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 3 5 9
Bank use of sovereign CDS in the eurozone crisis: Hedging and risk incentives 0 0 0 35 1 6 12 157
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 0 3 8 12
CDS and Credit: The Effect of the Bangs on Credit Insurance, Lending and Hedging 0 0 0 2 0 7 11 17
CDS and credit: Testing the small bang theory of the financial universe with micro data 1 1 1 57 2 7 12 102
CDS market structure and bond spreads 0 0 0 11 0 6 9 28
CDS market structure and bond spreads 0 0 0 10 1 8 11 26
Does modeling framework matter? A comparative study of structural and reduced-form models 0 0 0 37 3 6 9 147
Estimating endogenous liquidity using transaction and order book information 0 0 0 64 1 3 8 60
Identifying Empty Creditors with a Shock and Micro-Data 0 0 1 3 0 4 8 23
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 0 5 0 5 7 17
Lighting up the dark: Liquidity in the German corporate bond market 0 0 2 21 0 5 8 38
Lighting up the dark: Liquidity in the German corporate bond market 0 1 1 54 1 3 7 157
Market transparency and the marking precision of bond mutual fund managers 0 0 0 4 0 6 30 64
Market transparency and the marking precision of bond mutual fund managers 0 0 0 4 0 4 9 54
Market transparency and the marking precision of bond mutual fund managers 0 0 0 6 0 2 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 0 2 7 177
The common drivers of default risk 0 0 0 35 0 4 9 271
The liquidity premium in CDS transaction prices: Do frictions matter? 0 0 0 37 0 7 9 128
The market impact of systemic risk capital surcharges 0 0 0 14 3 6 9 48
The price impact of CDS trading 0 0 0 31 0 3 5 94
The price impact of CDS trading 0 0 0 52 0 2 3 112
The price impact of CDS trading 0 0 0 11 1 10 10 134
Will German banks earn their cost of capital? 0 0 0 63 0 2 6 138
Total Working Papers 1 2 6 615 13 118 227 2,204


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 2 3 41
Bank use of sovereign CDS in the Eurozone crisis: Hedging and risk incentives 0 0 1 16 1 7 16 44
CDS and credit: The effect of the bangs on credit insurance, lending and hedging 1 1 1 1 4 11 18 18
Does modeling framework matter? A comparative study of structural and reduced-form models 0 0 2 17 0 4 16 93
Entropic characterization of Gross Domestic Product per capita (GDP) values of countries 0 0 0 5 4 8 9 23
Impacts of the financial crisis on eurozone sovereign CDS spreads 0 0 0 41 1 3 8 149
Predicting credit default swap prices with financial and pure data-driven approaches 0 2 3 16 1 8 15 47
The common drivers of default risk 0 0 0 23 0 5 7 169
The liquidity premium in CDS transaction prices: Do frictions matter? 0 0 0 10 3 8 15 80
Trading Credit Default Swaps via Interdealer Brokers 0 0 0 284 1 7 11 1,254
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 1 4 9 64
Total Journal Articles 1 3 7 440 16 70 133 2,038


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 4 6 9
Total Chapters 0 0 0 0 0 4 6 9


Statistics updated 2026-04-09