Details about Csaba Csávás

Access statistics for papers by Csaba Csávás.

Last updated 2024-04-09. Update your information in the RePEc Author Service.

Short-id: pcs7

Working Papers

2013

1. Interest rate derivative markets in Hungary between 2009 and 2012 in light of the K14 dataset
   MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary) View citations (1)

2012

2. Changing central bank transparency in Central and Eastern Europe during the financial crisis
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Chapter Changing Central Bank Transparency in Central and Eastern Europe During the Financial Crisis, Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited (2011) (2011)
3. Which Aspects of Central Bank Transparency Matter? Constructing a Weighted Transparency Index
   MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary) View citations (3)

2011

4. The role of currency swaps in the domestic banking system and the functioning the swap market during the crisis
   MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary) View citations (9)

2008

5. 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, Magyar Nemzeti Bank (Central Bank of Hungary) View citations (1)
6. The forint interest rate swap market and the main drivers of swap spreads
   MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary) View citations (2)

2005

7. Are Hungarian financial markets liquid enough? The theory and practice of FX and government securities market liquidity
   MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary) View citations (2)

Journal Articles

2024

1. Challenges of Reducing Interest Expenses on the Minimum Reserve in Small Open Economies - The Case of Hungary
   Financial and Economic Review, 2024, 23, (4), 177-203

2017

2. 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, 2017, 16, (1), 5–45

2016

3. Covered interest parity with default risk
   The European Journal of Finance, 2016, 22, (12), 1130-1144 View citations (3)
4. Which Aspects of Central Bank Transparency Matter? A Comprehensive Analysis of the Effect of Transparency of Survey Forecasts
   International Journal of Central Banking, 2016, 12, (4), 147-192 View citations (16)

2010

5. The information content of risk-neutral densities: tests based on Hungarian currency option-implied densities
   The European Journal of Finance, 2010, 16, (7), 657-676 View citations (2)

2006

6. Main characteristics of non-residents’ trading on the foreign exchange and government bond markets
   MNB Bulletin (discontinued), 2006, 1, (1), 13-20 View citations (1)

Chapters

2011

1. Changing Central Bank Transparency in Central and Eastern Europe During the Financial Crisis
   A chapter in The Impact of the Global Financial Crisis on Emerging Financial Markets, 2011, pp 379-403
   See also Working Paper Changing central bank transparency in Central and Eastern Europe during the financial crisis, University Library of Munich, Germany (2012) View citations (1) (2012)