Zalan Kocsis

Magyar Nemzeti Bank

Economist

Szabadsag ter 8-9

Budapest , H-1850

Hungary

SCHOLARLY PAPERS

5

DOWNLOADS

464

CITATIONS

4

Scholarly Papers (5)

1.

The Influence of External Factors on Monetary Policy Frameworks and Operations

BIS Paper No. 57
Number of pages: 350 Posted: 08 Feb 2012
Central Reserve Bank of Peru, Central Reserve Bank of Peru, affiliation not provided to SSRN, Government of the Republic of the Philippines - Monetary Stability Sector, National Bank of Poland, National Bank of Poland, National Bank of Poland, Saudi Arabian Monetary Agency, Central Bank of Turkey, University of Chicago - Department of Economics, Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department, Bruegel, Independent, Bank for International Settlements (BIS), Central Bank of Argentina, Adolfo Ibanez University, affiliation not provided to SSRN, Zhejiang University, Independent, Czech National Bank (CNB), Institute of Economic Studies, affiliation not provided to SSRN, affiliation not provided to SSRN, Magyar Nemzeti Bank, affiliation not provided to SSRN, Monetary Policy Department, Reserve Bank of India, The Interdisciplinary Center (IDC), affiliation not provided to SSRN, Central Bank of Malaysia, Bank of Mexico, Banco de México, affiliation not provided to SSRN, Bank for International Settlements (BIS) and affiliation not provided to SSRN
Downloads 356 (82,783)

Abstract:

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2.

The Role of Country-Specific Fundamentals in Sovereign CDS Spreads: Eastern European Experiences

Emerging Markets Review, Vol. 27, 2016
Number of pages: 29 Posted: 23 Feb 2015 Last Revised: 12 Jun 2016
Zalan Kocsis and Zoltan Monostori
Magyar Nemzeti Bank and Morgan Stanley
Downloads 41 (418,097)

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sovereign CDS spreads, country-specific fundamentals, dynamic hierarchical factor model, Eastern Europe

3.

News-Based Indices on Country Fundamentals

MNB Working Papers 2018/1
Number of pages: 82 Posted: 01 Mar 2018 Last Revised: 04 Jun 2019
Andras Fulop and Zalan Kocsis
ESSEC Business School and Magyar Nemzeti Bank
Downloads 26 (484,935)

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financial media, textual data, regular expressions, sovereign credit risk

4.

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
Magyar Nemzeti Bank, Magyar Nemzeti Bank, Magyar Nemzeti Bank and Magyar Nemzeti Bank
Downloads 21 (513,089)

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

5.

Global, Regional, and Country-Specific Components of Financial Market Indicators

Acta Oeconomica, Vol. 64 (S1) pp. x–y (2014) DOI: 10.1556/AOecon.64.2014.S1.3
Number of pages: 30 Posted: 14 Oct 2015
Zalan Kocsis
Magyar Nemzeti Bank
Downloads 20 (518,835)

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variance decomposition, factor analysis, Procrustes rotation, spillover, cross-country