Details about Barbara Dömötör

Access statistics for papers by Barbara Dömötör.

Last updated 2022-05-03. Update your information in the RePEc Author Service.

Short-id: pdm10

Working Papers

2018

1. How do manager incentives influence corporate hedging?
   Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest View citations (1)

2017

2. Anti-cyclical versus Risk-sensitive Margin Strategies in Central Clearing
   Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest View citations (1)
   See also Journal Article in Journal of International Financial Markets, Institutions and Money (2019)

2016

3. Stress events in the Hungarian stock market
   Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest

Journal Articles

2022

1. Adjustable-rate mortgages in the era of global reflation: How to model additional default risk?
   PLOS ONE, 2022, 17, (3), 1-16

2021

2. A személyközi hitelezés létjogosultsága a pénzügyi közvetítésben
   (The relevance of peer-to-peer lending in financial intermediation)
   Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), 2021, LXVIII, (7), 773-793
3. Irrational risk-taking of professionals? The relationship between risk exposures and previous profits
   Risk Management, 2021, 23, (3), 243-259

2019

4. Anti-cyclical versus risk-sensitive margin strategies in central clearing
   Journal of International Financial Markets, Institutions and Money, 2019, 62, (C), 117-131 View citations (1)
   See also Working Paper (2017)
5. Optimal margin requirement
   Finance Research Letters, 2019, 31, (C) View citations (2)
6. Stock market stress from the central counterparty’s perspective
   Studies in Economics and Finance, 2019, 36, (1), 51-62

2018

7. Menedzserösztönzők hatása a vállalati fedezésre
   (Manager incentives-based model of corporate hedging)
   Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), 2018, LXV, (7), 701-710

2017

8. Optimal hedge ratio in a biased forward market under liquidity constraints
   Finance Research Letters, 2017, 21, (C), 259-263 View citations (1)
9. 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 market, 2003 2012)
   Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), 2017, LXIV, (11), 1160-1185

2016

10. A tőzsdei elszámolóházak vesztesége
    (The loss from central clearing houses)
    Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), 2016, LXIII, (9), 993-1010 View citations (2)
11. Stress Indicator for Clearing Houses
    Central European Business Review, 2016, 2016, (4), 47-60 View citations (2)

2011

12. Investment decisions in crises — A study of private pension fund investments
    Acta Oeconomica, 2011, 61, (4), 389-412

Chapters

2021

1. The Financial Intermediary Role of Peer-To-Peer Lenders
   Springer