Yalin Gündüz : Citation Profile


Are you Yalin Gündüz?

Deutsche Bundesbank

5

H index

1

i10 index

58

Citations

RESEARCH PRODUCTION:

9

Articles

16

Papers

RESEARCH ACTIVITY:

   11 years (2007 - 2018). See details.
   Cites by year: 5
   Journals where Yalin Gündüz has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 11 (15.94 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgn13
   Updated: 2020-03-21    RAS profile: 2019-05-08    
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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:

Boyarchenko, Nina (3)

Shachar, Or (3)

de Roure, Calebe (3)

Vieira, Isabel (2)

Vieira, Carlos (2)

Stolbov, Mikhail (2)

Memmel, Christoph (2)

Gianfagna, Laura (2)

Pliszka, Kamil (2)

Andersson, Fredrik (2)

Rodriguez-Moreno, Maria (2)

Cites to:

Duffie, Darrell (10)

Memmel, Christoph (8)

Norden, Lars (8)

Pedersen, Lasse (7)

Weber, Martin (7)

Pagano, Marco (6)

Longstaff, Francis (6)

Driessen, Joost (5)

zhang, gaiyan (5)

Engle, Robert (5)

Acharya, Viral (5)

Main data


Where Yalin Gündüz has published?


Working Papers Series with more than one paper published# docs
Discussion Papers / Deutsche Bundesbank9
CFR Working Papers / University of Cologne, Centre for Financial Research (CFR)5

Recent works citing Yalin Gündüz (2019 and 2018)


YearTitle of citing document
2017Rising House Prices and Ultra-low Interest Rates: A Recipe for a New Banking Crisis?. (2017). Dombret, Andreas R ; Goldbach, Roman . In: Economic Affairs. RePEc:bla:ecaffa:v:37:y:2017:i:2:p:254-270.

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2019Simulating stress in the UK corporate bond market: investor behaviour and asset fire-sales. (2019). Silvestri, Laura ; Douglas, Graeme ; Baranova, Yuliya. In: Bank of England working papers. RePEc:boe:boeewp:0803.

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2018Predicting failure risk using financial ratios: Quantile hazard model approach. (2018). Chen, Cathy W. S. ; Tian, Shaonan ; Dong, Manh Cuong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:204-220.

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2018Can parents protect their children? Risk comparison analysis between affiliates of multi- and single-bank holding companies. (2018). Ly, Kim Cuong ; Opong, Kwaku ; Liu, Frank Hong. In: Journal of Financial Stability. RePEc:eee:finsta:v:37:y:2018:i:c:p:1-10.

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2018Prudential filters, portfolio composition at fair value and capital ratios in European banks. (2018). Argimon, Isabel ; Estrada, Angel ; Dietsch, Michel. In: Journal of Financial Stability. RePEc:eee:finsta:v:39:y:2018:i:c:p:187-208.

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2019The impact of trade reporting and central clearing on CDS price informativeness. (2019). Zhu, LU ; Yu, Fan ; Marra, Miriam . In: Journal of Financial Stability. RePEc:eee:finsta:v:43:y:2019:i:c:p:130-145.

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2019What are the real effects of financial market liquidity? Evidence on bank lending from the euro area. (2019). Pliszka, Kamil ; Foos, Daniel ; Dombret, Andreas R ; Schulz, Alexander. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:152-183.

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2018Distance to compliance portfolios: An integrated shortfall measure for basel III. (2018). Schmaltz, Christian ; Torchiani, Ingo ; Heidorn, Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:87-101.

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2018Dealing with dealers: Sovereign CDS comovements. (2018). Rodriguez-Moreno, Maria ; Mayordomo, Sergio ; Rodriguezmoreno, Maria ; Anton, Miguel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:90:y:2018:i:c:p:96-112.

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2018Macro-financial linkages and heterogeneous non-performing loans projections: An application to Ecuador. (2018). Grigoli, Francesco ; Saldias, Martin ; Mansilla, Mario . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:130-141.

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2019Half-full or half-empty? Financial institutions, CDS use, and corporate credit risk. (2019). Parolin, Eric ; Darst, Matthew R ; Caglio, Cecilia. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:40:y:2019:i:c:s1042957319300142.

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2019The death and rebirth of bikesharing in Seattle: Implications for policy and system design. (2019). MacKenzie, Don ; Peters, Luke . In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:130:y:2019:i:c:p:208-226.

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2018Half-full or Half-empty? Financial Institutions, CDS Use, and Corporate Credit Risk. (2018). Parolin, Eric ; Darst, Matthew R ; Caglio, Cecilia. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-47.

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2019A Coherent Framework for Predicting Emerging Market Credit Spreads with Support Vector Regression. (2019). Anderson, Gary ; Audzeyeva, Alena. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-74.

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2018Credit market choice. (2018). Shachar, Or ; Boyarchenko, Nina ; Costello, Anna M. In: Staff Reports. RePEc:fip:fednsr:863.

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2019The Long and Short of It: The Post-Crisis Corporate CDS Market. (2019). Shachar, Or ; Boyarchenko, Nina ; Costello, Anna M. In: Staff Reports. RePEc:fip:fednsr:879.

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2018Liquidity and Pricing of Credit Default Swaps in Japan: Evidence from a Benchmark Index for Corporate Debt Claims. (2018). Inaba, Kei-Ichiro. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:54:y:2018:i:1:d:10.1007_s10693-016-0241-6.

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2019The single supervision mechanism and contagion between bank and sovereign risk. (2019). Olmo, Begoa Torre ; Torreolmo, Begoa ; Azofra, Sergio Sanfilippo ; Sanfilippoazofra, Sergio ; Saiz, Maria Cantero. In: Journal of Regulatory Economics. RePEc:kap:regeco:v:55:y:2019:i:1:d:10.1007_s11149-018-09373-6.

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2018The Good, the Bad, and the Ugly: Impact of Negative Interest Rates and QE on the Profitability and Risk-Taking of 1600 German Banks. (2018). Urbschat, Florian. In: Discussion Papers in Economics. RePEc:lmu:muenec:56535.

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2018OTC Intermediaries. (2018). Siriwardane, Emil ; Rajan, Sriram ; Herskovic, Bernard ; Eisfeldt, Andrea. In: Working Papers. RePEc:ofr:wpaper:18-05.

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2019Do conventional monetary policy instruments matter in unconventional times?. (2019). Tonzer, Lena ; Schmidt, Kirsten ; Buchholz, Manuel. In: Discussion Papers. RePEc:zbw:bubdps:272019.

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2018What are the real effects of financial market liquidity? Evidence on bank lending from the euro area. (2018). Pliszka, Kamil ; Foos, Daniel ; Schulz, Alexander ; Dombret, Andreas R. In: Discussion Papers. RePEc:zbw:bubdps:342018.

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2019OTC discount. (2019). Schneider, Michael ; de Roure, Calebe ; Pelizzon, Loriana ; Monch, Emanuel. In: Discussion Papers. RePEc:zbw:bubdps:422019.

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2019Evaluierung gesamt- und finanzwirtschaftlicher Effekte der Reformen europäischer Finanzmarktregulierung im deutschen Finanzsektor seit der Finanzkrise. (2019). Krahnen, Jan ; Wahrenburg, Mark ; Haselmann, Rainer. In: SAFE Policy Reports. RePEc:zbw:safepr:1.

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2019P2P 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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Works by Yalin Gündüz:


YearTitleTypeCited
2019WILL GERMAN BANKS EARN THEIR COST OF CAPITAL? In: Contemporary Economic Policy.
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article6
2017Will German banks earn their cost of capital?.(2017) In: Discussion Papers.
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This paper has another version. Agregated cites: 6
paper
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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article14
2012The common drivers of default risk.(2012) In: Discussion Papers.
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This paper has another version. Agregated cites: 14
paper
2015The liquidity premium in CDS transaction prices: Do frictions matter? In: Journal of Banking & Finance.
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article9
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: 9
paper
2014Impacts of the financial crisis on eurozone sovereign CDS spreads In: Journal of International Money and Finance.
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article9
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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article0
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: 0
paper
2011Predicting credit default swap prices with financial and pure data-driven approaches In: Quantitative Finance.
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article1
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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2014Market transparency and the marking precision of bond mutual fund managers.(2014) In: CFR Working Papers.
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2017CDS and credit: Testing the small bang theory of the financial universe with micro data In: Discussion Papers.
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paper3
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
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2013The price impact of CDS trading.(2013) In: CFR Working Papers.
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This paper has another version. Agregated cites: 4
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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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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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paper2

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