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The common drivers of default risk

Memmel, Christoph; Gündüz, Yalın; Raupach, Peter - In: Journal of financial stability 16 (2015), pp. 232-247

Persistent link: https://www.econbiz.de/10011574007

Identifying empty creditors with a shock and micro-data

Degryse, Hans; Gündüz, Yalın; O'Flynn, Kuchulain; … - 2021

Persistent link: https://www.econbiz.de/10013041117

The liquidity premium in CDS transaction prices : do frictions matter?

Gehde-Trapp, Monika; Gündüz, Yalın; Nasev, Julia - In: Journal of banking & finance 61 (2015), pp. 184-205

Persistent link: https://www.econbiz.de/10011545180

A thermodynamical view on asset pricing

Gündüz, Güngör; Gündüz, Yalın - In: International review of financial analysis 47 (2016), pp. 310-327

Persistent link: https://www.econbiz.de/10011624237

Bank use of sovereign CDS in the Eurozone crisis : hedging and risk incentives

Acharya, Viral V.; Gündüz, Yalın; Johnson, Tim - 2021

Persistent link: https://www.econbiz.de/10012667120

CDS and credit : after the bangs cheaper credit insurance, more lending and hedging

Gündüz, Yalın; Ongena, Steven; Tümer-Alkan, Günseli; … - 2021

Persistent link: https://www.econbiz.de/10012796769

Bank use of sovereign CDS in the Eurozone crisis : hedging and risk incentives

Acharya, Viral V.; Gündüz, Yalın; Johnson, Tim - In: Journal of financial intermediation 50 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013348118

Lighting up the dark : liquidity in the German corporate bond market

Gündüz, Yalın; Pelizzon, Loriana; Schneider, Michael; … - In: The journal of fixed income : JFI 33 (2023) 1, pp. 5-41

Persistent link: https://www.econbiz.de/10014310188

The common drivers of default risk

Memmel, Christoph; Gündüz, Yalin; Raupach, Peter - In: Journal of Financial Stability 16 (2015) C, pp. 232-247

Using a unique data set on German banks’ loans to the German real economy, we investigate banks’ credit risk. This data set contains the volume of loans, and write-downs on loans, per bank and industry. Our empirical study for the period 2003–2011 yields the following results: (i)...

Persistent link: https://www.econbiz.de/10011208764

Why do banks bear interest rate risk?

Memmel, Christoph - In: Schmalenbach business review : sbr 70 (2018) 3, pp. 231-253

Persistent link: https://www.econbiz.de/10011888444