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Lóránt Varga

Personal Details

First Name:Lóránt
Middle Name:
Last Name:Varga
Suffix:
RePEc Short-ID:pva444

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. Tamás Ilyés & Lóránt Varga, 2015. "A General Equilibrium Approach of Retail Payments," MNB Working Papers 2015/3, Magyar Nemzeti Bank (Central Bank of Hungary).
  2. Lóránt Varga, 2009. "The information content of Hungarian sovereign CDS spreads," MNB Occasional Papers 2009/78, Magyar Nemzeti Bank (Central Bank of Hungary).
  3. 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).

Articles

  1. Tamás Ilyés & Lóránt Varga, 2018. "Acceptance of Payment Cards by Retailers in Hungary Based on Data of Online Cash Registers," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 17(1), pages 83-109.
  2. Tamás Ilyés & Lóránt Varga, 2016. "Macroeconomic effects of the increase of electronic retail payments – A general equilibrium approach using Hungarian data," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 15(2), pages 129-152.
  3. Tamás Ilyés & Lóránt Varga, 2015. "Show me how you pay and I will tell you who you are – Socio-demographic determinants of payment habits," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 14(2), pages 25-61.
  4. Tamás Ilyés & Kristóf Takács & Lóránt Varga, 2014. "Changes in the fees on payment services and the structure of payments following the introduction of the financial transaction tax," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 9(1), pages 40-47, March.
  5. Lóránt Varga, 2010. "Introducing optional reserve ratios in Hungary," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 5(3), pages 57-66, October.
  6. Lóránt Varga, 2009. "Hungarian sovereign credit risk premium in international comparison during the financial crisis," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 4(2), pages 43-52, July.
  7. Judit Páles & Lóránt Varga, 2008. "Trends in the liquidity of Hungarian financial markets – What does the MNB’s new liquidity index show?," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 3(1), pages 44-51, April.
  8. 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. Lóránt Varga, 2009. "The information content of Hungarian sovereign CDS spreads," MNB Occasional Papers 2009/78, Magyar Nemzeti Bank (Central Bank of Hungary).

    Cited by:

    1. Avino, Davide & Cotter, John, 2014. "Sovereign and bank CDS spreads: two sides of the same coin?," MPRA Paper 55208, University Library of Munich, Germany.
    2. Avino, Davide & Cotter, John, 2013. "Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability?," MPRA Paper 56782, University Library of Munich, Germany.
    3. Debora Revoltella & Fabio Mucci & Dubravko Mihaljek, 2010. "Properly pricing country risk: a model for pricing long-term fundamental risk applied to central and eastern European countries," Financial Theory and Practice, Institute of Public Finance, vol. 34(3), pages 219-245.
    4. Belyakov, Igor, 2017. "On the Determinants of Sovereign Eurobond Spreads in Russia," Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 1, pages 200-225, February.
    5. Giorgia Palladini & Richard Portes, 2011. "Sovereign CDS and Bond Pricing Dynamics in the Euro-area," NBER Working Papers 17586, National Bureau of Economic Research, Inc.
    6. Zalán Kocsis & Dénes Nagy, 2011. "Variance decomposition of sovereign CDS spreads," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 6(3), pages 36-50, October.
    7. Patrick Augustin, 2012. "Sovereign Credit Default Swap Premia," Working Papers 12-10, New York University, Leonard N. Stern School of Business, Department of Economics.

  2. 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.

Articles

  1. Tamás Ilyés & Lóránt Varga, 2015. "Show me how you pay and I will tell you who you are – Socio-demographic determinants of payment habits," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 14(2), pages 25-61.

    Cited by:

    1. László Kajdi, 2017. "A Western Diet with Chinese Spices – The Specificities of Payments in China," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 16(Sepcial I), pages 140-169.

  2. Tamás Ilyés & Kristóf Takács & Lóránt Varga, 2014. "Changes in the fees on payment services and the structure of payments following the introduction of the financial transaction tax," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 9(1), pages 40-47, March.

    Cited by:

    1. Tamás Ilyés & Lóránt Varga, 2015. "Show me how you pay and I will tell you who you are – Socio-demographic determinants of payment habits," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 14(2), pages 25-61.

  3. Lóránt Varga, 2010. "Introducing optional reserve ratios in Hungary," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 5(3), pages 57-66, October.

    Cited by:

    1. Gyula Pulay & János Máté & Ildikó Németh & Andrásné Zelei, 2013. "Budgetary Risks of Monetary Policy with Special Regard to the Debt Rule," Public Finance Quarterly, State Audit Office of Hungary, vol. 58(1), pages 11-34.
    2. Gergely Fábián & Róbert Mátrai, 2012. "Unconventional central bank instruments in Hungary," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 7(2), pages 14-23, June.
    3. László Bodnár & Miklós Luspay & Annamária Madarász, 2014. "The effect on payments of the conversion of MNB bills into deposits," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 9(2), pages 36-44, July.

  4. Lóránt Varga, 2009. "Hungarian sovereign credit risk premium in international comparison during the financial crisis," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 4(2), pages 43-52, July.

    Cited by:

    1. Sorin Gabriel Anton, 2011. "The Local Determinants Of Emerging Market Sovereign Cds Spreads In The Context Of The Debt Crisis. An Explanatory Study "," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 58, pages 41-52, november.
    2. Zalán Kocsis & Dénes Nagy, 2011. "Variance decomposition of sovereign CDS spreads," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 6(3), pages 36-50, October.

  5. Judit Páles & Lóránt Varga, 2008. "Trends in the liquidity of Hungarian financial markets – What does the MNB’s new liquidity index show?," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 3(1), pages 44-51, April.

    Cited by:

    1. Judit Krekó & Csaba Balogh & Kristóf Lehmann & Róbert Mátrai & György Pulai & Balázs Vonnák, 2013. "International experiences and domestic opportunities of applying unconventional monetary policy tools," MNB Occasional Papers 2013/100, Magyar Nemzeti Bank (Central Bank of Hungary).
    2. 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).
    3. Gergely Fábián & Róbert Mátrai, 2012. "Unconventional central bank instruments in Hungary," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 7(2), pages 14-23, June.
    4. Dániel Holló, 2012. "A system-wide financial stress indicator for the Hungarian financial system," MNB Occasional Papers 2012/105, Magyar Nemzeti Bank (Central Bank of Hungary).
    5. László Békési & Lorant Kaszab & Szabolcs Szentmihályi, 2017. "The EAGLE model for Hungary - a global perspective," MNB Working Papers 2017/7, Magyar Nemzeti Bank (Central Bank of Hungary).
    6. Adam Geršl & Zlatuše Komárková, 2009. "Liquidity Risk and Banks’ Bidding Behavior: Evidence from the Global Financial Crisis," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 59(6), pages 577-592, December.
    7. Klára Pintér & György Pulai, 2009. "Measuring interest rate expectations from market yields: topical issues," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 4(2), pages 34-42, July.
    8. Tibor Szendrei & Katalin Varga, 2017. "FISS - A Factor Based Index of Systemic Stress in the Financial System," MNB Working Papers 2017/9, Magyar Nemzeti Bank (Central Bank of Hungary).
    9. 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. 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. M. Frömmel & N. Kiss M & K. Pintér & -, 2009. "Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 09/626, Ghent University, Faculty of Economics and Business Administration.

More information

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Statistics

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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 3 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-CMP: Computational Economics (1) 2015-12-01
  2. NEP-FMK: Financial Markets (1) 2008-06-21
  3. NEP-FOR: Forecasting (1) 2015-12-01
  4. NEP-MAC: Macroeconomics (1) 2015-12-01
  5. NEP-MON: Monetary Economics (1) 2008-06-21
  6. NEP-RMG: Risk Management (1) 2009-06-03
  7. NEP-TRA: Transition Economics (1) 2015-12-01

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