Access Statistics for Yalin Gündüz

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bank Use of Sovereign CDS in the Eurozone Crisis: Hedging and Risk Incentives 0 0 0 0 0 0 5 9
Bank use of sovereign CDS in the eurozone crisis: Hedging and risk incentives 0 0 0 35 0 3 18 166
CDS and Credit: After the Bangs Cheaper Credit Insurance, More Lending and Hedging 0 0 0 2 0 0 2 7
CDS and Credit: The Effect of the Bangs on Credit Insurance, Lending and Hedging 0 0 0 1 0 3 11 15
CDS and Credit: The Effect of the Bangs on Credit Insurance, Lending and Hedging 0 0 0 2 0 0 12 18
CDS and credit: Testing the small bang theory of the financial universe with micro data 0 0 1 57 0 1 14 104
CDS market structure and bond spreads 0 0 0 11 0 0 9 28
CDS market structure and bond spreads 0 0 0 10 0 2 13 29
Does modeling framework matter? A comparative study of structural and reduced-form models 0 0 0 37 0 1 14 153
Estimating endogenous liquidity using transaction and order book information 0 0 0 64 1 1 11 63
Identifying Empty Creditors with a Shock and Micro-Data 0 0 1 3 0 1 15 30
Identifying Empty Creditors with a Shock and Micro-Data 0 0 1 1 0 1 4 6
Identifying empty creditors with a shock and micro-data 0 0 0 5 0 0 6 17
Lighting up the dark: Liquidity in the German corporate bond market 0 0 1 21 0 1 14 45
Lighting up the dark: Liquidity in the German corporate bond market 0 0 1 54 0 0 7 158
Market transparency and the marking precision of bond mutual fund managers 0 0 0 6 0 0 5 34
Market transparency and the marking precision of bond mutual fund managers 0 0 0 4 1 1 12 58
Market transparency and the marking precision of bond mutual fund managers 0 0 0 4 0 1 33 67
Mitigating counterparty risk 0 0 0 20 0 0 5 148
Sovereign default swap market efficiency and country risk in the eurozone 0 0 0 35 0 0 8 179
The common drivers of default risk 0 0 1 36 0 0 12 275
The liquidity premium in CDS transaction prices: Do frictions matter? 0 0 0 37 0 1 14 133
The market impact of systemic risk capital surcharges 0 0 0 14 0 0 10 49
The price impact of CDS trading 0 0 0 11 0 1 11 135
The price impact of CDS trading 0 0 0 52 0 1 7 116
The price impact of CDS trading 0 0 0 31 1 1 8 97
Will German banks earn their cost of capital? 0 0 0 63 0 1 7 139
Total Working Papers 0 0 6 616 3 21 287 2,278

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A thermodynamical view on asset pricing 0 1 1 8 0 2 7 45
Bank use of sovereign CDS in the Eurozone crisis: Hedging and risk incentives 0 1 1 17 1 3 19 49
CDS and credit: The effect of the bangs on credit insurance, lending and hedging 0 0 1 1 0 2 22 23
Does modeling framework matter? A comparative study of structural and reduced-form models 0 0 2 17 0 0 19 96
Entropic characterization of Gross Domestic Product per capita (GDP) values of countries 0 1 1 6 1 3 17 31
Impacts of the financial crisis on eurozone sovereign CDS spreads 0 0 0 41 0 1 11 152
Predicting credit default swap prices with financial and pure data-driven approaches 1 1 5 18 2 2 21 53
The common drivers of default risk 0 0 0 23 0 0 7 170
The liquidity premium in CDS transaction prices: Do frictions matter? 0 0 0 10 1 3 20 85
Trading Credit Default Swaps via Interdealer Brokers 0 0 0 284 0 11 23 1,267
Viscoelastic behavior of stock indices 0 0 0 12 0 0 7 57
WILL GERMAN BANKS EARN THEIR COST OF CAPITAL? 0 0 0 8 0 1 14 69
Total Journal Articles 1 4 11 445 5 28 187 2,097

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Estimating Endogenous Liquidity Using Transaction and Order Book Information 0 0 0 0 0 0 8 11
Total Chapters 0 0 0 0 0 0 8 11

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Statistics updated 2026-08-07