Items where City Author is "Kapar, Burcu"

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Number of items: 5.

Article

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

Monograph

Iori, G., Kapar, B. & 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. & 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 (Unpublished Doctoral thesis, City University London)

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