| Intraday dynamics of euro area sovereign CDS and bonds J Gyntelberg, P Hördahl, K Ters, J Urban BIS working paper, 2013 | 64 | 2013 |
| Arbitrage costs and the persistent non-zero cds-bond basis: Evidence from intraday euro area sovereign debt markets J Gyntelberg, P Hördahl, K Ters, J Urban BIS working paper, 2017 | 28 | 2017 |
| Price discovery in euro area sovereign credit markets and the ban on naked CDS J Gyntelberg, P Hördahl, K Ters, J Urban Journal of Banking & Finance 96, 106-125, 2018 | 26 | 2018 |
| Intraday dynamics of credit risk contagion before and during the euro area sovereign debt crisis: Evidence from central Europe K Ters, J Urban International Review of Economics & Finance 54, 123-142, 2018 | 20 | 2018 |
| Estimating unknown arbitrage costs: Evidence from a 3-regime threshold vector error correction model K Ters, J Urban Journal of Financial Markets 47, 100503, 2020 | 13 | 2020 |
| Intraday dynamics of euro area sovereign credit risk contagion L Komarek, K Ters, J Urban BIS Working Paper, 2016 | 8 | 2016 |
| The benefits of using large high frequency financial datasets for empirical analyses: Two applied cases M Ferrari, K Ters Bank for International Settlements, 2017 | 3 | 2017 |
| Credit risk contagion before and during the euro area sovereign debt crisis: evidence from central europe K Ters, J Urban Available at SSRN 2865841, 2016 | 2 | 2016 |
| The transmission of euro area sovereign risk contagion: Evidence from intraday CDS and bond markets K Ters, J Urban Available at SSRN 2865894, 2016 | 2 | 2016 |
| Evolution of Sovereign Risk of European G-SIBs L Alvarez, K Ters Finance in Crises: Financial Management Under Uncertainty, 141-158, 2024 | | 2024 |
| Price Discovery in Euro Area Sovereign Credit Markets: Evidence from the GIIPS Countries 10 Years After the Implementation of the Ban on Naked Short Selling of CDS S Häusler, K Ters Finance in Crises: Financial Management Under Uncertainty, 125-140, 2024 | | 2024 |
| Monetary and Economic Department J Gyntelberg, P Hördahl, K Ters, J Urban | | 2017 |
| Limits to credit risk arbitrage: Evidence from intraday euro sovereign debt markets J Gyntelberg, P Hördahl, K Ters, J Urban | | 2016 |
| Limits to credit risk arbitrage: Evidence from a TVECM using intraday data K Ters | | 2015 |
| Intraday Price Discovery Dynamics of Euro Area Sovereign CDS and Bonds K Ters Verlag nicht ermittelbar, 2015 | | 2015 |
| Der Makel des CDS-Marktes K Ters, H Zimmermann Neue Zürcher Zeitung, 31-31, 2012 | | 2012 |
| Intraday dynamics of euro area sovereign CDS and bonds K Ters, P Hoerdahl, J Gyntelberg, J Urban Bank for International Settlements Working Papers, 0 | | |
| Arbitrage costs and the persistent non-zero CDS-bond basis: evidence from intraday euro area sovereign debt markets K Ters, J Gyntelberg, P Hoerdahl, J Urban Bank for International Settlements Working Paper, 0 | | |
