IDEAS home Printed from https://ideas.repec.org/e/pcs7.html
   My authors  Follow this author

Csaba Csávás

Personal Details

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

Affiliation

Magyar Nemzeti Bank (MNB)

Budapest, Hungary
http://www.mnb.hu/

:


RePEc:edi:mnbgvhu (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

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 (Central Bank of Hungary).
  2. 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 (Central Bank of Hungary).
  3. 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.
  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 (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 (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 (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 (Central Bank of Hungary).

Articles

  1. Csávás Csaba & Csom-Bíró Gabriella, 2017. "Indicators Used for the Assessment of the Reserve Adequacy of Emerging and Developing Countries – International Trends in the Mirror of Theories," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 16(1), pages 5-45.
  2. Anna Naszodi & Csaba Csavas & Daniel Felcser, 2016. "Which Aspects of Central Bank Transparency Matter? A Comprehensive Analysis of the Effect of Transparency of Survey Forecasts," International Journal of Central Banking, International Journal of Central Banking, vol. 12(4), pages 147-192, December.
  3. 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.
  4. Csaba Csávás & Lóránt Varga, 2006. "Main characteristics of non-residents’ trading on the foreign exchange and government bond markets," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 1(1), pages 13-20, June.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. 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 (Central Bank of Hungary).

    Cited by:

    1. Monica Jain & Christopher S. Sutherland, 2018. "How Do Central Bank Projections and Forward Guidance Influence Private-Sector Forecasts?," Staff Working Papers 18-2, Bank of Canada.
    2. Anna Naszodi & Csaba Csavas & Daniel Felcser, 2016. "Which Aspects of Central Bank Transparency Matter? A Comprehensive Analysis of the Effect of Transparency of Survey Forecasts," International Journal of Central Banking, International Journal of Central Banking, vol. 12(4), pages 147-192, December.
    3. 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.

  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.

    Cited by:

    1. Iulian Vasile Popescu, 2013. "Analysis of Central Banks Transparency in Countries on the Road to the European Single Currency," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 9(5), pages 74-85, October.

  3. 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 (Central Bank of Hungary).

    Cited by:

    1. 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).
    2. Szabolcs Szikszai & Tamás Badics & Csilla Raffai & Zsolt Stenger & András Tóthmihály, 2013. "Studies in Financial Systems No 8 Hungary," FESSUD studies fstudy08, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
    3. Aron Gereben & Ferenc Karvalits & Zalan Kocsis, 2011. "Monetary policy challenges during the crisis in a small open dollarised economy: the case of Hungary," BIS Papers chapters,in: Bank for International Settlements (ed.), Capital flows, commodity price movements and foreign exchange intervention, volume 57, pages 179-188 Bank for International Settlements.
    4. Ádám Balog & Orsolya Csortos & Ágnes Torös & Márton Zsigó, 2015. "Interaction between monetary and macroprudential policies in practice - a Hungarian example," BIS Papers chapters,in: Bank for International Settlements (ed.), What do new forms of finance mean for EM central banks?, volume 83, pages 159-180 Bank for International Settlements.
    5. Judit Temesváry, 2014. "Explaining the Differences between Local Currency versus FX-denominated Loans and Deposits in the Central-Eastern European Economies," IEHAS Discussion Papers 1405, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences.
    6. 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).

  4. 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 (Central Bank of Hungary).

    Cited by:

    1. Zsófia Árvai & Geoffrey M Heenan, 2008. "A Framework for Developing Secondary Markets for Government Securities," IMF Working Papers 08/174, International Monetary Fund.
    2. Áron Gereben & István Mák, 2010. "Potentials and limitations of non-governmental forintdenominated bond issues by non-residents," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 5(3), pages 29-39, October.

  5. 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 (Central Bank of Hungary).

    Cited by:

    1. Halil Ibrahim Aydin & Ahmet Degerli & Pinar Ozlu, 2010. "Recovering Risk-Neutral Densities from Exchange Rate Options: Evidence in Turkey (Kur Opsiyonlarindan Riske Duyarsiz Yogunluk Fonksiyonu Cikarimi: Turkiye Ornegi)," Working Papers 1003, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.

Articles

  1. Anna Naszodi & Csaba Csavas & Daniel Felcser, 2016. "Which Aspects of Central Bank Transparency Matter? A Comprehensive Analysis of the Effect of Transparency of Survey Forecasts," International Journal of Central Banking, International Journal of Central Banking, vol. 12(4), pages 147-192, December.

    Cited by:

    1. Thomas Lustenberger & Enzo Rossi, 2018. "Does Central Bank Transparency and Communication Affect Financial and Macroeconomic Forecasts?," Working papers 2018/06, Faculty of Business and Economics - University of Basel.
    2. Monica Jain & Christopher S. Sutherland, 2018. "How Do Central Bank Projections and Forward Guidance Influence Private-Sector Forecasts?," Staff Working Papers 18-2, Bank of Canada.
    3. Csaba Lentner & Krisztina Szegedi & Tibor Tatay, 2017. "Social Responsibility in the Operation of Central Banks," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 16(2), pages 64-85.

  2. Csaba Csávás & Lóránt Varga, 2006. "Main characteristics of non-residents’ trading on the foreign exchange and government bond markets," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 1(1), pages 13-20, June.

    Cited by:

    1. Michael Frömmel & Norbert Kiss M. & Klára Pintér, 2011. "Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 16(2), pages 172-188, April.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FOR: Forecasting (3) 2008-07-20 2012-08-23 2012-12-22
  2. NEP-MON: Monetary Economics (3) 2008-06-21 2012-08-23 2012-12-22
  3. NEP-CBA: Central Banking (2) 2012-08-23 2012-12-22
  4. NEP-FMK: Financial Markets (2) 2006-07-15 2008-06-21
  5. NEP-IFN: International Finance (2) 2008-07-20 2012-08-23
  6. NEP-MAC: Macroeconomics (2) 2011-10-09 2012-08-23
  7. NEP-TRA: Transition Economics (2) 2012-08-23 2013-12-06
  8. NEP-BAN: Banking (1) 2011-10-09
  9. NEP-FIN: Finance (1) 2006-07-15

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Csaba Csávás should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

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.