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Csaba Csávás
(Csaba Csavas)

Personal Details

First Name:Csaba
Middle Name:
Last Name:Csavas
Suffix:
RePEc Short-ID:pcs7
[This author has chosen not to make the email address public]

Affiliation

Magyar Nemzeti Bank (MNB)

Budapest, Hungary
http://www.mnb.hu/
RePEc:edi:mnbgvhu (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Zalán Kocsis & Csaba Csávás & István Mák & György Pulai, 2013. "Interest rate derivative markets in Hungary between 2009 and 2012 in light of the K14 dataset," MNB Occasional Papers 2013/107, Magyar Nemzeti Bank (Central Bank of Hungary).
  2. Csaba Csávás & Szilárd Erhart & Dániel Felcser & Anna Naszodi, 2012. "Which Aspects of Central Bank Transparency Matter? Constructing a Weighted Transparency Index," MNB Working Papers 2012/6, Magyar Nemzeti Bank (Central Bank of Hungary).
  3. Csávás, Csaba & Erhart, Szilárd & Naszódi, Anna & Pintér, Klára, 2012. "Changing central bank transparency in Central and Eastern Europe during the financial crisis," MPRA Paper 40335, University Library of Munich, Germany.
  4. Judit Páles & Zsolt Kuti & Csaba Csávás, 2011. "The role of currency swaps in the domestic banking system and the functioning the swap market during the crisis," MNB Occasional Papers 2011/90, Magyar Nemzeti Bank (Central Bank of Hungary).
  5. Csaba Csávás & Lóránt Varga & Csaba Balogh, 2008. "The forint interest rate swap market and the main drivers of swap spreads," MNB Occasional Papers 2008/64, Magyar Nemzeti Bank (Central Bank of Hungary).
  6. Csaba Csávás, 2008. "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 2008/3, Magyar Nemzeti Bank (Central Bank of Hungary).
  7. Csaba Csávás & Szilárd Erhart, 2005. "Are Hungarian financial markets liquid enough? The theory and practice of FX and government securities market liquidity," MNB Occasional Papers 2005/44, Magyar Nemzeti Bank (Central Bank of Hungary).

Articles

  1. Csávás Csaba & Csom-Bíró Gabriella, 2017. "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, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 16(1), pages 5-45.
  2. Csaba Csávás, 2016. "Covered interest parity with default risk," The European Journal of Finance, Taylor & Francis Journals, vol. 22(12), pages 1130-1144, September.
  3. Anna Naszodi & Csaba Csavas & Daniel Felcser, 2016. "Which Aspects of Central Bank Transparency Matter? A Comprehensive Analysis of the Effect of Transparency of Survey Forecasts," International Journal of Central Banking, International Journal of Central Banking, vol. 12(4), pages 147-192, December.
  4. Csaba Csavas, 2010. "The information content of risk-neutral densities: tests based on Hungarian currency option-implied densities," The European Journal of Finance, Taylor & Francis Journals, vol. 16(7), pages 657-676.
  5. Csaba Csávás & Lóránt Varga, 2006. "Main characteristics of non-residents’ trading on the foreign exchange and government bond markets," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 1(1), pages 13-20, June.

Chapters

  1. Csaba Csavas & Szilard Erhart & Anna Naszodi & Klara Pinter, 2011. "Changing Central Bank Transparency in Central and Eastern Europe During the Financial Crisis," Contemporary Studies in Economic and Financial Analysis, in: The Impact of the Global Financial Crisis on Emerging Financial Markets, pages 379-403, Emerald Group Publishing Limited.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Zalán Kocsis & Csaba Csávás & István Mák & György Pulai, 2013. "Interest rate derivative markets in Hungary between 2009 and 2012 in light of the K14 dataset," MNB Occasional Papers 2013/107, Magyar Nemzeti Bank (Central Bank of Hungary).

    Cited by:

    1. Dániel Béres, 2019. "Integrity of Financial Benchmarks," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 18(1), pages 33-59.

  2. Csaba Csávás & Szilárd Erhart & Dániel Felcser & Anna Naszodi, 2012. "Which Aspects of Central Bank Transparency Matter? Constructing a Weighted Transparency Index," MNB Working Papers 2012/6, Magyar Nemzeti Bank (Central Bank of Hungary).

    Cited by:

    1. Monica Jain & Christopher S. Sutherland, 2018. "How Do Central Bank Projections and Forward Guidance Influence Private-Sector Forecasts?," Staff Working Papers 18-2, Bank of Canada.
    2. Anna Naszodi & Csaba Csavas & Daniel Felcser, 2016. "Which Aspects of Central Bank Transparency Matter? A Comprehensive Analysis of the Effect of Transparency of Survey Forecasts," International Journal of Central Banking, International Journal of Central Banking, vol. 12(4), pages 147-192, December.
    3. Csávás, Csaba & Erhart, Szilárd & Naszódi, Anna & Pintér, Klára, 2012. "Changing central bank transparency in Central and Eastern Europe during the financial crisis," MPRA Paper 40335, University Library of Munich, Germany.

  3. Csávás, Csaba & Erhart, Szilárd & Naszódi, Anna & Pintér, Klára, 2012. "Changing central bank transparency in Central and Eastern Europe during the financial crisis," MPRA Paper 40335, University Library of Munich, Germany.

    Cited by:

    1. Iulian Vasile Popescu, 2013. "Analysis of Central Banks Transparency in Countries on the Road to the European Single Currency," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 5(5), pages 74-85, October.

  4. Judit Páles & Zsolt Kuti & Csaba Csávás, 2011. "The role of currency swaps in the domestic banking system and the functioning the swap market during the crisis," MNB Occasional Papers 2011/90, Magyar Nemzeti Bank (Central Bank of Hungary).

    Cited by:

    1. Tamás Borkó & Evelyn Herbert & Barnabás Székely & Péter Szomorjai, 2020. "How Would the Magyar Nemzeti Bank's Liquidity and Funding Requirements Have Influenced the Impact of the 2008 Crisis in Hungary?," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 19(4), pages 27-59.
    2. Aron Gereben & Ferenc Karvalits & Zalan Kocsis, 2011. "Monetary policy challenges during the crisis in a small open dollarised economy: the case of Hungary," BIS Papers chapters, in: Bank for International Settlements (ed.), Capital flows, commodity price movements and foreign exchange intervention, volume 57, pages 179-188, Bank for International Settlements.
    3. Judit Temesváry, 2014. "Explaining the Differences between Local Currency versus FX-denominated Loans and Deposits in the Central-Eastern European Economies," CERS-IE WORKING PAPERS 1405, Institute of Economics, Centre for Economic and Regional Studies.
    4. Antoine GODIN & Sakir-Devrim YILMAZ, 2020. "Modelling Small Open Developing Economies in a Financialized World: A Stock-Flow Consistent Prototype Growth Model," Working Paper 5eb7e0e8-560f-4ce6-91a5-5, Agence française de développement.
    5. McGuire, Patrick, 2022. "FX swaps and forwards in global dollar debt: “Known knowns” and “known unknowns”," Japan and the World Economy, Elsevier, vol. 64(C).
    6. Ãdám Banai & András Kollarik & András Szabó-Solticzky, 2014. "Identification of Systemically Important Banks Using Network Theory," Research in Economics and Business: Central and Eastern Europe, Tallinn School of Economics and Business Administration, Tallinn University of Technology, vol. 6(2).
    7. Ãdám Banai & András Kollarik & András Szabó-Solticzky, 2014. "The Network Topology of the Hungarian Short-Term Foreign Exchange Swap Market," Research in Economics and Business: Central and Eastern Europe, Tallinn School of Economics and Business Administration, Tallinn University of Technology, vol. 6(2).
    8. Szabolcs Szikszai & Tamás Badics & Csilla Raffai & Zsolt Stenger & András Tóthmihály, 2013. "Studies in Financial Systems No 8 Hungary," FESSUD studies fstudy08, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
    9. Ádám Balog & Orsolya Csortos & Ágnes Torös & Márton Zsigó, 2015. "Interaction between monetary and macroprudential policies in practice - a Hungarian example," BIS Papers chapters, in: Bank for International Settlements (ed.), What do new forms of finance mean for EM central banks?, volume 83, pages 159-180, Bank for International Settlements.

  5. Csaba Csávás & Lóránt Varga & Csaba Balogh, 2008. "The forint interest rate swap market and the main drivers of swap spreads," MNB Occasional Papers 2008/64, Magyar Nemzeti Bank (Central Bank of Hungary).

    Cited by:

    1. Ms. Zsofia Arvai & Mr. Geoffrey M Heenan, 2008. "A Framework for Developing Secondary Markets for Government Securities," IMF Working Papers 2008/174, International Monetary Fund.
    2. Áron Gereben & István Mák, 2010. "Potentials and limitations of non-governmental forintdenominated bond issues by non-residents," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 5(3), pages 29-39, October.

  6. Csaba Csávás, 2008. "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 2008/3, Magyar Nemzeti Bank (Central Bank of Hungary).

    Cited by:

    1. Halil Ibrahim Aydin & Ahmet Degerli & Pinar Ozlu, 2010. "Recovering Risk-Neutral Densities from Exchange Rate Options: Evidence in Turkey (Kur Opsiyonlarindan Riske Duyarsiz Yogunluk Fonksiyonu Cikarimi: Turkiye Ornegi)," Working Papers 1003, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.

  7. Csaba Csávás & Szilárd Erhart, 2005. "Are Hungarian financial markets liquid enough? The theory and practice of FX and government securities market liquidity," MNB Occasional Papers 2005/44, Magyar Nemzeti Bank (Central Bank of Hungary).

    Cited by:

    1. Apergis, Nicholas & Voliotis, Dimitrios, 2015. "Spillover effects between lit and dark stock markets: Evidence from a panel of London Stock Exchange transactions," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 101-106.
    2. Szabolcs Szikszai & Tamás Badics & Csilla Raffai & Zsolt Stenger & András Tóthmihály, 2013. "Studies in Financial Systems No 8 Hungary," FESSUD studies fstudy08, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.

Articles

  1. Csaba Csávás, 2016. "Covered interest parity with default risk," The European Journal of Finance, Taylor & Francis Journals, vol. 22(12), pages 1130-1144, September.

    Cited by:

    1. Patrick Augustin & Mikhail Chernov & Lukas Schmid & Dongho Song, 2020. "The Term Structure of Covered Interest Rate Parity Violations," NBER Working Papers 27231, National Bureau of Economic Research, Inc.
    2. Chernov, Mikhail & Augustin, Patrick & Schmid, Lukas & Song, Dongho, 2020. "The term structure of CIP violations," CEPR Discussion Papers 14774, C.E.P.R. Discussion Papers.

  2. Anna Naszodi & Csaba Csavas & Daniel Felcser, 2016. "Which Aspects of Central Bank Transparency Matter? A Comprehensive Analysis of the Effect of Transparency of Survey Forecasts," International Journal of Central Banking, International Journal of Central Banking, vol. 12(4), pages 147-192, December.

    Cited by:

    1. Akosah, Nana Kwame & Alagidede, Imhotep Paul & Schaling, Eric, 2020. "Testing for asymmetry in monetary policy rule for small-open developing economies: Multiscale Bayesian quantile evidence from Ghana," The Journal of Economic Asymmetries, Elsevier, vol. 22(C).
    2. Lustenberger, Thomas & Rossi, Enzo, 2018. "Does Central Bank Transparency and Communication Affect Financial and Macroeconomic Forecasts?," Working papers 2018/06, Faculty of Business and Economics - University of Basel.
    3. Monica Jain & Christopher S. Sutherland, 2018. "How Do Central Bank Projections and Forward Guidance Influence Private-Sector Forecasts?," Staff Working Papers 18-2, Bank of Canada.
    4. Chris D'Souza & Jane Voll, 2021. "Qualitative Field Research in Monetary Policy Making," Discussion Papers 2021-1, Bank of Canada.
    5. Fernandes, Cecilia Melo, 2021. "ECB communication as a stabilization and coordination device: evidence from ex-ante inflation uncertainty," Working Paper Series 2582, European Central Bank.
    6. Paweł Baranowski & Wirginia Doryń & Tomasz Łyziak & Ewa Stanisławska, 2020. "Words and deeds in managing expectations: empirical evidence on an inflation targeting economy," NBP Working Papers 326, Narodowy Bank Polski.
    7. Zulfi Diane Zaini, 2018. "Functions of the Bank of Indonesia as Lender ofLast Resort for Banks\' Safety," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 607-621.
    8. Miguel Acosta, 2023. "A New Measure of Central Bank Transparency and Implications for the Effectiveness of Monetary Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 19(3), pages 49-97, August.
    9. Csaba Lentner & Krisztina Szegedi & Tibor Tatay, 2017. "Social Responsibility in the Operation of Central Banks," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 16(2), pages 64-85.
    10. Makrychoriti, Panagiota & Pasiouras, Fotios, 2021. "National culture and central bank transparency: Cross-country evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
    11. Baranowski, Paweł & Doryń, Wirginia & Łyziak, Tomasz & Stanisławska, Ewa, 2021. "Words and deeds in managing expectations: Empirical evidence from an inflation targeting economy," Economic Modelling, Elsevier, vol. 95(C), pages 49-67.
    12. Akosah, Nana & Alagidede, Paul & Schaling, Eric, 2019. "Monetary Policy Transparency in Ghana: Recent Evidence," MPRA Paper 96998, University Library of Munich, Germany.
    13. Ciccarone, Giuseppe & Giuli, Francesco & Marchetti, Enrico, 2019. "Macroeconomic equilibrium and nominal price rigidities under imperfect rationality," Journal of Macroeconomics, Elsevier, vol. 60(C), pages 60-78.

  3. Csaba Csavas, 2010. "The information content of risk-neutral densities: tests based on Hungarian currency option-implied densities," The European Journal of Finance, Taylor & Francis Journals, vol. 16(7), pages 657-676.

    Cited by:

    1. Roh, Tai-Yong & Byun, Suk Joon & Xu, Yahua, 2020. "Downside uncertainty shocks in the oil and gold markets," International Review of Economics & Finance, Elsevier, vol. 66(C), pages 291-307.
    2. Sensoy, Ahmet & Serdengeçti, Süleyman, 2020. "Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market," International Review of Financial Analysis, Elsevier, vol. 68(C).

  4. Csaba Csávás & Lóránt Varga, 2006. "Main characteristics of non-residents’ trading on the foreign exchange and government bond markets," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 1(1), pages 13-20, June.

    Cited by:

    1. M. Frömmel & N. Kiss M & K. Pintér & -, 2009. "Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 09/626, Ghent University, Faculty of Economics and Business Administration.

Chapters

  1. Csaba Csavas & Szilard Erhart & Anna Naszodi & Klara Pinter, 2011. "Changing Central Bank Transparency in Central and Eastern Europe During the Financial Crisis," Contemporary Studies in Economic and Financial Analysis, in: The Impact of the Global Financial Crisis on Emerging Financial Markets, pages 379-403, Emerald Group Publishing Limited.
    See citations under working paper version above.Sorry, no citations of chapters recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FOR: Forecasting (3) 2008-07-20 2012-08-23 2012-12-22
  2. NEP-MON: Monetary Economics (3) 2008-06-21 2012-08-23 2012-12-22
  3. NEP-CBA: Central Banking (2) 2012-08-23 2012-12-22
  4. NEP-FMK: Financial Markets (2) 2006-07-15 2008-06-21
  5. NEP-IFN: International Finance (2) 2008-07-20 2012-08-23
  6. NEP-MAC: Macroeconomics (2) 2011-10-09 2012-08-23
  7. NEP-TRA: Transition Economics (2) 2012-08-23 2013-12-06
  8. NEP-BAN: Banking (1) 2011-10-09
  9. NEP-FIN: Finance (1) 2006-07-15

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