Magyar Nemzeti Bank (The Central Bank of Hungary)

For technical questions regarding this series, please contact (Daniella Toth)
Series handle: repec:mnb:opaper

• 2008/73 Estimating yield curves from swap, BUBOR and FRA data
  by Zoltán Reppa [Downloadable!]
• 2008/70 Assessing household credit risk: evidence from a household survey
  by Dániel Holló & Mónika Papp [Downloadable!]
• 2008/64 The forint interest rate swap market and the main drivers of swap spreads
  by Csaba Csávás & Lóránt Varga & Csaba Balogh [Downloadable!]
• 2008/63 Management of FX settlement risk in Hungary (Report II)
  by Eszter Tanai [Downloadable!]

• 2007/68 Wealth portfolio of Hungarian households – Urban legends and facts
  by Gábor Vadas [Downloadable!]
• 2007/67 Basel II and financial stability: An investigation of sensitivity and cyclicality of capital requirements based on QIS 5
  by Balázs Zsámboki [Downloadable!]
• 2007/62 Fiscal Responsibility Framework: International Experience and Implications for Hungary
  by George Kopits [Downloadable!]
• 2007/61 Pain or Gain? Short-term Budgetary Effects of Surprise Inflation - the Case of Hungary
  by Gábor P. Kiss [Downloadable!]

• 2006/60 The Hungarian Quarterly Projection Model (NEM)
  by Szilárd Benk & Zoltán M. Jakab & Mihály András Kovács & Balázs Párkányi & Zoltán Reppa & Gábor Vadas [Downloadable!]
• 2006/59 Adjustment of global imbalances: Illustrative scenarios for Hungary
  by Cecília Hornok & Zoltán M. Jakab & Máté Barnabás Tóth [Downloadable!]
• 2006/57 Topology of the Hungarian large-value transfer system
  by Ágnes Lublóy [Downloadable!]
• 2006/52 Myths and Maths: Macroeconomic Effects of Fiscal Adjustments in Hungary
  by Ágnes Horváth & Zoltán M. Jakab & Gábor P. Kiss & Balázs Párkányi [Downloadable!]

• 2005/46 Hungarian Inflation Dynamics
  by Júlia Lendvai [Downloadable!]
• 2005/44 Are Hungarian financial markets liquid enough? The theory and practice of FX and government securities market liquidity
  by Csaba Csávás & Szilárd Erhart [Downloadable!]
• 2005/43 Potential Output Estimations for Hungary: A Survey of Different Approaches
  by Szilárd Benk & Zoltán M. Jakab & Gábor Vadas [Downloadable!]
• 2005/42 The microstructure approach to exchange rates: a survey from a central bank’s viewpoint
  by Áron Gereben & György Gyomai & Norbert Kiss M. [Downloadable!]
• 2005/40 The sustainability of the Hungarian pension system: a reassessment
  by Gábor Orbán & Dániel Palotai [Downloadable!]
• 2005/39 Implied volatility of foreign exchange options: is it worth tracking?
  by Áron Gereben & Klára Pintér [Downloadable!]
• 2005/38 Estimating the immediate impact of monetary policy shocks on the exchange rate and other asset prices in Hungary
  by András Rezessy [Downloadable!]
• 2005/37 Attila Csajbók - András Rezessy : Hungary's euro zone entry date: what do the markets think and what if they change their minds?
  by Attila Csajbók & András Rezessy [Downloadable!]
• 2005/34 Driving factors behind O/N interbank interest rates – the Hungarian experiences
  by Szilárd Erhart [Downloadable!]

• 2004/30 The Effects of Macroeconomic News on Money Markets
  by Norbert Kiss M. [Downloadable!]

• 2003/28 The Interbank Money Market Past and Future Trends
  by Csaba Balogh & Péter Gábriel [Downloadable!]
• 2003/27 Studies On The Potential Impacts Of The New Basel Capital Accord
  by Katalin Mérõ & Balázs Zsámboki & Edit Horváth & András Bethlendi & Anna Naszódi & Anikó Szombati & István Czajlik [Downloadable!]

• 2002/25 Risk and regulation of financial groups and conglomerates
  by Edit Horváth & Anikó Szombati [Downloadable!]
• 2002/24 Adopting the euro in Hungary: expected costs, benefits and timing
  by Attila Csajbók (ed.) & Ágnes Csermely (ed.) [Downloadable!]
• 2002/10 Studies on the procyclical behaviour of banks
  by Katalin Mérõ & Balázs Zsámboki & Edit Horváth [Downloadable!]

• 2001/9 Liquidity management operations at the National Bank of Hungary
  by Judit Antal & Gyula Barabás & Tamás Czeti & Klára Major [Downloadable!]
• 2001/8 The monetary programme (A methodological description)
  by Gyula Barabás & Klára Major [Downloadable!]

• 1999/7 The Interbank Money Market in Hungary
  by Áron Gereben [Downloadable!]

• 1996/5 Repo Markets - Experiences and opportunities in Hungary
  by Dániel Szakály & Henrik Tóth [Downloadable!]

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This page was last updated on 2008-8-4.