Details about Zalan Kocsis

Access statistics for papers by Zalan Kocsis.

Last updated 2023-10-09. Update your information in the RePEc Author Service.

Short-id: pko500

Working Papers

2018

1. News- Based Indices on Country Fundamentals: Do They Help Explain Sovereign Credit Spread Fluctuations?
   MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary) View citations (2)

2013

2. Global, Regional and Country-Specific Components of Financial Market Indicators: An Extraction Method and Applications
   MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary) View citations (2)
3. 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)

Journal Articles

2023

1. News indices on country fundamentals
   Journal of Banking & Finance, 2023, 154, (C)

2020

2. FX Forward Market in Hungary: General Characteristics and Impact of the COVID Crisis
   Financial and Economic Review, 2020, 19, (3), 5-51

2016

3. The role of country-specific fundamentals in sovereign CDS spreads: Eastern European experiences
   Emerging Markets Review, 2016, 27, (C), 140-168 View citations (22)

2014

4. Global, regional, and country-specific components of financial market indicators
   Acta Oeconomica, 2014, 64, (supplement1), 81-110 View citations (4)
5. What factors influence the yield curve?
   MNB Bulletin (discontinued), 2014, 9, (1), 28-39

2011

6. Variance decomposition of sovereign CDS spreads
   MNB Bulletin (discontinued), 2011, 6, (3), 36-50 View citations (3)

2006

7. A devizakötvény-felárak és a hitelminősítések összefüggése - keresztmetszeti elemzés. A cross-section analysis
   (The relationship of international bond spreads and sovereign credit ratings)
   Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), 2006, LIII, (9), 769-798 View citations (1)

Chapters

2014

1. Short-rate expectations and term premia: experiences from Hungary and other emerging market economies
   A chapter in The transmission of unconventional monetary policy to the emerging markets, 2014, vol. 78, pp 185-196 View citations (2)

2011

2. Monetary policy challenges during the crisis in a small open dollarised economy: the case of Hungary
   A chapter in Capital flows, commodity price movements and foreign exchange intervention, 2011, vol. 57, pp 179-188 View citations (4)