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Items where City Author is "Kapar, Burcu"

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Number of items: 5.

Article

Iori, G., Kapar, B. and Olmo, J. (2015). Bank characteristics and the interbank money market: a distributional approach. Studies In Nonlinear Dynamics And Econometrics, 19(3), pp. 249-283. doi: 10.1515/snde-2014-0030

Iori, G., Gabbi, G., Germano, G., Hatzopoulos, V., Kapar, B. and Politi, M. (2014). Market microstructure, banks' behaviour, and interbank spreads. Working paper,

Monograph

Iori, G., Kapar, B. and Olmo, J. (2012). The Cross-Section of Interbank Rates: A Nonparametric Empirical Investigation (Report No. 12/03). London, UK: Department of Economics, City University London.

Kapar, B. and Olmo, J. (2011). The determinants of credit default swap spreads in the presence of structural breaks and counterparty risk (Report No. 11/02). London, UK: Department of Economics, City University London.

Thesis

Kapar, B. (2013). The effects of 2007-2008 crisis on the CDS and the interbank markets: Empirical investigations. (Unpublished Doctoral thesis, City University London)

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