Zalan Kocsis : Citation Profile


Are you Zalan Kocsis?

Magyar Nemzeti Bank (MNB)

2

H index

1

i10 index

20

Citations

RESEARCH PRODUCTION:

6

Articles

3

Papers

2

Chapters

RESEARCH ACTIVITY:

   14 years (2006 - 2020). See details.
   Cites by year: 1
   Journals where Zalan Kocsis has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 3 (13.04 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko500
   Updated: 2021-04-17    RAS profile: 2021-03-13    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Zalan Kocsis.

Is cited by:

Rodríguez Caballero, Carlos (3)

Montes, Gabriel (2)

Kliber, Agata (2)

Miyajima, Ken (1)

Mohanty, Madhusudan (1)

Yılmaz, Erdal (1)

Ozturk, Huseyin (1)

Beres, Daniel (1)

Ozmen, Utku (1)

Aizenman, Joshua (1)

Badics, Tamas (1)

Cites to:

Reinhart, Carmen (8)

Edwards, Sebastian (7)

Wright, Jonathan (6)

Backus, David (6)

Longstaff, Francis (5)

Packer, Frank (4)

Singleton, Kenneth (4)

Shiller, Robert (4)

Pedersen, Lasse (4)

Rogoff, Kenneth (4)

Campbell, John (4)

Main data


Where Zalan Kocsis has published?


Journals with more than one article published# docs
MNB Bulletin (discontinued)2

Working Papers Series with more than one paper published# docs
MNB Working Papers / Magyar Nemzeti Bank (Central Bank of Hungary)2

Recent works citing Zalan Kocsis (2021 and 2020)


YearTitle of citing document
2020Dependence structure between oil price volatility and sovereign credit risk of oil exporters: Evidence using a Copula Approach. (2020). Ehouman, Yao Axel. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-31.

Full description at Econpapers || Download paper

2020Sovereign default risk, debt uncertainty and fiscal credibility: The case of Brazil. (2020). Souza, Ivan ; Montes, Gabriel Caldas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302316.

Full description at Econpapers || Download paper

2020Emerging Markets Sovereign Spreads and Country-Specific Fundamentals During COVID-19. (2020). Daehler, Timo ; Aizenman, Joshua ; Jinjarak, Yothin. In: NBER Working Papers. RePEc:nbr:nberwo:27903.

Full description at Econpapers || Download paper

Works by Zalan Kocsis:


YearTitleTypeCited
2014Global, regional, and country-specific components of financial market indicators In: Acta Oeconomica.
[Full Text][Citation analysis]
article1
2011Monetary policy challenges during the crisis in a small open dollarised economy: the case of Hungary In: BIS Papers chapters.
[Full Text][Citation analysis]
chapter2
2014Short-rate expectations and term premia: experiences from Hungary and other emerging market economies In: BIS Papers chapters.
[Full Text][Citation analysis]
chapter2
2016The role of country-specific fundamentals in sovereign CDS spreads: Eastern European experiences In: Emerging Markets Review.
[Full Text][Citation analysis]
article10
2006A devizakötvény-felárak és a hitelmin?sítések összefüggése - keresztmetszeti elemzés. A cross-section analysis In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
[Full Text][Citation analysis]
article0
2011Variance decomposition of sovereign CDS spreads In: MNB Bulletin (discontinued).
[Full Text][Citation analysis]
article2
2014What factors influence the yield curve? In: MNB Bulletin (discontinued).
[Full Text][Citation analysis]
article0
2020FX Forward Market in Hungary: General Characteristics and Impact of the COVID Crisis In: Financial and Economic Review.
[Full Text][Citation analysis]
article0
2013Interest rate derivative markets in Hungary between 2009 and 2012 in light of the K14 dataset In: MNB Occasional Papers.
[Full Text][Citation analysis]
paper1
2013Global, Regional and Country-Specific Components of Financial Market Indicators: An Extraction Method and Applications In: MNB Working Papers.
[Full Text][Citation analysis]
paper2
2018News- Based Indices on Country Fundamentals: Do They Help Explain Sovereign Credit Spread Fluctuations? In: MNB Working Papers.
[Full Text][Citation analysis]
paper0

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