Yalin Gündüz : Citation Profile


Are you Yalin Gündüz?

Deutsche Bundesbank

5

H index

3

i10 index

69

Citations

RESEARCH PRODUCTION:

9

Articles

18

Papers

RESEARCH ACTIVITY:

   13 years (2007 - 2020). See details.
   Cites by year: 5
   Journals where Yalin Gündüz has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 12 (14.81 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgn13
   Updated: 2021-09-11    RAS profile: 2020-04-21    
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Relations with other researchers


Works with:

Ongena, Steven (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Yalin Gündüz.

Is cited by:

Boyarchenko, Nina (4)

Pelizzon, Loriana (4)

Shachar, Or (4)

Silva, Paulo (3)

de Roure, Calebe (3)

Vieira, Carlos (3)

Vieira, Isabel (3)

Moench, Emanuel (2)

Rodriguez-Moreno, Maria (2)

Foos, Daniel (2)

Pliszka, Kamil (2)

Cites to:

Acharya, Viral (14)

Duffie, Darrell (10)

Norden, Lars (10)

Weber, Martin (9)

Engle, Robert (9)

Stulz, René (9)

Memmel, Christoph (8)

Longstaff, Francis (7)

Pedersen, Lasse (7)

Zhou, Hao (6)

Rochet, Jean (6)

Main data


Where Yalin Gündüz has published?


Working Papers Series with more than one paper published# docs
Discussion Papers / Deutsche Bundesbank10
CFR Working Papers / University of Cologne, Centre for Financial Research (CFR)5

Recent works citing Yalin Gündüz (2021 and 2020)


YearTitle of citing document
2020Retrospective Analysis of the Application of the ECBs Key Interest Rates to the Macroeconomic Indicators of the CEMAC. (2020). , Ongo ; Kamta, Takoulac ; Nguekam, Chouafi ; Oumbe, Tekam. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2020:p:141-151.

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2020Modeling CDS spreads: A comparison of some hybrid approaches. (2020). Radi, Davide ; Pacelli, Graziella ; Ballestra, Luca Vincenzo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:57:y:2020:i:c:p:107-124.

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2020Network structures and idiosyncratic contagion in the European sovereign credit default swap market. (2020). Yang, Lu ; Chen, Wang ; Ho, Kung-Cheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302386.

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2020Do conventional monetary policy instruments matter in unconventional times?. (2020). Buchholz, Manuel ; Tonzer, Lena ; Schmidt, Kirsten. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301242.

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2021Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang. (2021). Zhong, Zhaodong ; Yan, Hongjun ; Wu, Yangru ; Wang, Xinjie. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:2:p:545-560.

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2020The Long and Short of It: The Post-Crisis Corporate CDS Market. (2020). Shachar, Or ; Boyarchenko, Nina ; Costello, Anna M. In: Economic Policy Review. RePEc:fip:fednep:88216.

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2021Risk exposures of European cooperative banks: a comparative analysis. (2021). Mare, Davide Salvatore ; Gramlich, Dieter. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:56:y:2021:i:1:d:10.1007_s11156-020-00884-y.

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2020Macroprudential due-diligence framework for shadow banking entities. (2020). Prorokowski, Lukasz. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:51:y:2020:i:6:p:587-612.

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2021P2P lenders versus banks: Cream skimming or bottom fishing?. (2019). Pelizzon, Loriana ; de Roure, Calebe ; Thakor, Anjan V. In: SAFE Working Paper Series. RePEc:zbw:safewp:206.

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2020OTC discount. (2020). Monch, Emanuel ; de Roure, Calebe ; Schneider, Michael ; Pelizzon, Loriana. In: SAFE Working Paper Series. RePEc:zbw:safewp:298.

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Works by Yalin Gündüz:


YearTitleTypeCited
2019WILL GERMAN BANKS EARN THEIR COST OF CAPITAL? In: Contemporary Economic Policy.
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article7
2017Will German banks earn their cost of capital?.(2017) In: Discussion Papers.
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This paper has another version. Agregated cites: 7
paper
2020Identifying Empty Creditors with a Shock and Micro-Data In: Swiss Finance Institute Research Paper Series.
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paper0
2016A thermodynamical view on asset pricing In: International Review of Financial Analysis.
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article0
2015The common drivers of default risk In: Journal of Financial Stability.
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article16
2012The common drivers of default risk.(2012) In: Discussion Papers.
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This paper has another version. Agregated cites: 16
paper
2015The liquidity premium in CDS transaction prices: Do frictions matter? In: Journal of Banking & Finance.
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article11
2015The liquidity premium in CDS transaction prices: Do frictions matter?.(2015) In: CFR Working Papers.
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This paper has another version. Agregated cites: 11
paper
2014Impacts of the financial crisis on eurozone sovereign CDS spreads In: Journal of International Money and Finance.
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article11
2010Viscoelastic behavior of stock indices In: Physica A: Statistical Mechanics and its Applications.
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article0
2007Trading Credit Default Swaps via Interdealer Brokers In: Journal of Financial Services Research.
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article3
2014Does modeling framework matter? A comparative study of structural and reduced-form models In: Review of Derivatives Research.
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article1
2011Does modeling framework matter? A comparative study of structural and reduced-form models.(2011) In: Discussion Paper Series 2: Banking and Financial Studies.
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This paper has another version. Agregated cites: 1
paper
2011Predicting credit default swap prices with financial and pure data-driven approaches In: Quantitative Finance.
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article2
2013Sovereign default swap market efficiency and country risk in the eurozone In: Discussion Papers.
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paper6
2014Market transparency and the marking precision of bond mutual fund managers In: Discussion Papers.
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paper0
2013Market transparency and the marking precision of bond mutual fund managers.(2013) In: CFR Working Papers.
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This paper has another version. Agregated cites: 0
paper
2014Market transparency and the marking precision of bond mutual fund managers.(2014) In: CFR Working Papers.
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This paper has another version. Agregated cites: 0
paper
2020The market impact of systemic risk capital surcharges In: Discussion Papers.
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paper0
2017CDS and credit: Testing the small bang theory of the financial universe with micro data In: Discussion Papers.
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paper4
2013The price impact of CDS trading In: Discussion Papers.
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paper4
2012The price impact of CDS trading.(2012) In: CFR Working Papers.
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This paper has another version. Agregated cites: 4
paper
2013The price impact of CDS trading.(2013) In: CFR Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 4
paper
2018Bank use of sovereign CDS in the eurozone crisis: Hedging and risk incentives In: Discussion Papers.
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paper0
2012Estimating endogenous liquidity using transaction and order book information In: Discussion Papers.
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paper0
2018Mitigating counterparty risk In: Discussion Papers.
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paper1
2018Lighting up the dark: Liquidity in the German corporate bond market In: SAFE Working Paper Series.
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paper3

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