- Dombret, Andreas, Yalin Gündüz, Jörg Rocholl (2019) “Will German Banks earn their cost of capital?”, Contemporary Economic Policy, Vol. 37(1), pp. 156-169.
- Gündüz, Güngör and Yalin Gündüz (2016) “A Thermodynamical View on Asset Pricing”, International Review of Financial Analysis, Vol. 47, pp. 310-327.
- Gehde-Trapp, Monika, Yalin Gündüz and Julia Nasev (2015), “The Liquidity Premium in CDSTransaction Prices: Do Frictions Matter?”, Journal of Banking & Finance, Vol. 61, 184-205.
- Memmel, Christoph, Yalin Gündüz and Peter Raupach (2015) “The Common Drivers of Default Risk”, Journal of Financial Stability, Vol. 16, pp. 232-247.Cici, Gjergji, Scott Gibson, Yalin Gündüz and John J. Merrick Jr. (2015) “Market Transparency and the Marking Precision of Bond Mutual Fund Managers”, Journal of Portfolio Management, Vol. 41(2), pp.126-137.
- Gündüz, Yalin and Orcun Kaya (2014) “Impacts of the Financial Crisis on Eurozone Sovereign CDS Spreads”, Journal of International Money and Finance, Vol. 49, pp. 425-442.
- Gündüz, Yalin and Marliese Uhrig-Homburg (2014) “Does Modeling Framework Matter? A Comparative Study of Structural and Reduced-Form Models”, Review of Derivatives Research, Vol. 17, pp. 39-78.
- Durand, Philippe, Yalin Gündüz and Isabelle Thomazeau (2013) “Estimating Endogenous Liquidity Using Transaction and Order Book Information, in: J. Batten, P. MacKay, N. Wagner (eds.), Advances in Financial Risk Management-Corporates, Intermediaries and Portfolios, Palgrave MacMillan.
- Gündüz, Yalin and Marliese Uhrig-Homburg (2011) “Predicting Credit Default Swap Prices with Financial and Pure Data-Driven Approaches” Quantitative Finance Vol. 11, 1709-1727.
- Gündüz, Güngör and Yalin Gündüz (2010) “Viscoelastic Behavior of Stock Indices” Physica A: Statistical Mechanics and its Applications Vol. 389, 5776 – 5784.
- Gündüz, Yalin, Torsten Luedecke, and Marliese Uhrig-Homburg (2007) “Trading Credit Default Swaps via Interdealer Brokers” Journal of Financial Services Research Vol. 32, 141-159.
- Gündüz, Yalin, Marliese Uhrig-Homburg, and Detlef Seese (2006) “Utilizing Financial Models in Market Design: The Search for a Benchmark Model” In: T. Dreier, R. Studer, C. Weinhardt (Eds.), Information Management and Market Engineering, pp. 165-176, Universitätsverlag Karlsruhe.
- Kunze, Yalin and Yalin Gündüz (2006) “Decision Patterns and Information Availability in the Beer Distribution Game”. Proceedings of the 24. International System Dynamics Conference, Nijmegen, Netherlands, 2006.
- Gündüz, Yalin and Alper Alsan (2004) “A System Dynamics Approach to Modelling Business-to-Business Markets – Case of Siemens”. Proceedings of the 22. International System Dynamics Conference, Oxford, England, 2004.