{"id":402,"date":"2021-01-19T05:55:32","date_gmt":"2021-01-19T07:55:32","guid":{"rendered":"https:\/\/yalingunduzcom.wordpress.com\/?page_id=402"},"modified":"2022-01-05T07:33:56","modified_gmt":"2022-01-05T07:33:56","slug":"publications","status":"publish","type":"page","link":"https:\/\/yalingunduz.com\/index.php\/publications\/","title":{"rendered":"Publications"},"content":{"rendered":"\n<ul class=\"wp-block-list\"><li>Dombret, Andreas,&nbsp;<strong>Yalin G\u00fcnd\u00fcz<\/strong>, J\u00f6rg Rocholl (2019) \u201cWill German Banks earn their cost of capital?\u201d,&nbsp;<em>Contemporary Economic Policy<\/em>, Vol. 37(1), pp. 156-169.<\/li><li>G\u00fcnd\u00fcz, G\u00fcng\u00f6r and&nbsp;<strong>Yalin G\u00fcnd\u00fcz<\/strong>&nbsp;(2016) \u201cA Thermodynamical View on Asset Pricing\u201d,&nbsp;<em>International Review of Financial Analysis<\/em>, Vol. 47, pp. 310-327.<\/li><li>Gehde-Trapp, Monika,&nbsp;<strong>Yalin G\u00fcnd\u00fcz<\/strong>&nbsp;and Julia Nasev (2015), \u201cThe Liquidity Premium in&nbsp;CDSTransaction Prices: Do Frictions Matter?\u201d,&nbsp;<em>Journal of Banking &amp; Finance<\/em>, Vol. 61, 184-205.<\/li><li>Memmel, Christoph,&nbsp;<strong>Yalin G\u00fcnd\u00fcz<\/strong>&nbsp;and Peter Raupach (2015) \u201cThe Common Drivers of Default Risk\u201d,&nbsp;<em>Journal of Financial Stability<\/em>, Vol. 16, pp. 232-247.Cici, Gjergji, Scott Gibson,&nbsp;<strong>Yalin G\u00fcnd\u00fcz<\/strong>&nbsp;and John J. Merrick Jr. (2015) \u201cMarket Transparency and the Marking Precision of Bond Mutual Fund Managers\u201d,&nbsp;<em>Journal of Portfolio Management,&nbsp;<\/em>Vol. 41(2),&nbsp;pp.126-137.<\/li><li><strong>G\u00fcnd\u00fcz, Yalin<\/strong>&nbsp;and Orcun Kaya (2014) \u201cImpacts of the Financial Crisis on Eurozone Sovereign CDS Spreads\u201d,&nbsp;<em>Journal of International Money and Finance<\/em>, Vol. 49, pp. 425-442.<\/li><li><strong>G\u00fcnd\u00fcz, Yalin<\/strong>&nbsp;and Marliese Uhrig-Homburg (2014) \u201cDoes Modeling Framework Matter? A Comparative Study of Structural and Reduced-Form Models\u201d,&nbsp;<em>Review of Derivatives Research<\/em>, Vol. 17, pp. 39-78.<\/li><li>Durand, Philippe,&nbsp;<strong>Yalin G\u00fcnd\u00fcz<\/strong>&nbsp;and Isabelle Thomazeau (2013) \u201cEstimating Endogenous Liquidity Using Transaction and Order Book Information, in: J. Batten, P. MacKay, N. Wagner (eds.),&nbsp;<em>Advances in Financial Risk Management-Corporates, Intermediaries and Portfolios<\/em>, Palgrave MacMillan.<\/li><li><strong>G\u00fcnd\u00fcz, Yalin<\/strong>&nbsp;and Marliese Uhrig-Homburg (2011) \u201cPredicting Credit Default Swap Prices with Financial and Pure Data-Driven Approaches\u201d&nbsp;<em>Quantitative Finance<\/em>&nbsp;Vol. 11, 1709-1727.<\/li><li>G\u00fcnd\u00fcz, G\u00fcng\u00f6r and<strong>&nbsp;Yalin<\/strong>&nbsp;<strong>G\u00fcnd\u00fcz&nbsp;<\/strong>(2010) \u201cViscoelastic Behavior of Stock Indices\u201d&nbsp;<em>Physica A: Statistical Mechanics and its Applications<\/em>&nbsp;Vol. 389, 5776 &#8211; 5784.<\/li><li><strong>G\u00fcnd\u00fcz<\/strong>,<strong>&nbsp;Yalin<\/strong>, Torsten Luedecke, and Marliese Uhrig-Homburg (2007) \u201cTrading Credit Default Swaps via Interdealer Brokers\u201d&nbsp;<em>Journal of Financial Services Research<\/em>&nbsp;Vol. 32, 141-159.<\/li><li><strong>G\u00fcnd\u00fcz, Yalin,&nbsp;<\/strong>Marliese Uhrig-Homburg, and Detlef Seese (2006) \u201cUtilizing Financial Models in Market Design: The Search for a Benchmark Model\u201d In: T. Dreier, R. Studer, C. Weinhardt (Eds.),&nbsp;<em>Information Management and Market Engineering<\/em>, pp. 165-176, Universit\u00e4tsverlag Karlsruhe.&nbsp;<\/li><li>Kunze, Yalin and&nbsp;<strong>Yalin<\/strong>&nbsp;<strong>G\u00fcnd\u00fcz&nbsp;<\/strong>(2006) \u201cDecision Patterns and Information Availability in the Beer Distribution Game\u201d.&nbsp;<em>Proceedings of the 24. International System Dynamics Conference<\/em>, Nijmegen, Netherlands, 2006.<\/li><li><strong>G\u00fcnd\u00fcz, Yalin<\/strong>&nbsp;and Alper Alsan (2004) \u201cA System Dynamics Approach to Modelling Business-to-Business Markets \u2013 Case of Siemens\u201d.&nbsp;<em>Proceedings of the 22. International System Dynamics Conference<\/em>, Oxford, England, 2004.&nbsp;<br>\n<p>&nbsp;<\/p>\n<\/li><\/ul>\n\n\n\n\n\n<p class=\"wp-block-paragraph\">&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Dombret, Andreas,&nbsp;Yalin G\u00fcnd\u00fcz, J\u00f6rg Rocholl (2019) \u201cWill German Banks earn their cost of capital?\u201d,&nbsp;Contemporary Economic Policy, Vol. 37(1), pp. 156-169. G\u00fcnd\u00fcz, G\u00fcng\u00f6r and&nbsp;Yalin G\u00fcnd\u00fcz&nbsp;(2016) \u201cA Thermodynamical View on Asset Pricing\u201d,&nbsp;International Review of Financial Analysis, Vol. 47, pp. 310-327. Gehde-Trapp, Monika,&nbsp;Yalin G\u00fcnd\u00fcz&nbsp;and Julia Nasev (2015), \u201cThe Liquidity Premium in&nbsp;CDSTransaction Prices: Do Frictions Matter?\u201d,&nbsp;Journal of Banking &amp; [&hellip;]<\/p>\n","protected":false},"author":2,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"template-fullwidth.php","meta":{"footnotes":""},"class_list":["post-402","page","type-page","status-publish","hentry","post-preview"],"jetpack_sharing_enabled":true,"_links":{"self":[{"href":"https:\/\/yalingunduz.com\/index.php\/wp-json\/wp\/v2\/pages\/402","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/yalingunduz.com\/index.php\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/yalingunduz.com\/index.php\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/yalingunduz.com\/index.php\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/yalingunduz.com\/index.php\/wp-json\/wp\/v2\/comments?post=402"}],"version-history":[{"count":1,"href":"https:\/\/yalingunduz.com\/index.php\/wp-json\/wp\/v2\/pages\/402\/revisions"}],"predecessor-version":[{"id":479,"href":"https:\/\/yalingunduz.com\/index.php\/wp-json\/wp\/v2\/pages\/402\/revisions\/479"}],"wp:attachment":[{"href":"https:\/\/yalingunduz.com\/index.php\/wp-json\/wp\/v2\/media?parent=402"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}