7
H index
6
i10 index
151
Citations
Yalin Gündüz : Citation Profile
Deutsche Bundesbank | RESEARCH PRODUCTION: 11 Articles 23 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
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:
|
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 (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Equity Premium Prediction: Taking into Account the Role of Long, even Asymmetric, Swings in Stock Market Behavior. (2025). Ausloos, Marcel ; Un, Kuok Sin. In: Papers. RePEc:arx:papers:2509.10483. Full description at Econpapers || Download paper |
| 2024 | Why do banks use credit default swaps (CDS)? A systematic review. (2024). , Tabassum ; Yameen, Mohammad. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:201-231. Full description at Econpapers || Download paper |
| 2024 | Frontier markets sovereign risk: New evidence from spatial econometric models. (2024). Telila, Henok Fasil. In: French Stata Users' Group Meetings 2024. RePEc:boc:fsug24:10. Full description at Econpapers || Download paper |
| 2025 | The impact of global shocks on sovereign risk: Role of domestic factors. (2025). Inoguchi, Masahiro. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:2:s0939362524000992. Full description at Econpapers || Download paper |
| 2025 | CDS and credit: The effect of the bangs on credit insurance, lending and hedging. (2025). Ongena, Steven ; Tmer-Alkan, Gnseli ; Gndz, Yalin ; Yu, Yuejuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000052. Full description at Econpapers || Download paper |
| 2025 | Modeling optimal strategies in CDS markets: The role of creditor-issuer dynamics. (2025). Kong, Mingyuan ; Banerjee, Suman. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002571. Full description at Econpapers || Download paper |
| 2024 | Recent evidence on the sovereign-bank nexus in the euro area. (2024). Pancaro, Cosimo ; Bochmann, Paul ; Kagerer, Benedikt. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011371. Full description at Econpapers || Download paper |
| 2024 | The effect of economic and political uncertainty on sovereign CDS spreads. (2024). Pan, Wei-Fong ; Xiao, Yaqing ; Wang, Xinjie ; Xu, Weike ; Zhang, Jinfan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:143-155. Full description at Econpapers || Download paper |
| 2024 | The asymmetric response of sovereign credit default swaps spreads to risk aversion, investor sentiment and monetary policy shocks. (2024). Haddou, Samira. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:244-272. Full description at Econpapers || Download paper |
| 2024 | Pricing transition risk with a jump-diffusion credit risk model: evidences from the CDS market. (2024). Smaniotto, Elia ; Radi, Davide ; Livieri, Giulia. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:123650. Full description at Econpapers || Download paper |
| 2025 | Effect of the GSIB surcharge on the systemic risk posed by the activities of GSIBs. (2025). Migueis, Marco ; Peirce, Sydney. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-29. Full description at Econpapers || Download paper |
| 2024 | The diabolic loop between sovereign and banking risk in the euro area. (2024). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta. In: IREA Working Papers. RePEc:ira:wpaper:202406. Full description at Econpapers || Download paper |
| 2024 | A two-factor structural model for valuing corporate securities. (2024). Cherif, Rim ; Ben-Abdellatif, Malek ; Ben-Ameur, Hatem ; Remillard, Bruno. In: Review of Derivatives Research. RePEc:kap:revdev:v:27:y:2024:i:2:d:10.1007_s11147-024-09203-2. Full description at Econpapers || Download paper |
| 2024 | Cross-border spillovers in G20 sovereign CDS markets: cluster analysis based on K-means machine learning algorithm and TVP–VAR models. (2024). Chen, Zhizhen ; Sun, Boyang ; Shi, Guifen. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02628-6. Full description at Econpapers || Download paper |
| 2024 | Is nobody interested in the future of banks? a scoping literature review on the state of the debate. (2024). Hubenbecker, Ulf. In: Management Review Quarterly. RePEc:spr:manrev:v:74:y:2024:i:3:d:10.1007_s11301-023-00334-8. Full description at Econpapers || Download paper |
| 2024 | Late payments on mortgage loans and unemployment: Evidence from a German household panel. (2024). Vogel, Edgar ; Mhlmann, Axel. In: Technical Papers. RePEc:zbw:bubtps:308093. Full description at Econpapers || Download paper |
| 2024 | The Zero Lower Bound on Household Deposit Rates: Not As Binding As We Thought. (2024). Ulbing, Philipp. In: VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges. RePEc:zbw:vfsc24:302353. Full description at Econpapers || Download paper |
| 2025 | When unemployment hits mortgage loans. (2025). Vogel, Edgar ; Mhlmann, Axel. In: VfS Annual Conference 2025 (Cologne): Revival of Industrial Policy. RePEc:zbw:vfsc25:325418. 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 | 1 |
| 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: 1 | 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 | 21 |
| 2012 | The common drivers of default risk.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2015 | The liquidity premium in CDS transaction prices: Do frictions matter? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 18 |
| 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: 18 | 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 | 10 |
| 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: 10 | paper | |
| 2014 | Impacts of the financial crisis on eurozone sovereign CDS spreads In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 22 |
| 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 | 1 |
| 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 | 5 |
| 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: 5 | 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 | 1 |
| 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 | 5 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team