Kristyna Ters

Kristyna Ters

Fachhochschule Nordwestschweiz - Solothurn / Switzerland
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5235405
University of Applied Sciences and Arts Northwestern Switzerland
person_outline Kristyna Ters's MOST POPULAR ARTICLES
1-) Intraday dynamics of euro area sovereign CDS and bondsJ Gyntelberg, P Hördahl, K Ters, J UrbanBIS working paper, 2013642013
2-) Arbitrage costs and the persistent non-zero cds-bond basis: Evidence from intraday euro area sovereign debt marketsJ Gyntelberg, P Hördahl, K Ters, J UrbanBIS working paper, 2017282017
3-) Price discovery in euro area sovereign credit markets and the ban on naked CDSJ Gyntelberg, P Hördahl, K Ters, J UrbanJournal of Banking & Finance 96, 106-125, 2018262018
4-) Intraday dynamics of credit risk contagion before and during the euro area sovereign debt crisis: Evidence from central EuropeK Ters, J UrbanInternational Review of Economics & Finance 54, 123-142, 2018232018
5-) Estimating unknown arbitrage costs: Evidence from a 3-regime threshold vector error correction modelK Ters, J UrbanJournal of Financial Markets 47, 100503, 2020152020