IDEAS home Printed from https://ideas.repec.org/d/dfcorhu.html
 

Publications

by members of

Befektetések és Vállalati Pénzügy Tanszék
Gazdálkodástudományi Kar
Budapesti Corvinus Egyetem
Budapest, Hungary

(Department of Finance, Faculty of Business Administration, Corvinus University of Budapest)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.


| Working papers | Journal articles | Books | Chapters |

Working papers

2020

  1. Peter Csoka & Ferenc Illes & Tamas Solymosi, 2020. "On the Shapley value of liability games," CERS-IE WORKING PAPERS 2001, Institute of Economics, Centre for Economic and Regional Studies.
  2. L'aszl'o Csat'o & D'ora Gr'eta Petr'oczy, 2020. "Bibliometric indices as a measure of long-term competitive balance in knockout tournaments," Papers 2005.13416, arXiv.org, revised Sep 2020.
  3. L'aszl'o Csat'o & D'ora Gr'eta Petr'oczy, 2020. "A comprehensive analysis of soccer penalty shootout designs," Papers 2004.09225, arXiv.org, revised Aug 2020.

2019

  1. Indars, Edgars Rihards & Savin, Aliaksei & Lublóy, Ágnes, 2019. "Herding behaviour in an emerging market: Evidence from the Moscow Exchange," Corvinus Economics Working Papers (CEWP) 2019/01, Corvinus University of Budapest.
  2. L'aszl'o Csat'o & D'ora Gr'eta Petr'oczy, 2019. "On the monotonicity of the eigenvector method," Papers 1902.10790, arXiv.org, revised Oct 2020.
  3. D'ora Gr'eta Petr'oczy & L'aszl'o Csat'o, 2019. "Revenue allocation in Formula One: a pairwise comparison approach," Papers 1909.12931, arXiv.org, revised Sep 2020.
  4. Zsolt Bihary & P'eter Ker'enyi, 2019. "Gig Economy: A Dynamic Principal-Agent Model," Papers 1902.10021, arXiv.org.

2018

  1. Székely, István P. & Ward-Warmedinger, Melanie E., 2018. "Reform Reversal in Former Transition Economies (FTEs) of the European Union: Areas, Circumstances and Motivations," IZA Policy Papers 142, Institute of Labor Economics (IZA).
  2. Bihary, Zsolt & Dömötör, Barbara, 2018. "How do manager incentives influence corporate hedging?," Corvinus Economics Working Papers (CEWP) 2018/01, Corvinus University of Budapest.
  3. Kommel, Karl Arnold & Sillasoo, Martin & Lublóy, Ágnes, 2018. "Could crowdsourced financial analysis replace the equity research by investment banks?," Corvinus Economics Working Papers (CEWP) 2018/03, Corvinus University of Budapest.
  4. Berlinger, Edina, 2018. "How does the state destroy incentives in innovation financing?," Corvinus Economics Working Papers (CEWP) 2018/02, Corvinus University of Budapest.
  5. Ádám Banai & Nikolett Vágó, 2018. "The effect of house prices on bank risk: empirical evidence from Hungary," NBP Working Papers 289, Narodowy Bank Polski, Economic Research Department.
  6. D'ora Gr'eta Petr'oczy & Mark Francis Rogers & L'aszl'o 'A. K'oczy, 2018. "Brexit: The Belated Threat," Papers 1808.05142, arXiv.org.
  7. D'ora Gr'eta Petr'oczy, 2018. "An alternative quality of life ranking on the basis of remittances," Papers 1809.03977, arXiv.org, revised Nov 2019.
  8. Németh-Durkó, Emilia, 2018. "How economic growth and energy consumption contribute to environmental degradation?," Corvinus Economics Working Papers (CEWP) 2018/07, Corvinus University of Budapest.

2017

  1. Csoka, Péter & Herings, P. Jean-Jacques, 2017. "An Axiomatization of the Proportional Rule in Financial Networks," Research Memorandum 001, Maastricht University, Graduate School of Business and Economics (GSBE).
  2. Can, Burak & Csóka, Péter & Ergin, Emre, 2017. "How to choose a delegation for a peace conference?," Research Memorandum 008, Maastricht University, Graduate School of Business and Economics (GSBE).
  3. Csoka, Péter & Herings, P. Jean-Jacques, 2017. "Liability Games," Research Memorandum 031, Maastricht University, Graduate School of Business and Economics (GSBE).
  4. Berlinger, Edina & Dömötör, Barbara & Illés, Ferenc, 2017. "Anti-cyclical versus Risk-sensitive Margin Strategies in Central Clearing," Corvinus Economics Working Papers (CEWP) 2017/03, Corvinus University of Budapest.
  5. Lublóy, Ágnes & Keresztúri, Judit Lilla & Benedek, Gábor, 2017. "Lower fragmentation of coordination in primary care is associated with lower prescribing drug costs-lessons from chronic illness care in Hungary," Corvinus Economics Working Papers (CEWP) 2017/04, Corvinus University of Budapest.
  6. Berlinger, Edina, 2017. "Why APRC is misleading and how it should be reformed," Corvinus Economics Working Papers (CEWP) 2017/05, Corvinus University of Budapest.
  7. Ádám Banai & Nikolett Vágó & Sándor Winkler, 2017. "The MNB’s house price index methodology," MNB Occasional Papers 2017/127, Magyar Nemzeti Bank (Central Bank of Hungary).
  8. Ádám Banai & Péter Lang & Gábor Nagy & Martin Stancsics, 2017. "Impact evaluation of EU subsidies for economic development on the Hungarian SME sector," MNB Working Papers 2017/8, Magyar Nemzeti Bank (Central Bank of Hungary).
  9. Anand, Kartik & van Lelyveld, Iman & Banai, Ádám & Friedrich, Soeren & Garratt, Rodney & Hałaj, Grzegorz & Fique, Jose & Hansen, Ib & Martínez Jaramillo, Serafín & Lee, Hwayun & Molina-Borboa, José Lu, 2017. "The missing links: A global study on uncovering financial network structures from partial data," ESRB Working Paper Series 51, European Systemic Risk Board.

2016

  1. Dino Pinelli & István P. Székely & János Varga, 2016. "Exploring Italy's Growth Challenge A Model-Based Exercise," European Economy - Discussion Papers 2015 - 041, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  2. Csóka, P. & Herings, P.J.J., 2016. "Decentralized clearing in financial networks," Research Memorandum 005, Maastricht University, Graduate School of Business and Economics (GSBE).
  3. Csoka, Péter & Herings, P. Jean-Jacques, 2016. "Decentralized Clearing in Financial Networks (RM/16/005-revised-)," Research Memorandum 037, Maastricht University, Graduate School of Business and Economics (GSBE).
  4. Dömötör, Barbara & Váradi, Kata, 2016. "Stress events in the Hungarian stock market," Corvinus Economics Working Papers (CEWP) 2016/03, Corvinus University of Budapest.
  5. Berlinger, Edina, 2016. "Implicit rating: A potential new method to alert crisis on the interbank lending market," Corvinus Economics Working Papers (CEWP) 2016/04, Corvinus University of Budapest.
  6. Berlinger, Edina & Bihary, Zsolt & Walter, György, 2016. "Corporate cash-pool valuation in a multi-firm context: a closed formula," Corvinus Economics Working Papers (CEWP) 2016/06, Corvinus University of Budapest.
  7. Berlinger, Edina & Bihary, Zsolt & Walter, György, 2016. "How much is corporate cash-pooling worth? Modelling and simulation," Corvinus Economics Working Papers (CEWP) 2016/05, Corvinus University of Budapest.
  8. G'abor Papp & Fabio Caccioli & Imre Kondor, 2016. "Bias-variance trade-off in portfolio optimization under Expected Shortfall with $\ell_2$ regularization," Papers 1602.08297, arXiv.org, revised Jul 2018.
  9. Istvan Varga-Haszonits & Fabio Caccioli & Imre Kondor, 2016. "Replica approach to mean-variance portfolio optimization," Papers 1606.08679, arXiv.org.
  10. Ádám Banai & Gyöngyi Körmendi & Péter Lang & Nikolett Vágó, 2016. "Modelling The Credit Risk Of The Hungarian Sme Sector," MNB Occasional Papers 2016/123, Magyar Nemzeti Bank (Central Bank of Hungary).

2015

  1. Berlinger, Edina & Lovas, Anita & Juhász, Péter, 2015. "State subsidy and moral hazard in corporate financing," Corvinus Economics Working Papers (CEWP) 2015/22, Corvinus University of Budapest.
  2. Lublóy, Ágnes & Keresztúri, Judit Lilla & Benedek, Gábor, 2015. "Formal professional relationships between general practitioners and specialists: possible associations with patient health and pharmacy costs," Corvinus Economics Working Papers (CEWP) 2015/04, Corvinus University of Budapest.
  3. Szűcs, Balázs Árpád & Váradi, Kata, 2015. "Measuring and managing liquidity risk in the Hungarian practice," Corvinus Economics Working Papers (CEWP) 2015/03, Corvinus University of Budapest.
  4. Imre Kondor & Fabio Caccioli & G'abor Papp & Matteo Marsili, 2015. "Contour map of estimation error for Expected Shortfall," Papers 1502.06217, arXiv.org.
  5. Fabio Caccioli & Imre Kondor & G'abor Papp, 2015. "Portfolio Optimization under Expected Shortfall: Contour Maps of Estimation Error," Papers 1510.04943, arXiv.org.

2014

  1. Balog, Dóra & Bátyi, Tamás László & Csóka, Péter & Pintér, Miklós, 2014. "Properties of risk capital allocation methods: Core Compatibility, Equal Treatment Property and Strong Monotonicity," Corvinus Economics Working Papers (CEWP) 2014/13, Corvinus University of Budapest.
  2. Zoltán Monostori, 2014. "Discriminatory versus uniform-price auctions," MNB Occasional Papers 2014/111, Magyar Nemzeti Bank (Central Bank of Hungary).
  3. Lublóy, Ágnes & Keresztúri, Judit Lilla & Benedek, Gábor, 2014. "Determinants of pharmaceutical innovation diffusion: social contagion and prescribing characteristics," Corvinus Economics Working Papers (CEWP) 2014/17, Corvinus University of Budapest.
  4. Fabio Caccioli & Imre Kondor & Matteo Marsili & Susanne Still, 2014. "$L_p$ regularized portfolio optimization," Papers 1404.4040, arXiv.org.
  5. Imre Kondor, 2014. "Estimation Error of Expected Shortfall," Papers 1402.5534, arXiv.org.
  6. Ádám Banai & Zsuzsanna Hosszú & Gyöngyi Körmendi & Sándor Sóvágó & Róbert Szegedi, 2014. "Stress testing at the Magyar Nemzeti Bank," MNB Occasional Papers 2014/109, Magyar Nemzeti Bank (Central Bank of Hungary).

2013

  1. Csóka, P. & Herings, P.J.J., 2013. "Risk allocation under liquidity constraints," Research Memorandum 057, Maastricht University, Graduate School of Business and Economics (GSBE).
  2. Monostori, Zoltan, 2013. "Diszkriminatív áras és egyenáras aukciók [Discriminatory versus uniform-price auctions]," MPRA Paper 54254, University Library of Munich, Germany, revised Apr 2013.
  3. Davide Fiaschi & Imre Kondor & Matteo Marsili & Valerio Volpati, 2013. "The Interrupted Power Law and The Size of Shadow Banking," Papers 1309.2130, arXiv.org, revised Apr 2014.

2012

  1. Jan in 't Veld & Andrea Pagano & Marco Ratto & Werner Roeger & Istvan P. Szekely, 2012. "Sovereign debt sustainability scenarios based on an estimated model for Spain," European Economy - Economic Papers 2008 - 2015 466, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  2. Banai, Ádám & Király, Júlia & Nagy, Márton, 2012. "„Home high above and home deep down below?” Lending in Hungary," MPRA Paper 40333, University Library of Munich, Germany.
  3. Monostori, Zoltan, 2012. "Magyar szuverén fix kamatozású forintkötvények hozamdekompozíciója [Decomposition of the five-year Hungarian sovereign fixed income forint yields]," MPRA Paper 54253, University Library of Munich, Germany, revised Sep 2012.
  4. Gyarmati, Ákos & Lublóy, Ágnes & Váradi, Kata, 2012. "The Budapest liquidity measure and the price impact function," MPRA Paper 40339, University Library of Munich, Germany.
  5. Imre Kondor & Istv'an Csabai & G'abor Papp & Enys Mones & G'abor Czimbalmos & M'at'e Csaba S'andor, 2012. "Strong random correlations in networks of heterogeneous agents," Papers 1210.3324, arXiv.org, revised Feb 2014.

2011

  1. István P. Székely & Werner Roeger & Jan in 't Veld, 2011. "Fiscal policy in the EU in the crisis: a model-based approach," CASE Network Studies and Analyses 423, CASE-Center for Social and Economic Research.
  2. Marcell Stippinger & B'alint VetH{o} & 'Eva R'acz & Zsolt Bihary, 2011. "Analytic results and weighted Monte Carlo simulations for CDO pricing," Papers 1105.5416, arXiv.org.

2010

  1. Röger, Werner & Székely, Istvan P. & Turrini, Alessandro Antonio, 2010. "Banking crises, Output Loss and Fiscal Policy," CEPR Discussion Papers 7815, C.E.P.R. Discussion Papers.
  2. Csóka, Péter & Pintér, Miklós, 2010. "On the impossibility of fair risk allocation," MPRA Paper 26515, University Library of Munich, Germany.
  3. Fabio Caccioli & Susanne Still & Matteo Marsili & Imre Kondor, 2010. "Optimal Liquidation Strategies Regularize Portfolio Selection," Papers 1004.4169, arXiv.org, revised Feb 2011.

2009

  1. Péter Csóka & P. Jean-Jacques Herings & László Á. Kóczy & Miklós Pintér, 2009. "Convex and Exact Games with Non-transferable Utility," Working Paper Series 0904, Óbuda University, Keleti Faculty of Business and Management.
  2. Susanne Still & Imre Kondor, 2009. "Regularizing Portfolio Optimization," Papers 0911.1694, arXiv.org.

2008

  1. Júlia Király & Márton Nagy & Viktor E. Szabó, 2008. "Contagion and the beginning of the crisis – pre-Lehman period," MNB Occasional Papers 2008/76, Magyar Nemzeti Bank (Central Bank of Hungary).
  2. Ágnes Lublóy & Eszter Tanai, 2008. "Operational Disruption and the Hungarian Real Time Gross Settlement System (VIBER)," MNB Occasional Papers 2008/75, Magyar Nemzeti Bank (Central Bank of Hungary).
  3. Istvan Varga-Haszonits & Imre Kondor, 2008. "The instability of downside risk measures," Papers 0811.0800, arXiv.org, revised Nov 2008.
  4. Imre Kondor & Istvan Varga-Haszonits, 2008. "Feasibility of Portfolio Optimization under Coherent Risk Measures," Papers 0803.2283, arXiv.org, revised Apr 2008.

2007

  1. István P. Székely & Max Watson, 2007. "Growth and Economic Policy: Are There Speed Limits to Real Convergence?," European Economy - Economic Papers 2008 - 2015 294, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  2. Péter Csóka & P. Jean-Jacques Herings & László Á. Kóczy, 2007. "Stable Allocations of Risk," Working Paper Series 0802, Óbuda University, Keleti Faculty of Business and Management, revised Apr 2008.
  3. Péter Csóka & P. Jean-Jacques Herings & László Á. Kóczy, 2007. "Balancedness Conditions for Exact Games," Working Paper Series 0805, Óbuda University, Keleti Faculty of Business and Management, revised May 2008.
  4. Bochet, O.L.A. & Klaus, B.E., 2007. "A note on Dasgupta, Hammond, and Maskin's (1979) domain richness condition," Research Memorandum 039, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  5. Imre Kondor & Istvan Varga-Haszonits, 2007. "Divergent estimation error in portfolio optimization and in linear regression," Papers 0710.1855, arXiv.org.

2006

  1. Berger, Helge & Kopits, George & Székely, István P., 2006. "Fiscal indulgence in Central Europe: loss of the external anchor?," Discussion Papers 2006/9, Free University Berlin, School of Business & Economics.
  2. Csóka, P. & Herings, P.J.J. & Kóczy, L.Á., 2006. "Coherent measures of risk from a general equilibrium perspective," Research Memorandum 016, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  3. Ágnes Lublóy, 2006. "Topology of the Hungarian large-value transfer system," MNB Occasional Papers 2006/57, Magyar Nemzeti Bank (Central Bank of Hungary).
  4. Imre Kondor & Szilard Pafka & Gabor Nagy, 2006. "Noise sensitivity of portfolio selection under various risk measures," Papers physics/0611027, arXiv.org.
  5. Stefano Ciliberti & Imre Kondor & Marc Mezard, 2006. "On the Feasibility of Portfolio Optimization under Expected Shortfall," Papers physics/0606015, arXiv.org.

2005

  1. Gabor Papp & Szilard Pafka & Maciej A. Nowak & Imre Kondor, 2005. "Random Matrix Filtering in Portfolio Optimization," Papers physics/0509235, arXiv.org.

2004

  1. Istvan P Szekely & Ádám Kóbor, 2004. "Foreign Exchange Market Volatility in Eu Accession Countries in the Run-Up to Euro Adoption; Weathering Uncharted Waters," IMF Working Papers 2004/016, International Monetary Fund.
  2. Szilard Pafka & Marc Potters & Imre Kondor, 2004. "Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization," Papers cond-mat/0402573, arXiv.org.

2003

  1. Imre Kondor & Andras Szepessy & Tunde Ujvarosi, 2003. "Concave risk measures in international capital regulation," Papers cond-mat/0307244, arXiv.org.
  2. Szilard Pafka & Imre Kondor, 2003. "Estimated Correlation Matrices and Portfolio Optimization," Papers cond-mat/0305475, arXiv.org.

2002

  1. Acerbi Carlo & Simonetti Prospero, 2002. "Portfolio Optimization with Spectral Measures of Risk," Papers cond-mat/0203607, arXiv.org.
  2. Szilard Pafka & Imre Kondor, 2002. "Noisy Covariance Matrices and Portfolio Optimization II," Papers cond-mat/0205119, arXiv.org, revised May 2002.

2001

  1. Balázs Horváth & Istvan P Szekely, 2001. "The Role of Medium-Term Fiscal Frameworks for Transition Countries; The Case of Bulgaria," IMF Working Papers 2001/011, International Monetary Fund.
  2. Carlo Acerbi & Dirk Tasche, 2001. "Expected Shortfall: a natural coherent alternative to Value at Risk," Papers cond-mat/0105191, arXiv.org.
  3. Carlo Acerbi, 2001. "Risk Aversion and Coherent Risk Measures: a Spectral Representation Theorem," Papers cond-mat/0107190, arXiv.org.
  4. Carlo Acerbi & Dirk Tasche, 2001. "On the coherence of Expected Shortfall," Papers cond-mat/0104295, arXiv.org, revised May 2002.
  5. Carlo Acerbi & Claudio Nordio & Carlo Sirtori, 2001. "Expected Shortfall as a Tool for Financial Risk Management," Papers cond-mat/0102304, arXiv.org.
  6. Szilard Pafka & Imre Kondor, 2001. "Noisy Covariance Matrices and Portfolio Optimization," Papers cond-mat/0111503, arXiv.org.
  7. Szilard Pafka & Imre Kondor, 2001. "Evaluating the RiskMetrics Methodology in Measuring Volatility and Value-at-Risk in Financial Markets," Papers cond-mat/0103107, arXiv.org.

1993

  1. Székely, Istvan P., 1993. "Economic Transformation and the Reform of the Financial System in Central and Eastern Europe," CEPR Discussion Papers 816, C.E.P.R. Discussion Papers.

1992

  1. Abel, István & Székely, Istvan P., 1992. "Household Portfolios in Hungary, 1970-1990," CEPR Discussion Papers 619, C.E.P.R. Discussion Papers.
  2. Halpern, László & Székely, Istvan P., 1992. "Export Supply and Import Demand in Hungary (An Econometric Analysis for 1968-1989)," CEPR Discussion Papers 620, C.E.P.R. Discussion Papers.

1991

  1. Landesmann, Michael & Székely, Istvan P., 1991. "Industrial Restructuring and the Reorientation of Trade in Czechoslovakia, Hungary and Poland," CEPR Discussion Papers 546, C.E.P.R. Discussion Papers.

Journal articles

2020

  1. Zsolt Bihary & Péter Csóka & Dávid Zoltán Szabó, 2020. "Spectral risk measure of holding stocks in the long run," Annals of Operations Research, Springer, vol. 295(1), pages 75-89, December.
  2. Anna Boldizsár & Zalán Kocsis & Zsuzsa Nagy-Kékesi & Gábor Sztanó, 2020. "FX Forward Market in Hungary: General Characteristics and Impact of the COVID Crisis," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 19(3), pages 5-51.
  3. Csató, László & Petróczy, Dóra Gréta, 2020. "Miért igazságtalan a 2020-as labdarúgó-Európa-bajnokság kvalifikációja? [Why is qualification for the 2020 European association football championship unfair?]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 734-747.

2019

  1. Csóka, Péter & Kondor, Gábor, 2019. "Delegációk igazságos kiválasztása társadalmi választások elméletével [Choosing a fair delegation by social choice theory]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 771-787.
  2. Csóka, Péter & Jean-Jacques Herings, P., 2019. "Liability games," Games and Economic Behavior, Elsevier, vol. 116(C), pages 260-268.
  3. Máté Fain & Helena Naffa, 2019. "Performance Measurement of Active Investment Strategies Using Pure Factor Portfolios," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 18(2), pages 52-86.
  4. Juhász, Péter & Száz, János & Misik, Sándor, 2019. "Ellátási láncok versenyképessége és finanszírozása - gondolatok az optimumról [Competitiveness and finance of supply: thinking about the optimum]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(1), pages 53-71.
  5. Juhász, Péter, 2019. "A súlyozott átlagos tőkeköltség alkalmazásának kihívásai [Challenges in applying the weighted average cost of capital]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 805-823.
  6. Sági Judit & Juhász Péter, 2019. "Funding alternatives and business planning in family businesses," Prosperitas, Budapest Business School, vol. 2019(1), pages 35-53.
  7. Eszter Balogh & Zsuzsa Kékesi & Balázs Sisak, 2019. "Analysis of Households’ Investment Decisions Based on International Data," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 18(1), pages 60-87.
  8. Berlinger, Edina & Dömötör, Barbara & Illés, Ferenc, 2019. "Anti-cyclical versus risk-sensitive margin strategies in central clearing," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 62(C), pages 117-131.
  9. Edina Berlinger, 2019. "Why APRC is misleading and how it should be reformed," Cogent Economics & Finance, Taylor & Francis Journals, vol. 7(1), pages 1609766-160, January.
  10. Berlinger, Edina & Dömötör, Barbara & Illés, Ferenc, 2019. "Optimal margin requirement," Finance Research Letters, Elsevier, vol. 31(C).
  11. Kira Muratov-Szabó & Kata Váradi, 2019. "The Impact of Adverse Selection on Stock Exchange Specialists’ Price Quotation Strategy," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 18(1), pages 88-124.

2018

  1. István P. Székely & Melanie Ward-Warmedinger, 2018. "Reform Reversals: Areas, Circumstances and Motivations," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 60(4), pages 559-582, December.
  2. István P. Székely, 2018. "Sustainable and equitable convergence and integration in Central, Eastern and Southeastern Europe," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q3-18, pages 24-33.
  3. Bihary, Zsolt & Víg, Attila András, 2018. "Portfólióallokáció csődveszély esetén, korlátolt felelősség mellett [Portfolio allocation in case of failure risk in the presence of limited liability]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 711-725.
  4. Csóka, Péter, 2018. "Az adósságelengedés modellezése kooperatív játékelmélettel [Modelling debt relief using cooperative game theory]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 768-779.
  5. Csóka, Péter & Bihary, Zsolt & Kondor, Gábor, 2018. "A részvénytartás spektrális kockázata hosszú távon [On the spectral measure of risk in holding stocks in the long run]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 687-700.
  6. Csóka, Péter & Hevér, Judit, 2018. "Portfolio valuation under liquidity constraints with permanent price impact," Finance Research Letters, Elsevier, vol. 26(C), pages 235-241.
  7. Péter Csóka & P. Jean-Jacques Herings, 2018. "Decentralized Clearing in Financial Networks," Management Science, INFORMS, vol. 64(10), pages 4681-4699, October.
  8. Júlia Király, 2018. "Pieces of a Puzzle (A Concise Monetary History of the 2008 Hungarian Financial Crisis)," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 68(supplemen), pages 143-163, November.
  9. Dömötör, Barbara & Bihary, Zsolt, 2018. "Menedzserösztönzők hatása a vállalati fedezésre [Manager incentives-based model of corporate hedging]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 701-710.
  10. Ágnes Lublóy & Judit Lilla Keresztúri & Gábor Benedek, 2018. "Social Network Influence on New Drug Diffusion: Can the Data-driven Approach Provide Practical Benefits?," Society and Economy, Akadémiai Kiadó, Hungary, vol. 40(2), pages 227-243, June.
  11. Edina Berlinger & Zsolt Bihary & György Walter, 2018. "Corporate cash-pool valuation: a Monte Carlo approach," Studies in Economics and Finance, Emerald Group Publishing, vol. 35(1), pages 153-162, March.
  12. Ádám Banai & Nikolett Vágó & Sándor Winkler, 2018. "Measuring Heterogeneity of House Price Developments in Hungary, 1990–2016," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 68(3), pages 377-414, September.
  13. Anand, Kartik & van Lelyveld, Iman & Banai, Ádám & Friedrich, Soeren & Garratt, Rodney & Hałaj, Grzegorz & Fique, Jose & Hansen, Ib & Jaramillo, Serafín Martínez & Lee, Hwayun & Molina-Borboa, José Lu, 2018. "The missing links: A global study on uncovering financial network structures from partial data," Journal of Financial Stability, Elsevier, vol. 35(C), pages 107-119.
  14. Csató, László & Petróczy, Dóra Gréta, 2018. "Néhány gondolat a labdarúgás rangsorolási szabályairól a 2018. évi labdarúgó-világbajnokság európai selejtezője kapcsán [Some ideas on ranking rules in association football in the light of the Euro," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(6), pages 632-649.

2017

  1. Dániel Havran & Péter Kerényi & Attila Víg, 2017. "Trade Credit or Bank Credit? – Lessons Learned from Hungarian Firms between 2010 and 2015," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 16(4), pages 86-121.
  2. Zsuzsanna Tamás-Võneki & Csenge Báthory, 2017. "Bank Model Risks Incorporated into the Operational Risk Management Process," Public Finance Quarterly, State Audit Office of Hungary, vol. 62(1), pages 101-117.
  3. Balog, Dóra & Bátyi, Tamás László & Csóka, Péter & Pintér, Miklós, 2017. "Properties and comparison of risk capital allocation methods," European Journal of Operational Research, Elsevier, vol. 259(2), pages 614-625.
  4. Csóka, Péter, 2017. "Fair risk allocation in illiquid markets," Finance Research Letters, Elsevier, vol. 21(C), pages 228-234.
  5. Csóka, Péter, 2017. "Az arányos csődszabály karakterizációja körbetartozások esetén [The characterization of the proportional rule in the case of circular liabilities]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 930-942.
  6. Júlia Király & András Simonovits, 2017. "Mortgages Denominated in Domestic and Foreign Currencies: Simple Models," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 53(7), pages 1641-1653, July.
  7. Dóra Balog, 2017. "Capital Allocation in the Insurance Sector," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 16(3), pages 74-97.
  8. Juhasz, Peter & Varadi, Kata & Vidovics-Dancs, Agnes & Szaz, Janos, 2017. "Measuring Path Dependency," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 8(1), pages 29-37.
  9. Juhasz, Peter & Reszegi, Laszlo, 2017. "Paralel And Multilayer Economic Dualities: An Example From Hungary," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 8(1), pages 1-10.
  10. Edina Berlinger & Anita Lovas & Péter Juhász, 2017. "State subsidy and moral hazard in corporate financing," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 25(4), pages 743-770, December.
  11. Dömötör, Barbara, 2017. "Optimal hedge ratio in a biased forward market under liquidity constraints," Finance Research Letters, Elsevier, vol. 21(C), pages 259-263.
  12. Berlinger, Edina & Dömötör, Barbara & Daróczi, Gergely & Vadász, Tamás, 2017. "Pénzügyi hálózatok mag-periféria szerkezete. A magyar bankközi fedezetlen hitelek piaca, 2003-2012 [The core periphery structure of financial networks: investigating Hungary s interbank deposit mar," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 1160-1185.
  13. Havran, Dániel, 2017. "Schumpeter a tőkepiacon. Schumpeter finanszírozási elméletének fejlődése és életrajzi vonatkozásai [Schumpeter on the capital market: the evolution and biographical relations of Schumpeter's credit," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(10), pages 1056-1072.
  14. Berlinger, Edina, 2017. "A piac és az állam szerepe az innovációban - Kornai János versus Joseph E. Stiglitz [The roles of the market and the state in innovation János Kornai versus Joseph E. Stiglitz]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(4), pages 377-393.
  15. Berlinger, Edina, 2017. "Implicit rating: A potential new method to alert crisis on the interbank lending market," Finance Research Letters, Elsevier, vol. 21(C), pages 277-283.
  16. Berlinger, Edina & Bihary, Zsolt & Walter, György, 2017. "Corporate cash-pool valuation in a multi-firm context: A closed formula," Finance Research Letters, Elsevier, vol. 22(C), pages 30-34.
  17. Marcell Béli & Kata Váradi, 2017. "A possible methodology for determining the initial margin," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 16(2), pages 119-147.
  18. Banai, Ádám & Lang, Péter & Nagy, Gábor & Stancsics, Martin, 2017. "A gazdaságfejlesztési célú EU-támogatások hatásvizsgálata a magyar kkv-szektorra [The effects of EU economic-development subsidies on micro, small and medium-sized firms in Hungary]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(10), pages 997-1029.
  19. Temesvary, Judit & Banai, Adam, 2017. "The drivers of foreign bank lending in Central and Eastern Europe: The roles of parent, subsidiary and host market traits," Journal of International Money and Finance, Elsevier, vol. 79(C), pages 157-173.

2016

  1. Csóka Péter & Pintér Miklós, 2016. "On the Impossibility of Fair Risk Allocation," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 16(1), pages 143-158, January.
  2. Csóka, Péter & Havran, Dániel & Váradi, Kata, 2016. "Konferencia a pénzügyi piacok likviditásáról. Sixth Annual Financial Market Liquidity Conference, 2015 [Conference on the liquidity of financial markets. Sixth Annual Financial Market Liquidity Con," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(4), pages 461-469.
  3. Király, Júlia, 2016. "A magyar bankrendszer tulajdonosi struktúrájának átalakulása [Transformation of the ownership structure of the Hungarian banking system]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 725-761.
  4. Péter Juhász, 2016. "Management under Limited Information - The Measurement of Off-Balance Sheet Assets at Hungarian firms," Central European Business Review, Prague University of Economics and Business, vol. 2016(4), pages 23-33.
  5. Kocsis, Zalan & Monostori, Zoltan, 2016. "The role of country-specific fundamentals in sovereign CDS spreads: Eastern European experiences," Emerging Markets Review, Elsevier, vol. 27(C), pages 140-168.
  6. Anna Boldizsár & Zsuzsa Kékesi & Péter Koroknai & Balázs Sisak, 2016. "Review of Hungarian EU transfers – at the border of two fiscal periods," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 15(2), pages 59-87.
  7. Anna Boldizsár & Zsuzsa Kékesi & Balázs Kóczián & Balázs Sisak, 2016. "The Wealth Position of Hungarian Households based on HFCS," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 15(4), pages 115-150.
  8. Berlinger, Edina & Váradi, Kata & Dömötör, Barbara & Illés, Ferenc, 2016. "A tőzsdei elszámolóházak vesztesége [The loss from central clearing houses]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 993-1010.
  9. Edina Berlinger & Barbara Dömötör & Ferenc Illés & Kata Váradi, 2016. "Stress Indicator for Clearing Houses," Central European Business Review, Prague University of Economics and Business, vol. 2016(4), pages 47-60.
  10. Benedek, Gábor & Lublóy, Ágnes & Keresztúri, Judit Lilla, 2016. "A gyógyszerkiadás és a betegek egészségi állapota a háziorvosi és szakorvosi kapcsolatok függvényében [Formal professional relations between general practitioners and specialists. Possible links wi," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(6), pages 697-714.
  11. Ágnes Lublóy & Judit Lilla Keresztúri & Gábor Benedek, 2016. "Formal Professional Relationships Between General Practitioners and Specialists in Shared Care: Possible Associations with Patient Health and Pharmacy Costs," Applied Health Economics and Health Policy, Springer, vol. 14(2), pages 217-227, April.
  12. Havran, Dániel & Váradi, Kata, 2016. "A limitáras ajánlatok szerkezete és dinamikája a Budapesti Értéktőzsdén. Az OTP- és a Mol-részvények esete [The structure and dynamics of limit orders on the Budapest stock exchange: The cases of O," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 966-992.
  13. Edina Berlinger & György Walter, 2016. "Income Contingent Repayments How Can We Get into a Debt Trap?," Central European Business Review, Prague University of Economics and Business, vol. 2016(2), pages 37-46.
  14. Banai, Ádám, 2016. "A banki hitelezést meghatározó tényezők - középpontban a bankok helyzete és a makrokörnyezet [Drivers of bank lending in Hungary - the roles of bank-specific and macro factors]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(2), pages 137-161.
  15. Ádám Banai & Szilárd Erhart & Nikolett Vágó & Péter Varga, 2016. "How to set listing criteria for small and medium-sized enterprises in Hungary?," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 15(3), pages 79-109.
  16. Ákos Aczél & Ádám Banai & András Borsos & Bálint Dancsik, 2016. "Identifying the determinants of housing loan margins in the Hungarian banking system," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 15(4), pages 5-44.
  17. Bai, Attila & Durkó, Emília & Tar, Károly & Tóth, József Barnabás & Lázár, István & Kapocska, László & Kircsi, Andrea & Bartók, Blanka & Vass, Róbert & Pénzes, János & Tóth, Tamás, 2016. "Social and economic possibilities for the energy utilization of fitomass in the valley of the river Hernád," Renewable Energy, Elsevier, vol. 85(C), pages 777-789.

2015

  1. Gabriella Lamanda & Zsuzsanna Tamásné Võneki, 2015. "Hungry for Risk. A risk appetite framework for operational risks," Public Finance Quarterly, State Audit Office of Hungary, vol. 60(2), pages 212-225.
  2. Csóka, Péter & Havran, Dániel & Váradi, Kata, 2015. "Konferencia a pénzügyi piacok likviditásáról. Fifth Annual Financial Market Liquidity Conference, 2014 (AFLM-2014). BCE Befektetések és Vállalati Pénzügy Tanszék-MTA KRTK Játékelméleti Kutatócsoport, ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(2), pages 222-224.
  3. Péter Csóka & Dániel Havran & Nóra Szűcs, 2015. "Corporate financing under moral hazard and the default risk of buyers," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 23(4), pages 763-778, December.
  4. Simonovits, András & Király, Júlia, 2015. "Jelzáloghitel-törlesztés forintban és devizában - egyszerű modellek [Servicing mortgage loans in forints and in foreign currency: simple models]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(1), pages 1-26.
  5. Berlinger, Edina & Juhász, Péter & Lovas, Anita, 2015. "Az állami támogatás hatása a projektfinanszírozásra erkölcsi kockázat és pozitív externáliák mellett. Szerződéselméleti megközelítés [The impact of state subsidy on project financing under moral ha," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(2), pages 139-171.
  6. Zsuzsa Kékesi & Balázs Kóczián & Balázs Sisak, 2015. "The role of household portfolio restructuring in financing of the general government," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 14(1), pages 79-110.
  7. Benedek, Gábor & Lublóy, Ágnes & Keresztúri, Judit Lilla, 2015. "Az orvosok közötti kapcsolatok szerepe az új gyógyszerek elfogadásában [The impacts of three types of social interaction on the spread of new types of drug]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 786-810.
  8. Havran, Dániel & Erb, Tamás, 2015. "Mit veszítünk a piaci súrlódásokkal?. A pénzügyi piacok mikrostruktúrája [Trading mechanisms and market frictions. Microstructure of the financial markets]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(3), pages 229-262.
  9. Megyeri, Krisztina & Berlinger, Edina, 2015. "Mélyszegénységből a felsőoktatásba [From deep poverty to higher education]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(6), pages 674-699.
  10. Edina Berlinger & György Walter, 2015. "Income Contingent Repayment Scheme for Non-Performing Mortgage Loans in Hungary," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 65(supplemen), pages 123-147, December.
  11. Edina Berlinger & Kata Váradi, 2015. "Risk Appetite," Public Finance Quarterly, State Audit Office of Hungary, vol. 60(1), pages 49-62.
  12. Anita Lovas & János Pereczes & Viktória Rába, 2015. "Incentives and restrictions in venture capital contracts," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 14(3), pages 106-121.
  13. Pál Péter Kolozsi & Ádám Banai & Balázs Vonnák, 2015. "Phasing out household foreign currency loans: schedule and framework," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 14(3), pages 60-87.
  14. Tamás Balás & Ádám Banai & Zsuzsanna Hosszú, 2015. "Modelling probability of default and optimal PTI level by using a household survey," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 65(2), pages 183-209, June.
  15. Ádám Banai & András Kollarik & András Szabó-Solticzky, 2015. "Topology of the foreign currency/forint swap market," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 14(2), pages 28-157.
  16. Banai Ádám & Méhes Attila & Winkler Sándor, 2015. "Válságból válságba – Az argentin bankrendszer elmúlt 20 évének története," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 14(5), pages 33-44.
  17. György Walter & Balázs Kenesei, 2015. "Innovative Banking Services for Centralised Corporate Cash Management," Public Finance Quarterly, State Audit Office of Hungary, vol. 60(3), pages 312-325.

2014

  1. Csóka, Péter & Havran, Dániel & Váradi, Kata, 2014. "Konferencia a pénzügyi piacok likviditásáról. BCE Befektetések és Vállalati Pénzügy Tanszék-MTA KRTK Játékelméleti Kutatócsoport, Budapest, 2013. október 3-4 [Fourth Annual Financial Market Liquidi," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(3), pages 324-334.
  2. Csóka, Péter & Herings, P. Jean-Jacques, 2014. "Risk allocation under liquidity constraints," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 1-9.
  3. Balázs Árpád Szűcs & Kata Váradi, 2014. "Measuring and managing liquidity risk in the Hungarian practice," Society and Economy, Akadémiai Kiadó, Hungary, vol. 36(4), pages 543-563, December.
  4. Imre Kondor & István Csabai & Gábor Papp & Enys Mones & Gábor Czimbalmos & Máté Sándor, 2014. "Strong random correlations in networks of heterogeneous agents," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 9(2), pages 203-232, October.
  5. Ãdám Banai & András Kollarik & András Szabó-Solticzky, 2014. "The Network Topology of the Hungarian Short-Term Foreign Exchange Swap Market," Research in Economics and Business: Central and Eastern Europe, Tallinn School of Economics and Business Administration, Tallinn University of Technology, vol. 6(2).
  6. Ádám Banai & Zsuzsanna Hosszú & Gyöngyi Körmendi & Bence Mérõ, 2014. "Impact of base rate cuts on bank profitability," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 9(2), pages 18-22, July.
  7. Ãdám Banai & András Kollarik & András Szabó-Solticzky, 2014. "Identification of Systemically Important Banks Using Network Theory," Research in Economics and Business: Central and Eastern Europe, Tallinn School of Economics and Business Administration, Tallinn University of Technology, vol. 6(2).

2013

  1. Csóka, Péter & Havran, Dániel & Váradi, Kata, 2013. "Konferencia a pénzügyi piacok likviditásáról. Third Annual Financial Market Liquidity Conference BCE Befektetések és Vállalati Pénzügy Tanszék-MTA KRTK KTI Játékelméleti Kutatócsoport-Nemzetközi Banká," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(4), pages 477-485.
  2. Zoltán Monostori, 2013. "Crisis on the Hungarian government bond markets in the winter of 2011–2012: Was there a liquidity problem?," Society and Economy, Akadémiai Kiadó, Hungary, vol. 35(4), pages 539-550, December.
  3. Szilárd Erhart & Gergely Kicsák & Zsolt Kuti & Zoltán Molnár & Zoltán Monostori, 2013. "Doing it differently or The impact of the financial crisis on central bank balance sheets in emerging economies," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 8(Special), pages 46-60, October.
  4. Monostori, Zoltán, 2013. "Diszkriminatív áras és egyenáras aukciók [Discriminatory and uniform-price auctions]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(10), pages 1048-1074.
  5. Mihály Hoffmann & Zsuzsa Kékesi & Péter Koroknai, 2013. "Changes in central bank profit/loss and their determinants," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 8(3), pages 36-48, October.
  6. Fabio Caccioli & Susanne Still & Matteo Marsili & Imre Kondor, 2013. "Optimal liquidation strategies regularize portfolio selection," The European Journal of Finance, Taylor & Francis Journals, vol. 19(6), pages 554-571, July.
  7. Durkó, Emília, 2013. "Versenyképes Megoldást Jelentenek A Szilárd Biotüzelőanyagok?," Journal of Central European Green Innovation, Karoly Robert University College, vol. 1(1), pages 1-7.

2012

  1. Lublóy, Ágnes & Gyarmati, Ákos & Váradi, Kata, 2012. "Virtuális árhatás a Budapesti Értéktőzsdén [Virtual price effects on the Budapest stock exchange]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(5), pages 508-539.

2011

  1. István P. Székely & Werner Roeger & Jan In’t Veld, 2011. "Fiscal policy in the EU in the crisis: A model-based approach with applications to New EU Member States," Society and Economy, Akadémiai Kiadó, Hungary, vol. 33(3), pages 595-618, December.
  2. Csóka, Péter & Jean-Jacques Herings, P. & Kóczy, László Á. & Pintér, Miklós, 2011. "Convex and exact games with non-transferable utility," European Journal of Operational Research, Elsevier, vol. 209(1), pages 57-62, February.
  3. Csóka, Péter & Bátyi, Tamás László & Pintér, Miklós & Balog, Dóra, 2011. "Tőkeallokációs módszerek és tulajdonságaik a gyakorlatban [Methods of capital allocation and their characteristics in practice]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 619-632.
  4. Péter Csóka & P. Herings & László Kóczy, 2011. "Balancedness conditions for exact games," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 74(1), pages 41-52, August.
  5. Király, Júlia & Halpern, László, 2011. "Bródy András (1924-2010) [András Bródy (1924-2010)]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(1), pages 1-2.
  6. E. Kovács & B. Dömötör & H. Naffa, 2011. "Investment decisions in crises — A study of private pension fund investments," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 61(4), pages 389-412, December.
  7. Zsuzsa Kékesi & Gábor P. Kiss, 2011. "The reversal of the pension reform 1998 from a short-term perspective," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 6(1), pages 44-48, April.
  8. Havran, Dániel, 2011. "A vállalati likviditáskezelés szerepe eszközfedezettel rendelkező hitelszerződésekben. Az alkun alapuló megközelítés eredményei [The role of corporate liquidity management under secured debt financ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 633-652.
  9. Berlinger, Edina & Szenes, Márk & Michaletzky, Márton, 2011. "A fedezetlen bankközi forintpiac hálózati dinamikájának vizsgálata a likviditási válság előtt és után [Examination of the network dynamics of the uncovered interbank forint market before the liquid," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(3), pages 229-252.

2010

  1. Csóka, Péter & Havran, Dániel & Szűcs, Nóra, 2010. "Információs paradoxon a vállalkozások hitelezésében nem fizető vevő esetén [An innovation paradox in enterprise financing where buyers fail to pay]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(4), pages 318-336.
  2. Király, Júlia & Nagy, Márton & Banai, Ádám, 2010. "Az aranykor vége Magyarországon. "Külföldi" és "lokális" bankok - válság előtt és válság után [End of the golden age in Hungary. "Foreign" and "local" banks ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(2), pages 105-131.
  3. Lublóy, Ágnes & Tóth, Eszter, 2010. "A közép-kelet-európai bankfúziók eredményessége [The success of the bank mergers in Central Eastern Europe]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(1), pages 37-58.

2009

  1. Csóka, Péter & Herings, P. Jean-Jacques & Kóczy, László Á., 2009. "Stable allocations of risk," Games and Economic Behavior, Elsevier, vol. 67(1), pages 266-276, September.
  2. Fazakas, Gergely & Juhász, Péter, 2009. "Alacsonyabb kockázat - nagyobb osztalék?. A részvénykockázat és az osztalékfizetési hányad kapcsolatának vizsgálata a Budapesti Értéktőzsdén (1997-2007) [Lower risks - higher dividends?. Examining ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(4), pages 322-342.

2008

  1. Carlo Acerbi & Giacomo Scandolo, 2008. "Liquidity risk theory and coherent measures of risk," Quantitative Finance, Taylor & Francis Journals, vol. 8(7), pages 681-692.
  2. Király, Júlia & Nagy, Márton & Szabó E., Viktor, 2008. "Egy különleges eseménysorozat elemzése - a másodrendű jelzáloghitel-piaci válság és (hazai) következményei [Analysis of a special sequence of events - the crisis on the secondary mortgage market an," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 573-621.
  3. Havran, Dániel, 2008. "Pénzgazdálkodási szokások hatása a működőtőkére. A Magyar Posta példája [The effect of financial management habits on operating capital. The example of the Hungarian Post Office]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(10), pages 907-926.
  4. I. Kondor & I. Varga-Haszonits, 2008. "Divergent estimation error in portfolio optimization and in linear regression," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 64(3), pages 601-605, August.

2007

  1. Helge Berger & George Kopits & István P. Székely, 2007. "Fiscal Indulgence In Central Europe: Loss Of The External Anchor?," Scottish Journal of Political Economy, Scottish Economic Society, vol. 54(1), pages 116-135, February.
  2. Carlo Acerbi, 2007. "Coherent measures of risk in everyday market practice," Quantitative Finance, Taylor & Francis Journals, vol. 7(4), pages 359-364.
  3. Csoka, Peter & Herings, P. Jean-Jacques & Koczy, Laszlo A., 2007. "Coherent measures of risk from a general equilibrium perspective," Journal of Banking & Finance, Elsevier, vol. 31(8), pages 2517-2534, August.
  4. Lublóy, Ágnes & Szenes, Márk, 2007. "Az ügyfélelvándorlás kereskedelmi banki modellezése [Modelling the migration of commercial bank clients]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(10), pages 915-934.
  5. Benedek, Gábor & Lublóy, Ágnes & Szenes, Márk, 2007. "A hálózatelmélet banki alkalmazása [Application of network theory at commercial banks]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 682-702.
  6. Varga-Haszonits, I. & Kondor, I., 2007. "Noise sensitivity of portfolio selection in constant conditional correlation GARCH models," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 385(1), pages 307-318.
  7. Stefano Ciliberti & Imre Kondor & Marc Mezard, 2007. "On the feasibility of portfolio optimization under expected shortfall," Quantitative Finance, Taylor & Francis Journals, vol. 7(4), pages 389-396.
  8. Kondor, Imre & Pafka, Szilard & Nagy, Gabor, 2007. "Noise sensitivity of portfolio selection under various risk measures," Journal of Banking & Finance, Elsevier, vol. 31(5), pages 1545-1573, May.

2005

  1. Lublóy, Ágnes, 2005. "Dominóhatás a magyar bankközi piacon [The domino effect on the Hungarian interbank market]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(4), pages 377-401.
  2. Berlinger, Edina, 2005. "A nyugdíjrendszer és a diákhitelrendszer összekapcsolása [Connecting the pension and student-loan systems]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 631-647.

2004

  1. Kobor, Adam & Szekely, Istvan P., 2004. "Foreign exchange market volatility in EU accession countries in the run-up to Euro adoption: weathering uncharted waters," Economic Systems, Elsevier, vol. 28(4), pages 337-352, December.
  2. Ali M Kutan & István P Székely, 2004. "Introduction to the symposium," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 46(1), pages 1-3, March.
  3. Pafka, Szilárd & Kondor, Imre, 2004. "Estimated correlation matrices and portfolio optimization," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 343(C), pages 623-634.

2003

  1. Balázs Horváth & István P. Székely, 2003. "The Role of Medium-Term Fiscal Frameworks for Transition Countries : The Case of Bulgaria," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 39(1), pages 86-113, January.
  2. Csóka, Péter, 2003. "Koherens kockázatmérés és tőkeallokáció [Coherent risk measurement and capital allocation]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(10), pages 855-880.
  3. Pafka, Szilárd & Kondor, Imre, 2003. "Noisy covariance matrices and portfolio optimization II," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 319(C), pages 487-494.

2002

  1. Acerbi, Carlo & Tasche, Dirk, 2002. "On the coherence of expected shortfall," Journal of Banking & Finance, Elsevier, vol. 26(7), pages 1487-1503, July.
  2. Acerbi, Carlo, 2002. "Spectral measures of risk: A coherent representation of subjective risk aversion," Journal of Banking & Finance, Elsevier, vol. 26(7), pages 1505-1518, July.
  3. Berlinger, Edina, 2002. "A jövedelemarányos törlesztésű diákhitel egyszerű modellje [A simple model of student credit with repayments proportionate to income]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(12), pages 1042-1062.
  4. Walter, György, 2002. "VaR-limitrendszer melletti hozammaximalizálás: a kaszinóhatás [Maximizing yield against a VaR limit system: the casino effect]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(3), pages 212-234.

2001

  1. Pafka, Szilárd & Kondor, Imre, 2001. "Evaluating the RiskMetrics methodology in measuring volatility and Value-at-Risk in financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 299(1), pages 305-310.

1999

  1. Király, Júlia, 1999. "Miért tanítanék szívesen Simon András makroökonómiájából?. Simon András: Útmutató a makroökonómiához. Osiris, Budapest, 1999, 280 o [Why I would teach with pleasure from the macroeconomics of Andrá," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(4), pages 382-383.
  2. Jánosi, Imre M & Janecskó, Balázs & Kondor, Imre, 1999. "Statistical analysis of 5 s index data of the Budapest Stock Exchange," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 269(1), pages 111-124.
  3. T. Temesvári & C. Dominicis & I. Kondor, 1999. "Scaling and infrared divergences in the replica field theory of the Ising spin glass," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 11(4), pages 629-634, October.
  4. Gábor, Adrienn & Kondor, I, 1999. "Portfolios with nonlinear constraints and spin glasses," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 274(1), pages 222-228.

1998

  1. Király, Júlia, 1998. "A közgazdasági könyvkiadás helyzete Magyarországon. MTA Közgazdaságtudományi Bizottság, 1998. április 1," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 773-774.
  2. Király, Júlia, 1998. "A makroökonómia vége, avagy egy megkésett Nobel-díj (Robert E. Lucas) [The end of macroeconomy, or a belated Nobel prize (Robert E. Lucas)]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(12), pages 1082-1095.
  3. Csaba, László & Várhegyi, Éva & Simonovits, András & Király, Júlia & Mátyás, Antal & Laki, Mihály & Gábor R., István & Oblath, Gábor & Marer, Pál & Petschnig, Mária Zita & Vajda, Mihály & Vámos, Tibor, 1998. "Kornai a kortársak szemével!," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(1), pages 1-17.

1997

  1. László, Géza & Király, Júlia & Csontos, László, 1997. "Az ezredvégi nagy borzongás [The big thrill at the end of the millennium]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 569-596.

1995

  1. Király, Júlia, 1995. "Válságspirál, avagy a magyar bankok tőkevesztésének egy lehetséges értelmezése [Crisis spiral, or: a possible interpretation of the loss of capital of die Hungarian banks]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 819-837.

1993

  1. Korosi, Gabor & Matyas, Laszlo & Szekely, Istvan P, 1993. "Comparative Review of Some Econometric Software Packages," Journal of Economic Surveys, Wiley Blackwell, vol. 7(1), pages 105-118.
  2. Szekely, Istvan P, 1993. "What Went Wrong with the Hungarian Consumption Function? An Economic Investigation of the Time Series Aggregate Consumption Function for Hungary for 1960-1989," Economic Change and Restructuring, Springer, vol. 26(1), pages 39-54.

1992

  1. Abel, I. & Bonin, J. P. & Szekely, I., 1992. "Does levelling lead to shortages? An empirical test," International Journal of Production Economics, Elsevier, vol. 26(1-3), pages 5-11, February.
  2. Kondor, I. & De Dominics, C. & Temesvári, T., 1992. "Short range corrections to the order parameter and to the excitation spectrum of the Ising spin glass," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 185(1), pages 295-304.

1990

  1. Abel, I. & Szekely, I., 1990. "Credit, imports and inventories in cpes causality test for the hungarian economy," Engineering Costs and Production Economics, Elsevier, vol. 19(1-3), pages 11-17, May.
  2. Charemza, Wojciech W & Kiraly, Julia, 1990. "Plans and Exogeneity: The Genetic-Teleological Dispute Revisited," Oxford Economic Papers, Oxford University Press, vol. 42(3), pages 562-573, July.

1985

  1. Julia Kiraly & Laszlo Level, 1985. "Energy Consumption in Hungary: An Ex Post Analysis," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3), pages 115-125.

Books

2018

  1. Agnieszka Bem & Karolina Daszyńska-Żygadło & Taťána Hajdíková & Péter Juhász (ed.), 2018. "Finance and Sustainability," Springer Proceedings in Business and Economics, Springer, number 978-3-319-92228-7, December.

2010

  1. Filip Keereman & Istvan Szekely (ed.), 2010. "Five Years of an Enlarged EU," Springer Books, Springer, number 978-3-642-12516-4, December.

1998

  1. István Ábel & Pierre L. Siklos & István P. Székely, 1998. "Money and Finance in the Transition to a Market Economy," Books, Edward Elgar Publishing, number 830.
  2. John P. Bonin & Kálmán Mizsei & István P. Székely & Paul Wachtel, 1998. "Banking in Transition Economies," Books, Edward Elgar Publishing, number 1286.

1994

  1. John P. Bonin & István P. Székely (ed.), 1994. "The Development and Reform of Financial Systems in Central and Eastern Europe," Books, Edward Elgar Publishing, number 55.

1993

  1. Szekely,Istvan & Newbery,David M. G., 1993. "Hungary: An Economy in Transition," Cambridge Books, Cambridge University Press, number 9780521440189, December.

Chapters

2011

  1. Adam Banai & Julia Kiraly & Marton Nagy, 2011. "The demise of the halcyon days in Hungary: “foreign” and “local” banks – before and after the crisis," BIS Papers chapters, in: Bank for International Settlements (ed.),The global crisis and financial intermediation in emerging market economies, volume 54, pages 195-224, Bank for International Settlements.
  2. Julia Kiraly & Atila Csajbok & Mihaly Andras Kovacs, 2011. "A Policy Recipe for Successful Convergence of CESEE Countries in the Post-crisis World," Chapters, in: Ewald Nowotny & Peter Mooslechner & Doris Ritzberger-Grünwald (ed.),Post-Crisis Growth and Integration in Europe, chapter 12, Edward Elgar Publishing.
  3. Attila Csajbók & Júlia Király, 2011. "Cross-Border Coordination Of Macroprudential Policies," World Scientific Book Chapters, in: Stijn Claessens & Douglas D Evanoff & George G Kaufman & Laura E Kodres (ed.),Macroprudential Regulatory Policies The New Road to Financial Stability?, chapter 6, pages 65-87, World Scientific Publishing Co. Pte. Ltd..

2010

  1. Júlia Király & Katalin Mér, 2010. "No Free Lunch – No Decoupling, the Crisis and Hungary: A Case Study," Chapters, in: Benton E. Gup (ed.),The Financial and Economic Crises, chapter 5, Edward Elgar Publishing.
  2. Dóra Balog, 2010. "Risk based capital allocation," Proceedings of FIKUSZ '10, in: László Áron Kóczy (ed.),Proceedings of FIKUSZ 2010, pages 17-26, Óbuda University, Keleti Faculty of Business and Management.

2009

  1. Helena NAFFA, 2009. "New thoughts on efficient markets," Proceedings of FIKUSZ '09, in: László Áron Kóczy (ed.),Proceedings of FIKUSZ '09, pages 139-145, Óbuda University, Keleti Faculty of Business and Management.

2008

  1. Julia Kiraly & Judit Antal & Marton Nagy & Viktor Szabo, 2008. "Retail credit expansion and external finance in Hungary: lessons from the recent past (1998–2007)," BIS Papers chapters, in: Bank for International Settlements (ed.),Financial globalisation and emerging market capital flows, volume 44, pages 221-233, Bank for International Settlements.
  2. Júlia Király & Katalin Mérö, 2008. "Bank Directors and the Information Problem with Special Regard to Subprime Markets," Chapters, in: Benton E. Gup (ed.),Handbook for Directors of Financial Institutions, chapter 9, Edward Elgar Publishing.

2007

  1. Júlia Király & Katalin Mér & János Száz, 2007. "Cases of Corporate (Mis)governance in the Hungarian Banking Sector," Chapters, in: Benton E. Gup (ed.),Corporate Governance in Banking, chapter 12, Edward Elgar Publishing.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.