Items where City Author is "Kapar, Burcu"
Alfarno, S., Banal-Estanol, A., Camacho, E. , Iori, G. ORCID: 0000-0001-9443-9353, Kapar, B. & Rahi, R. (2024). Centralized vs Decentralized Markets: The Role of Connectivity. City, University of London.
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
Kapar, B. (2013). The effects of 2007-2008 crisis on the CDS and the interbank markets: Empirical investigations. (Unpublished Doctoral thesis, City University London)
Iori, G., Kapar, B. & Olmo, J. (2012). The Cross-Section of Interbank Rates: A Nonparametric Empirical Investigation (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 (11/02). London, UK: Department of Economics, City University London.