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Milan Szabo

Personal Details

First Name:Milan
Middle Name:
Last Name:Szabo
Suffix:
RePEc Short-ID:psz91
[This author has chosen not to make the email address public]

Affiliation

(50%) Vysoká Škola Ekonomická v Praze

Praha, Czech Republic
http://www.vse.cz/
RePEc:edi:uevsecz (more details at EDIRC)

(50%) Central Bank of the United Arab Emirates

Abu-Dhabi, United Arab Emirates
http://www.centralbank.ae/
RePEc:edi:cbgovae (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Milan Szabo, 2023. "Cyclical Investment Behavior of Investment Funds: Its Heterogeneity and Drivers," Working Papers 2023/5, Czech National Bank.
  2. Milan Szabo, 2022. "Meeting Investor Outflows in Czech Bond and Equity Funds: Horizontal or Vertical?," Working Papers 2022/6, Czech National Bank.
  3. Martin Hodula & Milan Szabo & Josef Bajzik, 2022. "Retail Fund Flows and Performance: Insights from Supervisory Data," Working Papers 2022/10, Czech National Bank.
  4. Martin Hodula & Milan Szabo & Lukas Pfeifer & Martin Melecky, 2022. "Cooling the Mortgage Loan Market: The Effect of Recommended Borrower-Based Limits on New Mortgage Lending," Working Papers 2022/3, Czech National Bank.
  5. Milan Szabo, 2020. "Growth-at-Risk: Bayesian Approach," Working Papers 2020/3, Czech National Bank.

Articles

  1. Milan Szabo, 2024. "Disciplining growth‐at‐risk models with survey of professional forecasters and Bayesian quantile regression," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 1975-1981, September.
  2. Hodula, Martin & Szabo, Milan & Bajzík, Josef, 2024. "Retail fund flows and performance: Insights from supervisory data," Emerging Markets Review, Elsevier, vol. 59(C).
  3. Hodula, Martin & Melecký, Martin & Pfeifer, Lukáš & Szabo, Milan, 2023. "Cooling the mortgage loan market: The effect of borrower-based limits on new mortgage lending," Journal of International Money and Finance, Elsevier, vol. 132(C).
  4. Milan Szabo, 2022. "Meeting investor outflows in Czech bond and equity funds: horizontal or vertical?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 49(4), pages 1123-1151, November.
  5. Vojtěch Siuda & Milan Szabo, 2021. "Measuring Sovereign Credit Risk of the EU countries," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(3), pages 169-192.

Chapters

  1. Adam Kucera & Milan Szabo, 2021. "Interconnectedness and contagion in the Czech financial system," Occasional Publications - Chapters in Edited Volumes,, Czech National Bank.
  2. Milan Szabo & Zlatuse Komarkova & Martin Casta, 2020. "Vulnerable growth: Bayesian GDP-at-Risk," Occasional Publications - Chapters in Edited Volumes,, Czech National Bank.
  3. Adam Kucera & Milan Szabo, 2019. "Estimating the neutral Czech government bond yield curve," Occasional Publications - Chapters in Edited Volumes,, Czech National Bank.

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. Milan Szabo, 2022. "Meeting Investor Outflows in Czech Bond and Equity Funds: Horizontal or Vertical?," Working Papers 2022/6, Czech National Bank.

    Cited by:

    1. Paulo Leite, 2024. "Performance and investment styles of international multi-asset funds during market crises," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 51(3), pages 783-805, August.
    2. Martin Hodula & Milan Szabo & Josef Bajzik, 2022. "Retail Fund Flows and Performance: Insights from Supervisory Data," Working Papers 2022/10, Czech National Bank.
    3. Milan Szabo, 2023. "Cyclical Investment Behavior of Investment Funds: Its Heterogeneity and Drivers," Working Papers 2023/5, Czech National Bank.

  2. Martin Hodula & Milan Szabo & Josef Bajzik, 2022. "Retail Fund Flows and Performance: Insights from Supervisory Data," Working Papers 2022/10, Czech National Bank.

    Cited by:

    1. Zuzana Gric & Jan Janku & Simona Malovana, 2023. "What Drives Sectoral Differences in Currency Derivate Usage in a Small Open Economy? Evidence from Supervisory Data," Working Papers 2023/12, Czech National Bank.

  3. Martin Hodula & Milan Szabo & Lukas Pfeifer & Martin Melecky, 2022. "Cooling the Mortgage Loan Market: The Effect of Recommended Borrower-Based Limits on New Mortgage Lending," Working Papers 2022/3, Czech National Bank.

    Cited by:

    1. Jan Klacso, 2024. "Estimating Macro DSTI for Selected EU Countries," Working and Discussion Papers WP 3/2024, Research Department, National Bank of Slovakia.

Articles

  1. Hodula, Martin & Szabo, Milan & Bajzík, Josef, 2024. "Retail fund flows and performance: Insights from supervisory data," Emerging Markets Review, Elsevier, vol. 59(C).
    See citations under working paper version above.
  2. Hodula, Martin & Melecký, Martin & Pfeifer, Lukáš & Szabo, Milan, 2023. "Cooling the mortgage loan market: The effect of borrower-based limits on new mortgage lending," Journal of International Money and Finance, Elsevier, vol. 132(C).

    Cited by:

    1. Ruben Tarne & Dirk Bezemer, 2023. "ousing affordability in a monetary economy: an agent-based model of the Dutch housing market," IMK Working Paper 222-2023, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    2. Patrick Rehill, 2024. "How do applied researchers use the Causal Forest? A methodological review of a method," Papers 2404.13356, arXiv.org.
    3. Martin Hodula & Lukas Pfeifer & Ngoc Anh Ngo, 2023. "Easing of Borrower-Based Measures: Evidence from Czech Loan-Level Data," Working Papers 2023/18, Czech National Bank.
    4. Jiri Gregor, 2024. "A Stress Test Approach to the Calibration of Borrower-Based Measures: A Case Study of the Czech Republic," Working Papers 2024/2, Czech National Bank.

  3. Milan Szabo, 2022. "Meeting investor outflows in Czech bond and equity funds: horizontal or vertical?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 49(4), pages 1123-1151, November.
    See citations under working paper version above.

Chapters

  1. Adam Kucera & Milan Szabo, 2019. "Estimating the neutral Czech government bond yield curve," Occasional Publications - Chapters in Edited Volumes,, Czech National Bank.

    Cited by:

    1. Jiri Panos & Petr Polak, 2019. "How to Improve the Model Selection Procedure in a Stress-testing Framework," Working Papers 2019/9, Czech National Bank.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 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-FMK: Financial Markets (2) 2022-07-25 2023-01-23. Author is listed
  2. NEP-MAC: Macroeconomics (2) 2020-11-30 2022-04-04. Author is listed
  3. NEP-TRA: Transition Economics (2) 2022-04-04 2023-01-23. Author is listed
  4. NEP-BAN: Banking (1) 2022-04-04. Author is listed
  5. NEP-CBA: Central Banking (1) 2022-04-04. Author is listed
  6. NEP-CWA: Central and Western Asia (1) 2022-04-04. Author is listed
  7. NEP-FDG: Financial Development and Growth (1) 2020-11-30. Author is listed
  8. NEP-IFN: International Finance (1) 2023-01-23. Author is listed
  9. NEP-RMG: Risk Management (1) 2022-04-04. Author is listed
  10. NEP-URE: Urban and Real Estate Economics (1) 2022-04-04. Author is listed

Corrections

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