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DateTitle Authors
2008 The forint interest rate swap market and the main drivers of swap spreadsCsávás, Csaba / Varga, Lóránt / Balogh, Csaba
2005 Are Hungarian financial markets liquid enough? The theory and practice of FX and government securities market liquidityCsávás, Csaba / Erhart, Szilárd
2009 Secondary market trading infrastructure of government securitiesBalogh, Csaba / Kóczán, Gergely
2009 The information content of Hungarian sovereign CDS spreadsVarga, Lóránt
2009 Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange marketFrömmel, Michael / Kiss M., Norbert / Pintér, Klára
2005 Non-linear exchange rate dynamics in target zones : a bumpy road towards a honeymoon ; some evidence from the ERM, ERM2 and selected new EU member statesCrespo-Cuaresma, Jesús / Égert, Balázs / MacDonald, Ronald
2002 Extracting risk neutral probability densities by fitting implied volatility smiles: Some methodological points and an application to the 3M Euribor futures option pricesAndersen, Allan Bødskov / Wagener, Tom
2010 Investor protection and foreign stakeholdersGiofré, Maela
2010 Stock market integration between three CEECs, Russia and the UKCaporale, Guglielmo Maria / Spagnolo, Nicola
2010 Volatility transmission in emerging European foreign exchange marketsBubák, Vít / Kocenda, Evézen / Zikes, Filip

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