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 4 5 9
Bank use of sovereign CDS in the eurozone crisis: Hedging and risk incentives 0 0 0 35 0 5 11 156
CDS and Credit: After the Bangs Cheaper Credit Insurance, More Lending and Hedging 0 0 0 2 0 1 3 7
CDS and Credit: The Effect of the Bangs on Credit Insurance, Lending and Hedging 0 0 0 1 0 5 8 12
CDS and Credit: The Effect of the Bangs on Credit Insurance, Lending and Hedging 0 0 0 2 1 10 11 17
CDS and credit: Testing the small bang theory of the financial universe with micro data 0 0 0 56 0 6 10 100
CDS market structure and bond spreads 0 0 0 10 1 7 10 25
CDS market structure and bond spreads 0 0 0 11 0 9 9 28
Does modeling framework matter? A comparative study of structural and reduced-form models 0 0 0 37 0 4 6 144
Estimating endogenous liquidity using transaction and order book information 0 0 0 64 0 5 7 59
Identifying Empty Creditors with a Shock and Micro-Data 0 0 1 1 0 1 2 4
Identifying Empty Creditors with a Shock and Micro-Data 0 0 1 3 0 6 8 23
Identifying empty creditors with a shock and micro-data 0 0 0 5 2 5 7 17
Lighting up the dark: Liquidity in the German corporate bond market 0 1 2 21 2 6 8 38
Lighting up the dark: Liquidity in the German corporate bond market 1 1 1 54 1 2 6 156
Market transparency and the marking precision of bond mutual fund managers 0 0 0 4 0 26 30 64
Market transparency and the marking precision of bond mutual fund managers 0 0 0 4 1 5 9 54
Market transparency and the marking precision of bond mutual fund managers 0 0 0 6 1 3 4 33
Mitigating counterparty risk 0 0 0 20 0 3 6 147
Sovereign default swap market efficiency and country risk in the eurozone 0 0 0 35 1 3 7 177
The common drivers of default risk 0 0 0 35 1 7 9 271
The liquidity premium in CDS transaction prices: Do frictions matter? 0 0 0 37 3 7 9 128
The market impact of systemic risk capital surcharges 0 0 0 14 1 3 6 45
The price impact of CDS trading 0 0 0 11 4 9 9 133
The price impact of CDS trading 0 0 0 52 0 2 3 112
The price impact of CDS trading 0 0 0 31 1 3 5 94
Will German banks earn their cost of capital? 0 0 0 63 0 2 6 138
Total Working Papers 1 2 5 614 20 149 214 2,191

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 0 0 7 0 3 3 41
Bank use of sovereign CDS in the Eurozone crisis: Hedging and risk incentives 0 0 2 16 2 7 16 43
CDS and credit: The effect of the bangs on credit insurance, lending and hedging 0 0 0 0 4 10 14 14
Does modeling framework matter? A comparative study of structural and reduced-form models 0 0 2 17 0 4 18 93
Entropic characterization of Gross Domestic Product per capita (GDP) values of countries 0 0 0 5 1 4 5 19
Impacts of the financial crisis on eurozone sovereign CDS spreads 0 0 0 41 0 5 7 148
Predicting credit default swap prices with financial and pure data-driven approaches 1 2 4 16 2 10 15 46
The common drivers of default risk 0 0 0 23 0 6 7 169
The liquidity premium in CDS transaction prices: Do frictions matter? 0 0 0 10 2 5 13 77
Trading Credit Default Swaps via Interdealer Brokers 0 0 0 284 1 8 10 1,253
Viscoelastic behavior of stock indices 0 0 0 12 0 3 6 56
WILL GERMAN BANKS EARN THEIR COST OF CAPITAL? 0 0 0 8 0 6 8 63
Total Journal Articles 1 2 8 439 12 71 122 2,022

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 6 7 9
Total Chapters 0 0 0 0 0 6 7 9

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Statistics updated 2026-03-04