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 2 2 7 11
Bank use of sovereign CDS in the eurozone crisis: Hedging and risk incentives 0 0 0 35 0 1 17 166
CDS and Credit: After the Bangs Cheaper Credit Insurance, More Lending and Hedging 0 0 0 2 1 1 2 8
CDS and Credit: The Effect of the Bangs on Credit Insurance, Lending and Hedging 0 0 0 2 0 0 11 18
CDS and Credit: The Effect of the Bangs on Credit Insurance, Lending and Hedging 0 0 0 1 1 1 12 16
CDS and credit: Testing the small bang theory of the financial universe with micro data 0 0 1 57 0 0 13 104
CDS market structure and bond spreads 0 0 0 10 1 1 14 30
CDS market structure and bond spreads 0 0 0 11 1 1 10 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 2 12 64
Identifying Empty Creditors with a Shock and Micro-Data 0 0 1 3 1 1 16 31
Identifying Empty Creditors with a Shock and Micro-Data 0 0 1 1 1 1 5 7
Identifying empty creditors with a shock and micro-data 0 0 0 5 1 1 7 18
Lighting up the dark: Liquidity in the German corporate bond market 0 0 1 54 0 0 6 158
Lighting up the dark: Liquidity in the German corporate bond market 0 0 1 21 1 2 15 46
Market transparency and the marking precision of bond mutual fund managers 0 0 0 4 2 2 34 69
Market transparency and the marking precision of bond mutual fund managers 0 0 0 4 1 2 13 59
Market transparency and the marking precision of bond mutual fund managers 0 0 0 6 0 0 5 34
Mitigating counterparty risk 0 0 0 20 0 0 4 148
Sovereign default swap market efficiency and country risk in the eurozone 0 0 0 35 0 0 7 179
The common drivers of default risk 0 0 1 36 0 0 11 275
The liquidity premium in CDS transaction prices: Do frictions matter? 0 0 0 37 0 0 13 133
The market impact of systemic risk capital surcharges 0 0 0 14 0 0 9 49
The price impact of CDS trading 0 0 0 31 1 2 9 98
The price impact of CDS trading 0 0 0 52 0 0 7 116
The price impact of CDS trading 0 0 0 11 0 0 11 135
Will German banks earn their cost of capital? 0 0 0 63 0 0 7 139
Total Working Papers 0 0 6 616 15 21 291 2,293

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 1 8 0 0 7 45
Bank use of sovereign CDS in the Eurozone crisis: Hedging and risk incentives 0 0 1 17 0 1 18 49
CDS and credit: The effect of the bangs on credit insurance, lending and hedging 0 0 1 1 2 2 24 25
Does modeling framework matter? A comparative study of structural and reduced-form models 0 0 2 17 27 27 45 123
Entropic characterization of Gross Domestic Product per capita (GDP) values of countries 0 0 1 6 0 1 17 31
Impacts of the financial crisis on eurozone sovereign CDS spreads 0 0 0 41 1 2 12 153
Predicting credit default swap prices with financial and pure data-driven approaches 0 1 5 18 1 3 22 54
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 0 1 19 85
Trading Credit Default Swaps via Interdealer Brokers 0 0 0 284 1 12 24 1,268
Viscoelastic behavior of stock indices 0 0 0 12 0 0 6 57
WILL GERMAN BANKS EARN THEIR COST OF CAPITAL? 0 0 0 8 0 0 14 69
Total Journal Articles 0 1 11 445 32 49 215 2,129

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 2026-09-10