Ters, K., & Urban, J. (2020). Estimating unknown arbitrage costs: evidence from a 3-regime threshold vector error correction model. Journal of Financial Markets, 47(100503). https://doi.org/10.1016/J.FINMAR.2019.07.002

Gyntelberg, J., Hördahl, P., Ters, K., & Urban, J. (2018). Price discovery in euro area sovereign credit markets and the ban on naked CDS. Journal of Banking & Finance, 96, 106–125. https://doi.org/10.1016/j.jbankfin.2018.08.008

Ters, K., & Urban, J. (2018). Intraday dynamics of credit risk contagion before and during the euro area sovereign debt crisis: Evidence from central Europe. International Review of Economics & Finance, 54, 123–142. https://doi.org/10.1016/J.IREF.2017.08.002

Ters, K., Gyntelberg, J., Hoerdahl, P., & Urban, J. (2017, April 26). Arbitrage costs and the persistent non-zero CDS-bond basis: evidence from intraday euro area sovereign debt markets. Bank for International Settlements Working Paper, 631, 1–41. http://hdl.handle.net/11654/24899

Ters, K., & Ferrari, M. (2017). The benefits of using large high frequency financial datasets for empirical analyses: Two applied cases. In B. Tissot (Ed.), Statistical implications of the new financial landscape : Proceedings of the Eighth IFC Conference, Basel, 8–9 September 2016 (pp. 753–774). Bank for International Settlements. http://hdl.handle.net/11654/24900

Ters, K., Komarek, L., & Urban, J. (2016, July). Intraday dynamics of euro area sovereign credit risk contagion. Bank for International Settlements Working Paper, 573, 1–35. http://hdl.handle.net/11654/24355

Ters, K., Komarek, L., & Urban, J. (2016). Intraday Dynamics of Euro Area Sovereign Credit Risk Contagion. Czech National Bank Working Paper Series, 4, 1–40. http://hdl.handle.net/11654/24354

Ters, K., Hoerdahl, P., Gyntelberg, J., & Urban, J. (2013, September). Intraday dynamics of euro area sovereign CDS and bonds. Bank for International Settlements Working Paper, 423, 1–82. http://hdl.handle.net/11654/24901