Concepedia

Kristyna Ters

KT

5

Publications

100

Citations

5

H-Index

2013

Active since

Affiliations

University of Basel(Current)

Bank for International Settlements

Kristyna Ters is an author at University of Basel specializing in finance, business, and economics.

Top concepts

FinanceBusinessEconomicsGlobal FinanceAsset PricingFinancial CrisisEmpirical FinanceManagementEconometricsMacroeconomics

Publications per year

2013–2019

5

Publications

5

Intraday dynamics of euro area sovereign CDS and bonds

Kristyna Ters, Peter Hoerdahl, Jacob Gyntelberg et al. · SSRN Electronic Journal · 2013 · 29 citations · Full text

International Finance, Eurocurrency Market, Business +5

Price discovery in euro area sovereign credit markets and the ban on naked CDS

Jacob Gyntelberg, Peter Hördahl, Kristyna Ters et al. · Journal of Banking & Finance · 2018 · 24 citations

Market Microstructure, Empirical Finance, Economics +8

Intraday dynamics of credit risk contagion before and during the euro area sovereign debt crisis: Evidence from central Europe

Kristyna Ters, Jörg Urban · International Review of Economics & Finance · 2017 · 20 citations

Economics, International Finance, Macroeconomics +10

Estimating unknown arbitrage costs: Evidence from a 3-regime threshold vector error correction model

Kristyna Ters, Jörg Urban · Journal of Financial Markets · 2019 · 15 citations · Full text

Empirical Finance, Economics, Computational Finance +10

Intraday dynamics of euro area sovereign CDS and bonds

Jacob Gyntelberg, Peter Hördahl, Kristyna Ters et al. · RePEc: Research Papers in Economics · 2013 · 12 citations

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