Dániel Horváth

Magyar Nemzeti Bank

Szabadsag ter 8-9

Budapest , H-1850

Hungary

SCHOLARLY PAPERS

3

DOWNLOADS

83

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

The Safety Trap – The Financial Market and Macroeconomic Consequences of the Scarcity of Safe Assets

Financial and Economic Review, Vol. 14. Issue 1. pp. 111-138.
Number of pages: 28 Posted: 30 Mar 2016
Dániel Horváth and Róbert Szini
Magyar Nemzeti Bank and Magyar Nemzeti Bank
Downloads 32 (580,199)

Abstract:

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financial markets, risk-free assets, liquidity trap, monetary policy

2.

Short-Rate Expectations and Term Premia: Experiences from Hungary and Other Emerging Market Economies

BIS Paper No. 78l
Number of pages: 12 Posted: 07 Oct 2014
Dániel Horváth, Péter Kálmán, Zalan Kocsis and Imre Ligeti
Magyar Nemzeti Bank, Magyar Nemzeti Bank, Magyar Nemzeti Bank and Magyar Nemzeti Bank
Downloads 30 (591,813)

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Emerging markets, interest rate expectations, principal components, surveys, term premia

3.

Analysis Methodology of Interbank Reference Rates − International Trends and the Results of the First Hungarian Annual Statistical Analysis for 2014

Financial Economic Review, Vol. 14. Issue 2. pp. 62-88, 2015
Number of pages: 27 Posted: 06 Apr 2016
Dániel Horváth and Eszter Makay
Magyar Nemzeti Bank and Magyar Nemzeti Bank
Downloads 21 (651,532)

Abstract:

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BUBOR, reference rate, LIBOR, cluster analysis, structural breaks