Details about Milan Szabo

Access statistics for papers by Milan Szabo.

Last updated 2024-09-26. Update your information in the RePEc Author Service.

Short-id: psz91

Working Papers

2023

1. Cyclical Investment Behavior of Investment Funds: Its Heterogeneity and Drivers
   Working Papers, Czech National Bank, Research and Statistics Department

2022

2. Cooling the Mortgage Loan Market: The Effect of Recommended Borrower-Based Limits on New Mortgage Lending
   Working Papers, Czech National Bank, Research and Statistics Department View citations (1)
3. Meeting Investor Outflows in Czech Bond and Equity Funds: Horizontal or Vertical?
   Working Papers, Czech National Bank, Research and Statistics Department View citations (4)
   See also Journal Article Meeting investor outflows in Czech bond and equity funds: horizontal or vertical?, Empirica, Springer (2022) View citations (4) (2022)
4. Retail Fund Flows and Performance: Insights from Supervisory Data
   Working Papers, Czech National Bank, Research and Statistics Department View citations (1)
   See also Journal Article Retail fund flows and performance: Insights from supervisory data, Emerging Markets Review, Elsevier (2024) (2024)

2020

5. Growth-at-Risk: Bayesian Approach
   Working Papers, Czech National Bank, Research and Statistics Department

Journal Articles

2024

1. Disciplining growth‐at‐risk models with survey of professional forecasters and Bayesian quantile regression
   Journal of Forecasting, 2024, 43, (6), 1975-1981
2. Retail fund flows and performance: Insights from supervisory data
   Emerging Markets Review, 2024, 59, (C)
   See also Working Paper Retail Fund Flows and Performance: Insights from Supervisory Data, Working Papers (2022) View citations (1) (2022)

2023

3. Cooling the mortgage loan market: The effect of borrower-based limits on new mortgage lending
   Journal of International Money and Finance, 2023, 132, (C) View citations (5)

2022

4. Meeting investor outflows in Czech bond and equity funds: horizontal or vertical?
   Empirica, 2022, 49, (4), 1123-1151 View citations (4)
   See also Working Paper Meeting Investor Outflows in Czech Bond and Equity Funds: Horizontal or Vertical?, Working Papers (2022) View citations (4) (2022)

2021

5. Measuring Sovereign Credit Risk of the EU countries
   Journal of Central Banking Theory and Practice, 2021, 10, (3), 169-192

Chapters

2021

1. Interconnectedness and contagion in the Czech financial system
   Czech National Bank, Research and Statistics Department

2020

2. Vulnerable growth: Bayesian GDP-at-Risk
   Czech National Bank, Research and Statistics Department

2019

3. Estimating the neutral Czech government bond yield curve
   Czech National Bank, Research and Statistics Department View citations (1)