Yalin Gündüz

Names

Identifer

Contact

Affiliations

• Deutsche Bundesbank
  • EDIRC entry
  • location:

Research profile

author of:

• Will German Banks Earn Their Cost Of Capital? (RePEc:bla:coecpo:v:37:y:2019:i:1:p:156-169)
  by Andreas Dombret & Yalin Gündüz & Jörg Rocholl
• Identifying Empty Creditors with a Shock and Micro-Data (RePEc:chf:rpseri:rp2015)
  by Hans Degryse & Yalin Gündüz & Kuchulain O'Flynn & Steven Ongena
• CDS and Credit: The Effect of the Bangs on Credit Insurance, Lending and Hedging (RePEc:chf:rpseri:rp23102)
  by Yalin Gündüz & Steven Ongena & Gunseli Tumer-Alkan & Yuejuan Yu
• Bank Use of Sovereign CDS in the Eurozone Crisis: Hedging and Risk Incentives (RePEc:cpr:ceprdp:16628)
  by Acharya, Viral & , & Johnson, Timothy
• CDS and Credit: After the Bangs Cheaper Credit Insurance, More Lending and Hedging (RePEc:cpr:ceprdp:16744)
  by Ongena, Steven & , & Tümer-Alkan, Günseli & Yu, Yuejuan
• Identifying Empty Creditors with a Shock and Micro-Data (RePEc:cpr:ceprdp:16773)
  by Degryse, Hans & , & , & Ongena, Steven
• A thermodynamical view on asset pricing (RePEc:eee:finana:v:47:y:2016:i:c:p:310-327)
  by Gündüz, Güngör & Gündüz, Yalin
• The common drivers of default risk (RePEc:eee:finsta:v:16:y:2015:i:c:p:232-247)
  by Memmel, Christoph & Gündüz, Yalin & Raupach, Peter
• The liquidity premium in CDS transaction prices: Do frictions matter? (RePEc:eee:jbfina:v:61:y:2015:i:c:p:184-205)
  by Gehde-Trapp, Monika & Gündüz, Yalin & Nasev, Julia
• Bank use of sovereign CDS in the Eurozone crisis: Hedging and risk incentives (RePEc:eee:jfinin:v:50:y:2022:i:c:s1042957322000171)
  by Acharya, Viral V. & Gündüz, Yalin & Johnson, Timothy C.
• Impacts of the financial crisis on eurozone sovereign CDS spreads (RePEc:eee:jimfin:v:49:y:2014:i:pb:p:425-442)
  by Gündüz, Yalin & Kaya, Orcun
• Viscoelastic behavior of stock indices (RePEc:eee:phsmap:v:389:y:2010:i:24:p:5776-5784)
  by Gündüz, Güngör & Gündüz, Yalin
• Entropic characterization of Gross Domestic Product per capita (GDP) values of countries (RePEc:eee:phsmap:v:603:y:2022:i:c:s0378437122005416)
  by Gündüz, Güngör & Kuzucuoğlu, Mahmut & Gündüz, Yalın
• Trading Credit Default Swaps via Interdealer Brokers (RePEc:kap:jfsres:v:32:y:2007:i:3:p:141-159)
  by Yalin Gündüz & Torsten Lüdecke & Marliese Uhrig-Homburg
• Does modeling framework matter? A comparative study of structural and reduced-form models (RePEc:kap:revdev:v:17:y:2014:i:1:p:39-78)
  by Yalin Gündüz & Marliese Uhrig-Homburg
• Estimating Endogenous Liquidity Using Transaction and Order Book Information (RePEc:pal:palchp:978-1-137-02509-8_8)
  by Philippe Durand & Yalin Gündüz & Isabelle Thomazeau
• CDS market structure and bond spreads (RePEc:snb:snbwpa:2022-09)
  by Dr. Andrada Bilan & Yalin Gündüz
• Predicting credit default swap prices with financial and pure data-driven approaches (RePEc:taf:quantf:v:11:y:2011:i:12:p:1709-1727)
  by Yalin Gündüz & Marliese Uhrig-Homburg
• Does modeling framework matter? A comparative study of structural and reduced-form models (RePEc:zbw:bubdp2:201105)
  by Gündüz, Yalin & Uhrig-Homburg, Marliese
• Will German banks earn their cost of capital? (RePEc:zbw:bubdps:012017)
  by Dombret, Andreas & Gündüz, Yalin & Rocholl, Jörg
• Sovereign default swap market efficiency and country risk in the eurozone (RePEc:zbw:bubdps:082013)
  by Gündüz, Yalin & Kaya, Orcun
• Market transparency and the marking precision of bond mutual fund managers (RePEc:zbw:bubdps:092014)
  by Cici, Gjergji & Gibson, Scott & Gündüz, Yalin & Merrick, John J.
• The market impact of systemic risk capital surcharges (RePEc:zbw:bubdps:092020)
  by Gündüz, Yalin
• CDS and credit: Testing the small bang theory of the financial universe with micro data (RePEc:zbw:bubdps:162017)
  by Gündüz, Yalin & Ongena, Steven & Tümer-Alkan, Günseli & Yu, Yuejuan
• The price impact of CDS trading (RePEc:zbw:bubdps:202013)
  by Gündüz, Yalin & Nasev, Julia & Trapp, Monika
• Lighting up the dark: Liquidity in the German corporate bond market (RePEc:zbw:bubdps:212021)
  by Gündüz, Yalin & Pelizzon, Loriana & Schneider, Michael & Subrahmanyam, Marti G.
• CDS market structure and bond spreads (RePEc:zbw:bubdps:242022)
  by Bilan, Andrada & Gündüz, Yalın
• Bank use of sovereign CDS in the eurozone crisis: Hedging and risk incentives (RePEc:zbw:bubdps:262018)
  by Acharya, Viral V. & Gündüz, Yalin & Johnson, Tim
• Estimating endogenous liquidity using transaction and order book information (RePEc:zbw:bubdps:342012)
  by Durand, Philippe & Gündüz, Yalin & Thomazeau, Isabelle
• Mitigating counterparty risk (RePEc:zbw:bubdps:352018)
  by Gündüz, Yalin
• The common drivers of default risk (RePEc:zbw:bubdps:362012)
  by Memmel, Christoph & Gündüz, Yalin & Raupach, Peter
• Identifying empty creditors with a shock and micro-data (RePEc:zbw:bubdps:452021)
  by Degryse, Hans & Gündüz, Yalin & O'Flynn, Kuchulain & Ongena, Steven
• The price impact of CDS trading (RePEc:zbw:cfrwps:1212)
  by Gündüz, Yalin & Nasev, Julia & Trapp, Monika
• The price impact of CDS trading (RePEc:zbw:cfrwps:1212r)
  by Gündüz, Yalin & Nasev, Julia & Trapp, Monika
• The liquidity premium in CDS transaction prices: Do frictions matter? (RePEc:zbw:cfrwps:1212r2)
  by Gehde-Trapp, Monika & Gündüz, Yalin & Nasev, Julia
• Market transparency and the marking precision of bond mutual fund managers (RePEc:zbw:cfrwps:1307)
  by Cici, Gjergji & Gibson, Scott & Gunduz, Yalin & Merrick, John J.
• Market transparency and the marking precision of bond mutual fund managers (RePEc:zbw:cfrwps:1307r)
  by Cici, Gjergji & Gibson, Scott & Gündüz, Yalin & Merrick, John J.
• Lighting up the dark: Liquidity in the German corporate bond market (RePEc:zbw:safewp:230)
  by Gündüz, Yalin & Ottonello, Giorgio & Pelizzon, Loriana & Schneider, Michael & Subrahmanyam, Marti G.