Ters, K., & Urban, J. (2018). Intraday dynamics of credit risk contagion before and during the euro area sovereign debt crisis: Evidence from central Europe. International Review of Economics and Finance, 2018, 123-142.
Ters, K., & Urban, J. (2018). Estimating unknown arbitrage costs: evidence from a three-regime threshold vector error correction model. Olten: Bank for International Settlements Working Papers.
Gyntelberg, J., Hördahl, P., Ters, K., & Urban, J. (2018). Price discovery in euro area sovereign credit markets and the ban on naked CDS. Journal of Banking and Finance, 2018, 106–125.
Ters, K., & Urban, J. (2018). Intraday dynamics of credit risk contagion before and during the euro area sovereign debt crisis: Evidence from central Europe. International Review of Economics and Finance, 2018, 123–142.
Ters, K., & Urban, J. (2018). Estimating unknown arbitrage costs: evidence from a three-regime threshold vector error correction model. Olten: Bank for International Settlements.
