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Csaba Csávás

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This is information that was supplied by Csaba Csávás in registering through RePEc. If you are Csaba Csávás , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Csaba
Middle Name:
Last Name: Csávás
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RePEc Short-ID: pcs7

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Affiliation

Magyar Nemzeti Bank (MNB)
Location: Budapest, Hungary
Homepage: http://www.mnb.hu/
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Handle: RePEc:edi:mnbgvhu (more details at EDIRC)

Works

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Working papers

  1. Zalán Kocsis & Csaba Csávás & István Mák & György Pulai, 2013. "Interest rate derivative markets in Hungary between 2009 and 2012 in light of the K14 dataset," MNB Occasional Papers 2013/107, Magyar Nemzeti Bank (the central bank of Hungary).
  2. Csávás, Csaba & Erhart, Szilárd & Naszódi, Anna & Pintér, Klára, 2012. "Changing central bank transparency in Central and Eastern Europe during the financial crisis," MPRA Paper 40335, University Library of Munich, Germany.
  3. Csaba Csávás & Szilárd Erhart & Dániel Felcser & Anna Naszodi, 2012. "Which Aspects of Central Bank Transparency Matter? Constructing a Weighted Transparency Index," MNB Working Papers 2012/6, Magyar Nemzeti Bank (the central bank of Hungary).
  4. Judit Páles & Zsolt Kuti & Csaba Csávás, 2011. "The role of currency swaps in the domestic banking system and the functioning the swap market during the crisis," MNB Occasional Papers 2011/90, Magyar Nemzeti Bank (the central bank of Hungary).
  5. Csaba Csávás & Lóránt Varga & Csaba Balogh, 2008. "The forint interest rate swap market and the main drivers of swap spreads," MNB Occasional Papers 2008/64, Magyar Nemzeti Bank (the central bank of Hungary).
  6. Csaba Csávás, 2008. "Density forecast evaluation and the effect of risk-neutral central moments on the currency risk premium: tests based on EUR/HUF option-implied densities," MNB Working Papers 2008/3, Magyar Nemzeti Bank (the central bank of Hungary).
  7. Csaba Csávás & Szilárd Erhart, 2005. "Are Hungarian financial markets liquid enough? The theory and practice of FX and government securities market liquidity," MNB Occasional Papers 2005/44, Magyar Nemzeti Bank (the central bank of Hungary).

Articles

  1. Csaba Csavas, 2010. "The information content of risk-neutral densities: tests based on Hungarian currency option-implied densities," The European Journal of Finance, Taylor & Francis Journals, vol. 16(7), pages 657-676.
  2. Csaba Csávás & Lóránt Varga, 2006. "Main characteristics of non-residents’ trading on the foreign exchange and government bond markets," MNB Bulletin, Magyar Nemzeti Bank (the central bank of Hungary), vol. 1(1), pages 13-20, June.

NEP Fields

7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2011-10-09
  2. NEP-CBA: Central Banking (2) 2012-08-23 2012-12-22. Author is listed
  3. NEP-FIN: Finance (1) 2006-07-15
  4. NEP-FMK: Financial Markets (1) 2008-06-21
  5. NEP-FOR: Forecasting (3) 2008-07-20 2012-08-23 2012-12-22. Author is listed
  6. NEP-IFN: International Finance (2) 2008-07-20 2012-08-23. Author is listed
  7. NEP-MAC: Macroeconomics (2) 2011-10-09 2012-08-23. Author is listed
  8. NEP-MON: Monetary Economics (3) 2008-06-21 2012-08-23 2012-12-22. Author is listed
  9. NEP-TRA: Transition Economics (2) 2012-08-23 2013-12-06. Author is listed

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