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 2 9 19 165
CDS and Credit: After the Bangs Cheaper Credit Insurance, More Lending and Hedging 0 0 0 2 0 0 3 7
CDS and Credit: The Effect of the Bangs on Credit Insurance, Lending and Hedging 0 0 0 1 3 3 11 15
CDS and Credit: The Effect of the Bangs on Credit Insurance, Lending and Hedging 0 0 0 2 0 1 12 18
CDS and credit: Testing the small bang theory of the financial universe with micro data 0 1 1 57 1 4 14 104
CDS market structure and bond spreads 0 0 0 10 2 4 14 29
CDS market structure and bond spreads 0 0 0 11 0 0 9 28
Does modeling framework matter? A comparative study of structural and reduced-form models 0 0 0 37 0 8 14 152
Estimating endogenous liquidity using transaction and order book information 0 0 0 64 0 3 10 62
Identifying Empty Creditors with a Shock and Micro-Data 0 0 1 3 1 7 15 30
Identifying Empty Creditors with a Shock and Micro-Data 0 0 1 1 1 2 4 6
Identifying empty creditors with a shock and micro-data 0 0 0 5 0 0 7 17
Lighting up the dark: Liquidity in the German corporate bond market 0 0 2 21 0 6 14 44
Lighting up the dark: Liquidity in the German corporate bond market 0 0 1 54 0 2 8 158
Market transparency and the marking precision of bond mutual fund managers 0 0 0 4 1 3 33 67
Market transparency and the marking precision of bond mutual fund managers 0 0 0 4 0 3 12 57
Market transparency and the marking precision of bond mutual fund managers 0 0 0 6 0 1 5 34
Mitigating counterparty risk 0 0 0 20 0 1 5 148
Sovereign default swap market efficiency and country risk in the eurozone 0 0 0 35 0 2 9 179
The common drivers of default risk 0 1 1 36 0 4 13 275
The liquidity premium in CDS transaction prices: Do frictions matter? 0 0 0 37 1 5 14 133
The market impact of systemic risk capital surcharges 0 0 0 14 0 4 10 49
The price impact of CDS trading 0 0 0 52 1 4 7 116
The price impact of CDS trading 0 0 0 31 0 2 7 96
The price impact of CDS trading 0 0 0 11 1 2 11 135
Will German banks earn their cost of capital? 0 0 0 63 1 1 7 139
Total Working Papers 0 2 7 616 15 81 292 2,272

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 1 1 1 8 2 4 7 45
Bank use of sovereign CDS in the Eurozone crisis: Hedging and risk incentives 1 1 2 17 2 5 20 48
CDS and credit: The effect of the bangs on credit insurance, lending and hedging 0 1 1 1 2 9 23 23
Does modeling framework matter? A comparative study of structural and reduced-form models 0 0 2 17 0 3 19 96
Entropic characterization of Gross Domestic Product per capita (GDP) values of countries 1 1 1 6 2 11 16 30
Impacts of the financial crisis on eurozone sovereign CDS spreads 0 0 0 41 0 3 10 151
Predicting credit default swap prices with financial and pure data-driven approaches 0 1 4 17 0 5 19 51
The common drivers of default risk 0 0 0 23 0 1 8 170
The liquidity premium in CDS transaction prices: Do frictions matter? 0 0 0 10 2 7 19 84
Trading Credit Default Swaps via Interdealer Brokers 0 0 0 284 0 3 13 1,256
Viscoelastic behavior of stock indices 0 0 0 12 0 1 7 57
WILL GERMAN BANKS EARN THEIR COST OF CAPITAL? 0 0 0 8 1 6 14 69
Total Journal Articles 3 5 11 444 11 58 175 2,080

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 2 8 11
Total Chapters 0 0 0 0 0 2 8 11

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Statistics updated 2026-06-04