Akos Horvath

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

http://https://www.federalreserve.gov/econres/akos-horvath.htm

SCHOLARLY PAPERS

4

DOWNLOADS

239

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

How Effective are Trading Pauses?

Number of pages: 49 Posted: 09 Jul 2016 Last Revised: 24 Apr 2017
Nikolaus Hautsch and Akos Horvath
University of Vienna - Department of Statistics and Operations Research and Board of Governors of the Federal Reserve System
Downloads 115 (240,334)

Abstract:

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trading pause, magnet effect, price discovery, volatility, liquidity

2.

Pricing Asian Options: A Comparison of Numerical and Simulation Approaches Twenty Years Later

Journal of Mathematical Finance, 2016, 6, 810-841
Number of pages: 33 Posted: 19 Jul 2016 Last Revised: 20 Nov 2016
Akos Horvath and Péter Medvegyev
Board of Governors of the Federal Reserve System and Corvinus University of Budapest
Downloads 50 (388,185)
Citation 1

Abstract:

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Asian option, derivative pricing, Laplace transform, Monte Carlo

3.

Sikeres kibocsátások az európai részvény ETF-piacon (Successful Issues on the European Equity ETF Market)

Hitelintézeti szemle (Financial and Economic Review), Vol. 5, No. 12, 2013
Number of pages: 22 Posted: 04 Feb 2015 Last Revised: 31 Jul 2017
Akos Horvath
Board of Governors of the Federal Reserve System
Downloads 48 (395,023)

Abstract:

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Exchange-Traded Fund, European Market

4.

How Effective are Trading Pauses?

Number of pages: 49 Posted: 09 Jul 2016
Nikolaus Hautsch and Akos Horvath
University of Vienna - Department of Statistics and Operations Research and Board of Governors of the Federal Reserve System
Downloads 26 (487,724)

Abstract:

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trading pause, magnet effect, price discovery, volatility, liquidity