Yalin Gündüz : Citation Profile


Are you Yalin Gündüz?

Deutsche Bundesbank

7

H index

5

i10 index

135

Citations

RESEARCH PRODUCTION:

11

Articles

23

Papers

1

Chapters

RESEARCH ACTIVITY:

   16 years (2007 - 2023). See details.
   Cites by year: 8
   Journals where Yalin Gündüz has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 16 (10.6 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgn13
   Updated: 2024-11-04    RAS profile: 2024-07-05    
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Relations with other researchers


Works with:

Ongena, Steven (3)

bilan, andrada (2)

Degryse, Hans (2)

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

Is cited by:

Shachar, Or (5)

Boyarchenko, Nina (5)

Silva, Paulo (5)

Zhong, Zhaodong (5)

Czech, Robert (4)

de Roure, Calebe (4)

Pelizzon, Loriana (4)

Schmidt, Kirsten (3)

Vieira, Carlos (3)

Buchholz, Manuel (3)

Vieira, Isabel (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)

Pedersen, Lasse (8)

Pagano, Marco (8)

Bessembinder, Hendrik (6)

Main data


Where Yalin Gündüz has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications2

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
Swiss Finance Institute Research Paper Series / Swiss Finance Institute2

Recent works citing Yalin Gündüz (2024 and 2023)


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.

Full description at Econpapers || Download paper

2023Frontier 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

2023The 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.

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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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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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2024The 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.

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2023Tunisian 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.

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2024The 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.

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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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2023Intermediation 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.

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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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article14
2017Will German banks earn their cost of capital?.(2017) In: Discussion Papers.
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This paper has nother version. Agregated cites: 14
paper
2020Identifying Empty Creditors with a Shock and Micro-Data In: Swiss Finance Institute Research Paper Series.
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paper0
2021Identifying empty creditors with a shock and micro-data.(2021) In: Discussion Papers.
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This paper has nother version. Agregated cites: 0
paper
2023CDS and Credit: The Effect of the Bangs on Credit Insurance, Lending and Hedging 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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article1
2015The common drivers of default risk In: Journal of Financial Stability.
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article19
2012The common drivers of default risk.(2012) In: Discussion Papers.
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This paper has nother version. Agregated cites: 19
paper
2015The liquidity premium in CDS transaction prices: Do frictions matter? In: Journal of Banking & Finance.
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article17
2015The liquidity premium in CDS transaction prices: Do frictions matter?.(2015) In: CFR Working Papers.
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This paper has nother version. Agregated cites: 17
paper
2022Bank use of sovereign CDS in the Eurozone crisis: Hedging and risk incentives In: Journal of Financial Intermediation.
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article5
2018Bank use of sovereign CDS in the eurozone crisis: Hedging and risk incentives.(2018) In: Discussion Papers.
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This paper has nother version. Agregated cites: 5
paper
2014Impacts of the financial crisis on eurozone sovereign CDS spreads In: Journal of International Money and Finance.
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article19
2010Viscoelastic behavior of stock indices In: Physica A: Statistical Mechanics and its Applications.
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article0
2022Entropic characterization of Gross Domestic Product per capita (GDP) values of countries 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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article5
2014Does modeling framework matter? A comparative study of structural and reduced-form models In: Review of Derivatives Research.
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article4
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 nother version. Agregated cites: 4
paper
2013Estimating Endogenous Liquidity Using Transaction and Order Book Information In: Palgrave Macmillan Books.
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chapter0
2012Estimating endogenous liquidity using transaction and order book information.(2012) In: Discussion Papers.
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This paper has nother version. Agregated cites: 0
paper
2022CDS market structure and bond spreads In: Working Papers.
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paper1
2022CDS market structure and bond spreads.(2022) In: Discussion Papers.
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This paper has nother version. Agregated cites: 1
paper
2011Predicting credit default swap prices with financial and pure data-driven approaches In: Quantitative Finance.
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article5
2013Sovereign default swap market efficiency and country risk in the eurozone In: Discussion Papers.
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paper7
2014Market transparency and the marking precision of bond mutual fund managers In: Discussion Papers.
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paper15
2013Market 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
2014Market transparency and the marking precision of bond mutual fund managers.(2014) In: CFR Working Papers.
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This paper has nother version. Agregated cites: 15
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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paper5
2013The price impact of CDS trading In: Discussion Papers.
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paper7
2012The price impact of CDS trading.(2012) In: CFR Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2013The price impact of CDS trading.(2013) In: CFR Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2021Lighting up the dark: Liquidity in the German corporate bond market In: Discussion Papers.
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paper7
2018Lighting 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
2018Mitigating counterparty risk In: Discussion Papers.
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paper4

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