Cenkhan Sahin

Sveriges Riksbank

Brunkebergstorg 11

SE-103 37 Stockholm

Sweden

University of Groningen

P.O. Box 800

9700 AH Groningen, Groningen 9700 AV

Netherlands

SCHOLARLY PAPERS

3

DOWNLOADS

667

SSRN CITATIONS

8

CROSSREF CITATIONS

7

Scholarly Papers (3)

1.

Banking Stress Test Effects on Returns and Risks

De Nederlandsche Bank Working Paper No. 419
Number of pages: 26 Posted: 12 Apr 2014 Last Revised: 21 Aug 2015
Ekaterina Neretina, Cenkhan Sahin, Cenkhan Sahin and Jakob de Haan
University of Southern California - Marshall School of Business, Sveriges RiksbankUniversity of Groningen and De Nederlandsche Bank
Downloads 522 (74,163)
Citation 10

Abstract:

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stress tests, bank equity returns, CDS spreads, bank betas, systemic risk

2.

Market Reactions to the ECB's Comprehensive Assessment

De Nederlandsche Bank Working Paper No. 463
Number of pages: 18 Posted: 03 Mar 2015 Last Revised: 19 Aug 2015
Cenkhan Sahin, Cenkhan Sahin and Jakob de Haan
Sveriges RiksbankUniversity of Groningen and De Nederlandsche Bank
Downloads 118 (317,112)
Citation 6

Abstract:

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ECB Comprehensive Assessment, stress tests, bank equity returns, CDS Spreads

3.

Macroeconomic Effects of Mortgage Interest Deduction

De Nederlandsche Bank Working Paper No. 514
Number of pages: 36 Posted: 08 Jul 2016
Cenkhan Sahin and Cenkhan Sahin
Sveriges RiksbankUniversity of Groningen
Downloads 27 (635,331)

Abstract:

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mortgage interest deduction, house prices, mortgage default, DSGE