Details about Barbara Dömötör

Access statistics for papers by Barbara Dömötör.

Last updated 2025-03-16. 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 Anti-cyclical versus risk-sensitive margin strategies in central clearing, Journal of International Financial Markets, Institutions and Money, Elsevier (2019) View citations (3) (2019)

2016

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

Journal Articles

2025

1. Investigation of emerging market stress under various frequency bands: Evidence from FX market uncertainty and liquidity
   Emerging Markets Review, 2025, 65, (C)

2024

2. Dynamic margin optimization
   Finance Research Letters, 2024, 68, (C)

2022

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

2021

4. 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
5. Irrational risk-taking of professionals? The relationship between risk exposures and previous profits
   Risk Management, 2021, 23, (3), 243-259 View citations (1)

2019

6. 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 (3)
   See also Working Paper Anti-cyclical versus Risk-sensitive Margin Strategies in Central Clearing, Corvinus Economics Working Papers (CEWP) (2017) View citations (1) (2017)
7. Optimal margin requirement
   Finance Research Letters, 2019, 31, (C) View citations (4)
8. Stock market stress from the central counterparty’s perspective
   Studies in Economics and Finance, 2019, 36, (1), 51-62

2018

9. 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

10. Optimal hedge ratio in a biased forward market under liquidity constraints
    Finance Research Letters, 2017, 21, (C), 259-263 View citations (1)
11. 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

12. 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)
13. Stress Indicator for Clearing Houses
    Central European Business Review, 2016, 2016, (4), 47-60 View citations (2)

2011

14. 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