) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2014 | Impacts of the financial crisis on eurozone sovereign CDS spreads In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 20 |
| 2010 | Viscoelastic behavior of stock indices In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
| 2022 | Entropic characterization of Gross Domestic Product per capita (GDP) values of countries In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
| 2007 | Trading Credit Default Swaps via Interdealer Brokers In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 5 |
| 2014 | Does modeling framework matter? A comparative study of structural and reduced-form models In: Review of Derivatives Research. [Full Text][Citation analysis] | article | 4 |
| 2011 | Does modeling framework matter? A comparative study of structural and reduced-form models.(2011) In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2013 | Estimating Endogenous Liquidity Using Transaction and Order Book Information In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2012 | Estimating endogenous liquidity using transaction and order book information.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2022 | CDS market structure and bond spreads In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2022 | CDS market structure and bond spreads.(2022) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2011 | Predicting credit default swap prices with financial and pure data-driven approaches In: Quantitative Finance. [Full Text][Citation analysis] | article | 5 |
| 2013 | Sovereign default swap market efficiency and country risk in the eurozone In: Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
| 2014 | Market transparency and the marking precision of bond mutual fund managers In: Discussion Papers. [Full Text][Citation analysis] | paper | 15 |
| 2013 | Market transparency and the marking precision of bond mutual fund managers.(2013) In: CFR Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2014 | Market transparency and the marking precision of bond mutual fund managers.(2014) In: CFR Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2020 | The market impact of systemic risk capital surcharges In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | CDS and credit: Testing the small bang theory of the financial universe with micro data In: Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2013 | The price impact of CDS trading In: Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
| 2012 | The price impact of CDS trading.(2012) In: CFR Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2013 | The price impact of CDS trading.(2013) In: CFR Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2021 | Lighting up the dark: Liquidity in the German corporate bond market In: Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
| 2018 | Lighting up the dark: Liquidity in the German corporate bond market.(2018) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2018 | Mitigating counterparty risk In: Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team