Prof. Dr. Kristyna Ters
Prof. Dr. Kristyna Ters
Tätigkeiten an der FHNW
- Dozentin für International Economics
- Betreuung von studentischen Arbeiten
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Keine peer-reviewed Inhalte verfügbar
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Häusler, S., & Ters, K. (2024). Price discovery in euro area sovereign credit markets: Evidence from the GIIPS countries 10 years after the implementation of the ban on naked short selling of CDS. In T. Hüttche (Ed.), Finance in crises. Financial management under uncertainty (pp. 125–140). Springer. https://doi.org/10.1007/978-3-031-48071-3_9
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Alvarez, L., & Ters, K. (2024). Evolution of sovereign risk of european G-SIBs. In T. Hüttche (Ed.), Finance in crises. Financial management under uncertainty (pp. 141–158). Springer. https://doi.org/10.1007/978-3-031-48071-3_10
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Peer-reviewedTers, 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
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Peer-reviewedGyntelberg, 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
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Peer-reviewedTers, 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
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Peer-reviewedTers, 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
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Peer-reviewedTers, 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
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Peer-reviewedTers, 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
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Peer-reviewedTers, 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
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Peer-reviewedTers, 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
Kontakt
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Prof. Dr. Kristyna Ters
- Dozentin, Institut für Finanzmanagement
- Telefonnummer
- +41 61 279 18 04 (Direkt)
- a3Jpc3R5bmEudGVyc0BmaG53LmNo
- Fachhochschule Nordwestschweiz FHNW
Hochschule für Wirtschaft
Peter Merian-Strasse 86
4052 Basel