Yalin Gündüz : Citation Profile

Are you Yalin Gündüz?

Deutsche Bundesbank

7

H index

5

i10 index

123

Citations

RESEARCH PRODUCTION:

10

Articles

21

Papers

1

Chapters

RESEARCH ACTIVITY:

   15 years (2007 - 2022). See details.
   Cites by year: 8
   Journals where Yalin Gündüz has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 15 (10.87 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgn13
   Updated: 2023-11-04    RAS profile: 2022-07-11    
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Relations with other researchers

Works with:

Ongena, Steven (2)

Acharya, Viral (2)

Pelizzon, Loriana (2)

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

Is cited by:

Silva, Paulo (5)

Shachar, Or (5)

Boyarchenko, Nina (5)

Pelizzon, Loriana (4)

Czech, Robert (4)

de Roure, Calebe (4)

Vieira, Carlos (3)

Tonzer, Lena (3)

Vieira, Isabel (3)

Buchholz, Manuel (3)

Memmel, Christoph (3)

Cites to:

Acharya, Viral (16)

Duffie, Darrell (14)

Stulz, René (12)

Engle, Robert (11)

Norden, Lars (11)

Weber, Martin (10)

Memmel, Christoph (9)

Longstaff, Francis (9)

Pagano, Marco (8)

Pedersen, Lasse (8)

Marsh, Ian (6)

Main data

Where Yalin Gündüz has published?

Working Papers Series with more than one paper published# docs
Discussion Papers / Deutsche Bundesbank13
CFR Working Papers / University of Cologne, Centre for Financial Research (CFR)5

Recent works citing Yalin Gündüz (2023 and 2022)

YearTitle of citing document
2023Pricing 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.

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2022Modelling CDS Volatility at Different Tenures: An Application for Latin-American Countries. (2022). Romero, José ; Gamboa-Estrada, Fredy. In: Borradores de Economia. RePEc:bdr:borrec:1199.

Full description at Econpapers || Download paper

2022Wind energy is not sustainable when balanced by fossil energy. (2022). Emblemsvg, Jan. In: Applied Energy. RePEc:eee:appene:v:305:y:2022:i:c:s030626192101093x.

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2022Conditional sovereign CDS in market basket risk scenario: A dynamic vine-copula analysis. (2022). Wu, Fei ; Li, Matthew C ; Dai, Xingyu ; Xiao, Ling ; Liu, Mengmeng ; Wang, Qunwei. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000059.

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2022An empirical evaluation of alternative fundamental models of credit spreads. (2022). Headley, Adrian ; Murphy, Austin. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000904.

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2022Standardization, transparency initiatives, and liquidity in the CDS market. (2022). Daures-Lescourret, Laurence ; Fulop, Andras. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418122000106.

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2022Post-crisis regulations, market making, and liquidity in over-the-counter markets. (2022). Zhong, Zhaodong ; Wang, Xinjie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621003058.

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2023Does 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.

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2022How sovereign is sovereign credit risk? Global prices, local quantities. (2022). Tomio, Davide ; Sokolovski, Valeri ; Augustin, Patrick ; Subrahmanyam, Marti G. In: Journal of Monetary Economics. RePEc:eee:moneco:v:131:y:2022:i:c:p:92-111.

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2023Entropy, 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.

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2022Which “second-best” climate policies are best? Simulating cost-effective policy mixes for passenger vehicles. (2022). McCollum, David ; Axsen, Jonn ; Bhardwaj, Chandan. In: Resource and Energy Economics. RePEc:eee:resene:v:70:y:2022:i:c:s0928765522000367.

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2022Over-the-counter market and corporate bond market development. (2022). Gallali, Mohamed Imen ; Dabbou, Halim ; Berrich, Olfa. In: International Journal of Entrepreneurship and Small Business. RePEc:ids:ijesbu:v:47:y:2022:i:2/3:p:284-304.

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2023CDS 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.

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2022Prioritizing interdependent drivers of financial, economic, and political risks using a data-driven probabilistic approach. (2022). Emre, Mecit Can ; Qazi, Abroon. In: Risk Management. RePEc:pal:risman:v:24:y:2022:i:2:d:10.1057_s41283-022-00089-8.

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2022The Fractal Structure of CDS Spreads: Evidence from the OECD Countries. (2022). Uyar, Umut ; Balkan, Emrah. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2022:i:1:p:106-121.

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2022CDS market structure and bond spreads. (2022). Gunduz, Yalin ; Bilan, Andrada. In: Working Papers. RePEc:snb:snbwpa:2022-09.

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2022The impact of natural disasters on banks impairment flow: Evidence from Germany. (2022). Shala, Iliriana ; Schumacher, Benno. In: Discussion Papers. RePEc:zbw:bubdps:362022.

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Works by Yalin Gündüz:

YearTitleTypeCited
2019WILL GERMAN BANKS EARN THEIR COST OF CAPITAL? In: Contemporary Economic Policy.
[Full Text][Citation analysis]		article12
2017Will German banks earn their cost of capital?.(2017) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		paper
2020Identifying Empty Creditors with a Shock and Micro-Data In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2021Identifying empty creditors with a shock and micro-data.(2021) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2016A thermodynamical view on asset pricing In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
2015The common drivers of default risk In: Journal of Financial Stability.
[Full Text][Citation analysis]		article18
2012The common drivers of default risk.(2012) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		paper
2015The liquidity premium in CDS transaction prices: Do frictions matter? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article18
2015The liquidity premium in CDS transaction prices: Do frictions matter?.(2015) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		paper
2022Bank use of sovereign CDS in the Eurozone crisis: Hedging and risk incentives In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article4
2018Bank use of sovereign CDS in the eurozone crisis: Hedging and risk incentives.(2018) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2014Impacts of the financial crisis on eurozone sovereign CDS spreads In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article15
2010Viscoelastic behavior of stock indices In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article0
2007Trading Credit Default Swaps via Interdealer Brokers In: Journal of Financial Services Research.
[Full Text][Citation analysis]		article3
2014Does modeling framework matter? A comparative study of structural and reduced-form models In: Review of Derivatives Research.
[Full Text][Citation analysis]		article3
2011Does 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 another version. Agregated cites: 3		paper
2013Estimating Endogenous Liquidity Using Transaction and Order Book Information In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2012Estimating endogenous liquidity using transaction and order book information.(2012) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2011Predicting credit default swap prices with financial and pure data-driven approaches In: Quantitative Finance.
[Full Text][Citation analysis]		article5
2013Sovereign default swap market efficiency and country risk in the eurozone In: Discussion Papers.
[Full Text][Citation analysis]		paper7
2014Market transparency and the marking precision of bond mutual fund managers In: Discussion Papers.
[Full Text][Citation analysis]		paper15
2013Market transparency and the marking precision of bond mutual fund managers.(2013) In: CFR Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 15		paper
2014Market transparency and the marking precision of bond mutual fund managers.(2014) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
2020The market impact of systemic risk capital surcharges In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2017CDS and credit: Testing the small bang theory of the financial universe with micro data In: Discussion Papers.
[Full Text][Citation analysis]		paper5
2013The price impact of CDS trading In: Discussion Papers.
[Full Text][Citation analysis]		paper7
2012The price impact of CDS trading.(2012) In: CFR Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 7		paper
2013The price impact of CDS trading.(2013) In: CFR Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 7		paper
2021Lighting up the dark: Liquidity in the German corporate bond market In: Discussion Papers.
[Full Text][Citation analysis]		paper5
2018Lighting up the dark: Liquidity in the German corporate bond market.(2018) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2022CDS market structure and bond spreads In: Discussion Papers.
[Full Text][Citation analysis]		paper1
2018Mitigating counterparty risk In: Discussion Papers.
[Full Text][Citation analysis]		paper4

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