Impacts of the financial crisis on eurozone sovereign CDS spreads Y Gündüz, O Kaya Journal of International Money and Finance 49, 425-442, 2014 | 60 | 2014 |
The common drivers of default risk C Memmel, Y Gündüz, P Raupach Journal of Financial Stability 16, 232-247, 2015 | 40 | 2015 |
The liquidity premium in CDS transaction prices: Do frictions matter? M Gehde-Trapp, Y Gündüz, J Nasev Journal of Banking & Finance 61, 184-205, 2015 | 36 | 2015 |
Will German banks earn their cost of capital? A Dombret, Y Gündüz, J Rocholl Contemporary Economic Policy 37 (1), 156-169, 2019 | 31 | 2019 |
Predicting credit default swap prices with financial and pure data-driven approaches Y Gündüz, M Uhrig-Homburg Quantitative Finance 11 (12), 1709-1727, 2011 | 31 | 2011 |
Trading credit default swaps via interdealer brokers Y Gündüz, T Lüdecke, M Uhrig-Homburg Journal of Financial Services Research 32, 141-159, 2007 | 29 | 2007 |
Bank use of sovereign CDS in the Eurozone crisis: Hedging and risk incentives VV Acharya, Y Gündüz, TC Johnson Journal of Financial Intermediation 50, 100964, 2022 | 27 | 2022 |
CDS and credit: Testing the small bang theory of the financial universe with micro data Y Gündüz, S Ongena, G Tumer-Alkan, Y Yu Bundesbank Discussion Paper, 2017 | 23 | 2017 |
Sovereign default swap market efficiency and country risk in the Eurozone Y Gündüz, O Kaya Bundesbank Discussion Paper, 2013 | 23 | 2013 |
Does modeling framework matter? A comparative study of structural and reduced-form models Y Gündüz, M Uhrig-Homburg Review of Derivatives Research 17, 39-78, 2014 | 22 | 2014 |
Mitigating counterparty risk Y Gündüz Available at SSRN 2654591, 2021 | 18 | 2021 |
The price impact of CDS trading Y Gündüz, J Nasev, M Trapp Bundesbank Discussion Paper, 2013 | 17 | 2013 |
Lighting up the dark: liquidity in the German corporate bond market Y Gündüz, G Ottonello, L Pelizzon, M Schneider, MG Subrahmanyam SAFE Working Paper, 2018 | 12 | 2018 |
A thermodynamical view on asset pricing G Gündüz, Y Gündüz International Review of Financial Analysis 47, 310-327, 2016 | 6 | 2016 |
Viscoelastic behavior of stock indices G Gündüz, Y Gündüz Physica A: Statistical Mechanics and its Applications 389 (24), 5776-5784, 2010 | 6 | 2010 |
CDS and Credit: The Effect of the Bangs on Credit Insurance, Lending and Hedging Y Gündüz, S Ongena, G Tumer-Alkan, Y Yu Swiss Finance Institute Research Paper, 2022 | 5 | 2022 |
Testing the small bang theory of the financial universe from bank-firm exposures to changes in CDS trading and credit Y Gündüz, S Ongena, G Tumer-Alkan, Y Yu Available at SSRN 2607909, 2015 | 5 | 2015 |
The common drivers of default risk C Memmel, Y Gündüz, P Raupach Bundesbank Discussion Paper, 2012 | 5 | 2012 |
Identifying empty creditors with a shock and micro-data H Degryse, Y Gündüz, K O'Flynn, S Ongena CEPR Discussion Paper No. DP16773, 2021 | 4 | 2021 |
The market impact of systemic risk capital surcharges Y Gündüz Deutsche Bundesbank discussion paper, 2020 | 4 | 2020 |