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

  • Board of Governors of the Federal Reserve System

SCHOLARLY PAPERS

8

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1,038

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24

Scholarly Papers (8)

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1.

COVID-19 as a Stress Test: Assessing the Bank Regulatory Framework

Downloads 435 (143,257)
Citation 15

COVID-19 as a Stress Test: Assessing the Bank Regulatory Framework

FEDS Working Paper No. 2021-024
Number of pages: 50 Posted: 18 Nov 2021
Alice Abboud, Elizabeth Duncan, Akos Horvath, Diana A. Iercosan, Bert Loudis, Francis Martinez, Timothy Mooney, Benjamin Ranish, Ke Wang, Missaka Warusawitharana and Carlo Wix
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Citation 8

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Covid-19 as a Stress Test: Assessing the Bank Regulatory Framework

FEDS Working Paper No. 2021-24
Number of pages: 47 Posted: 30 Jun 2021 Last Revised: 06 Jul 2021
Alice Abboud, Elizabeth Duncan, Akos Horvath, Diana A. Iercosan, Bert Loudis, Francis Martinez, Timothy Mooney, Benjamin Ranish, Ke Wang, Missaka Warusawitharana and Carlo Wix
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Citation 7

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2.

The Covid-19 Shock and Consumer Credit: Evidence from Credit Card Data

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Citation 7

The Covid-19 Shock and Consumer Credit: Evidence from Credit Card Data

FEDS Working Paper No. 2021-8
Number of pages: 55 Posted: 09 Jul 2021
Akos Horvath, Benjamin S. Kay and Carlo Wix
Board of Governors of the Federal Reserve System, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 176 (361,940)

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The COVID-19 Shock and Consumer Credit: Evidence from Credit Card Data

FEDS Working Paper No. 2021-008 https://doi.org/10.17016/FEDS.2021.008
Number of pages: 55 Posted: 22 Apr 2021
Akos Horvath, Benjamin S. Kay and Carlo Wix
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 92 (606,361)
Citation 7

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COVID-19; Bank lending; Consumer credit; Credit cards; Credit supply; Household spending

The COVID-19 Shock and Consumer Credit: Evidence from Credit Card Data

Journal of Banking and Finance, Vol. 152, No. 1, 2023
Posted: 29 May 2020 Last Revised: 03 May 2023
Akos Horvath, Benjamin S. Kay and Carlo Wix
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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credit card use, household spending and borrowing, COVID-19, nonpharmaceutical interventions, credit-smoothing

3.

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 112 (523,177)
Citation 2

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Asian option, derivative pricing, Laplace transform, Monte Carlo

4.

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
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Exchange-Traded Fund, European Market

5.

Risk Perception and Loan Underwriting in Securitized Commercial Mortgages

FEDS Working Paper No. 2024-19
Number of pages: 53 Posted: 23 Apr 2024
Simon Firestone, Nathan Y. Godin, Akos Horvath and Jacob S. Sagi
Board of Governors of the Federal Reserve System, University of California, Berkeley - Haas School of Business, Board of Governors of the Federal Reserve System and University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 65 (731,161)

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Loan underwriting, Lending standards, Global Financial Crisis, Mortgages, Real estate finance, Implied volatility

6.

Risk Perception and Loan Underwriting in Securitized Commercial Mortgages

Finance and Economics Discussion Series 2024-019. Washington: Board of Governors of the Federal Reserve System, https://doi.org/10.17016/FEDS.2024.019.
Number of pages: 53 Posted: 13 Apr 2024 Last Revised: 15 Apr 2024
Simon Firestone, Nathan Godin, Akos Horvath and Jacob S. Sagi
affiliation not provided to SSRN, affiliation not provided to SSRN, Board of Governors of the Federal Reserve System and University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 65 (731,161)

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Loan underwriting, Lending standards, Global Financial Crisis, Mortgages, Real estate finance, Implied volatility

7.

Do Loan Subsidies Boost the Real Activity of Small Firms?

Journal of Banking and Finance, Vol. 121, No. 1, 2021
Posted: 26 Oct 2020 Last Revised: 03 Nov 2020
Akos Horvath and Peter Lang
Board of Governors of the Federal Reserve System and Central Bank of Hungary

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subsidized loans, small firms, investment, employment, productive efficiency

8.

How Effective are Trading Pauses?

Journal of Financial Economics (JFE), Vol. 131, No. 2, 2019
Posted: 09 Jul 2016 Last Revised: 04 May 2023
Nikolaus Hautsch and Akos Horvath
University of Vienna - Department of Statistics and Operations Research and Board of Governors of the Federal Reserve System

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