@article{MTMT:34421259, title = {Sovereign spread divergence owing to inflation and redenomination risk countered by unconventional monetary policy in the Eurozone}, url = {https://m2.mtmt.hu/api/publication/34421259}, author = {Kiss, Gábor Dávid and Alipanah, Sabri}, doi = {10.1016/j.econmod.2023.106613}, journal-iso = {ECON MODEL}, journal = {ECONOMIC MODELLING}, volume = {131}, unique-id = {34421259}, issn = {0264-9993}, year = {2024}, eissn = {1873-6122}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:34445231, title = {Examination of carbon dioxide emissions and renewables in Southeast Asian countries based on a panel vector autoregressive model}, url = {https://m2.mtmt.hu/api/publication/34445231}, author = {Somosi, Sarolta and Kiss, Gábor Dávid and Tanvir Alam, Shahi Md.}, doi = {10.1016/j.jclepro.2023.140174}, journal-iso = {J CLEAN PROD}, journal = {JOURNAL OF CLEANER PRODUCTION}, volume = {436}, unique-id = {34445231}, issn = {0959-6526}, abstract = {Recently, the increasing energy consumption for economic growth has resulted in higher carbon dioxide (CO2) emissions. In this regard, the reduction of such emissions has become one of the main targets of economic planning for both developed and developing countries. Thus, this study determines whether economic growth and increased energy consumption can have a significant impact on CO2 emissions and whether this relationship is mutual, bidirectional, or unidirectional. For this purpose, we employ a panel autoregressive (VAR) model and focus on a group of developing countries in Southeast Asia in which their economic and population growth are expected to increase CO2 emissions in the future. Additionally, we examine their difficulties in meeting the CO2 emission targets and consider modern renewable energy sources (RES) in our quantitative research. Based on the results, there have been various rebound effects and rising expenses for modern RES in these countries, which have hampered their long-term goal of reducing CO2 emissions. The implication of the findings is that it is important to tailor subsidy schemes and energy policies to the specific needs of developing countries and their respective populations.}, year = {2024}, eissn = {1879-1786}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:33801146, title = {The Role of COVID‐19 in Worsening the Debt Sustainability in Developing Economies. The Case of Ghana and Kenya}, url = {https://m2.mtmt.hu/api/publication/33801146}, author = {Klutse, Senanu Kwasi and Sági, Judit and Kiss, Gábor Dávid}, doi = {10.1111/rsp3.12676}, journal-iso = {REG SCI POL PRAC}, journal = {REGIONAL SCIENCE POLICY & PRACTICE}, volume = {15}, unique-id = {33801146}, abstract = {The SARS-CoV-2 coronavirus pandemic has raised public debt sustainability issues, especially for Heavily Indebted Poor Countries (HIPC). Developing countries with limited fiscal space have had to take on significant external debts to help deal with the negative effects of the pandemic. This has led to further increases in the debt levels of these countries, with the potential to trigger a debt default. Addressing these issues, this study uses a framework for fiscal policy and public debt sustainability analysis. The results confirm the impact of the SARS-CoV-2 coronavirus pandemic on the debt levels of Ghana and Kenya. This study recommends the creation of domestic fiscal buffers and fiscal space toward the attainment of long-term debt sustainability, contrary to the popular view of offering debt relief to these countries.}, year = {2023}, eissn = {1757-7802}, pages = {1259-1275}, orcid-numbers = {Sági, Judit/0000-0003-4197-3530; Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:34748123, title = {The Volatility of Green and Non-green Sovereign Bonds on the Emerging EU Markets}, url = {https://m2.mtmt.hu/api/publication/34748123}, author = {Mészáros, Mercédesz and Csiki, Máté and Kiss, Gábor Dávid}, doi = {10.18267/j.efaj.279}, journal-iso = {EFAJ}, journal = {European Financial and Accounting Journal}, volume = {18}, unique-id = {34748123}, issn = {1805-4846}, year = {2023}, eissn = {1805-4846}, pages = {25-44}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:34314829, title = {The Markov-switching drivers of foreign exchange rate comovements in the case of CEE countries}, url = {https://m2.mtmt.hu/api/publication/34314829}, author = {Mészáros, Mercédesz and Sallai, Dóra and Kiss, Gábor Dávid}, doi = {10.1504/IJMEF.2023.10057736}, journal-iso = {INT J MONETARY ECON FINANCE}, journal = {INTERNATIONAL JOURNAL OF MONETARY ECONOMICS AND FINANCE}, unique-id = {34314829}, issn = {1752-0479}, year = {2023}, eissn = {1752-0487}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:33750765, title = {Heterogeneous Drivers of Nordic Capital Market movements in the light of UMP}, url = {https://m2.mtmt.hu/api/publication/33750765}, author = {Mészáros, Mercédesz and Kiss, Gábor Dávid}, doi = {10.1504/IJMEF.2023.10055430}, journal-iso = {INT J MONETARY ECON FINANCE}, journal = {INTERNATIONAL JOURNAL OF MONETARY ECONOMICS AND FINANCE}, volume = {16}, unique-id = {33750765}, issn = {1752-0479}, year = {2023}, eissn = {1752-0487}, pages = {83-104}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @misc{MTMT:34043623, title = {FACTORS DETERMINING THE EXCHANGE RATE VOLATILITY IN EMERGING MARKET ECONOMIES (EMES)}, url = {https://m2.mtmt.hu/api/publication/34043623}, author = {Alipanah, Sabri and Kiss, Gábor Dávid}, publisher = {Sveučilište u Zagrebu, Ekonomski fakultet}, unique-id = {34043623}, year = {2023}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:33255093, title = {How Do Stock Indices Respond to Market Shocks? Examining Stock Market Contagion in European Countries with Minimum Spanning Trees}, url = {https://m2.mtmt.hu/api/publication/33255093}, author = {Sallai, Dóra and Mészáros, Mercédesz and Kiss, Gábor Dávid}, doi = {10.2478/erfin-2022-0003}, journal-iso = {ECONOM RES FIN}, journal = {ECONOMETRIC RESEARCH IN FINANCE}, volume = {7}, unique-id = {33255093}, issn = {2451-1935}, year = {2022}, eissn = {2451-2370}, pages = {95-123}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:33023231, title = {Differences in Capital Market Network Structures under COVID-19}, url = {https://m2.mtmt.hu/api/publication/33023231}, author = {Kiss, Gábor Dávid and Mészáros, Mercédesz and Sallai, Dóra}, doi = {10.2478/auseb-2022-0002}, journal-iso = {ACTA UNIV SAPIENT ECON BUS}, journal = {ACTA UNIVERSITATIS SAPIENTIAE ECONOMICS AND BUSINESS}, volume = {10}, unique-id = {33023231}, issn = {2343-8894}, year = {2022}, eissn = {2360-0047}, pages = {15-28}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @inproceedings{MTMT:32804911, title = {Did the Euro required the sacrifice of macro-stability in the core-countries like the previous gold-based systems?}, url = {https://m2.mtmt.hu/api/publication/32804911}, author = {Kiss, Gábor Dávid and Rácz, Tamás Attila}, booktitle = {Challenges and alternative solutions in Central Eastern Europe}, unique-id = {32804911}, year = {2022}, pages = {85-92}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970; Rácz, Tamás Attila/0000-0001-6943-8471} } @inproceedings{MTMT:32804909, title = {Does the frequency determine the EUR-HUF common movements?}, url = {https://m2.mtmt.hu/api/publication/32804909}, author = {Kiss, Gábor Dávid and Mészáros, Mercédesz and Sallai, Dóra}, booktitle = {Challenges and alternative solutions in Central Eastern Europe}, unique-id = {32804909}, year = {2022}, pages = {72-84}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @book{MTMT:32875640, title = {A nemzetközi pénzügyek elmélete és annak ökonometriai eszköztára}, url = {https://m2.mtmt.hu/api/publication/32875640}, isbn = {9789634931911}, author = {Kiss, Gábor Dávid and Mészáros, Mercédesz and Rácz, Tamás Attila}, publisher = {Typotex Kiadó}, unique-id = {32875640}, abstract = {Könyvünk ökonometriailag megalapozott betekintést nyújt a nemzetközi pénzügyek világába. A leírtak befogadásához szükség van alapvető pénzügyi ismeretekre, de az első fejezet monetáris makroökonómiai modellje segítséget nyújt az olvasónak a nemzetgazdaság belső és külső egyensúlyának megismeréséhez. A pénzügyi közvetítőrendszer, a monetáris és a fiskális politika hármasa által leírható belső kapcsolati rendszer mellett ugyanis megjelenik a külföld, amely egyaránt jelenti a belföldi piacok és a finanszírozási csatornák kiterjesztését. Ezzel elmondhatjuk, hogy miközben a bankrendszer állapota tükröt tart a reálgazdaság egyensúlya elé, addig a deviza árfolyama ugyanezt teszi a külső egyensúllyal. Miután a leírt szabályszerűségek időben és térben változó intenzitással jelennek meg, ezért szükséges a kapcsolódó pénzügyi és makrogazdasági idősorok tesztelése az egyes fejezetek témájához köthető ökonometriai modellek és a kapcsolódó példák segítségével. Így az olvasó betekintést nyer a Matlab, Eviews és Gretl programok felhasználásának, a kapott eredmények interpretálásának világába is.}, year = {2022}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970; Rácz, Tamás Attila/0000-0001-6943-8471} } @article{MTMT:32805705, title = {Exchange Rate Crisis among Inflation Targeting Countries in Sub-Saharan Africa}, url = {https://m2.mtmt.hu/api/publication/32805705}, author = {Klutse, Senanu Kwasi and Sági, Judit and Kiss, Gábor Dávid}, doi = {10.3390/risks10050094}, journal-iso = {RISKS}, journal = {RISKS}, volume = {10}, unique-id = {32805705}, issn = {2227-9091}, year = {2022}, orcid-numbers = {Sági, Judit/0000-0003-4197-3530; Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:33036573, title = {Exchange market pressure in Sub-Saharan African countries – The role of imports and short-term external debt, 2002-2017}, url = {https://m2.mtmt.hu/api/publication/33036573}, author = {Klutse, Senanu Kwasi and Kiss, Gábor Dávid and Sági, Judit}, doi = {10.15196/RS120404}, journal-iso = {REG STAT}, journal = {REGIONAL STATISTICS}, volume = {12}, unique-id = {33036573}, issn = {2063-9538}, year = {2022}, eissn = {2064-8243}, pages = {92-111}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970; Sági, Judit/0000-0003-4197-3530} } @article{MTMT:32580811, title = {The non-financial reporting practices of Hungarian listed public interest entities considering the 2014/95/EU Directive}, url = {https://m2.mtmt.hu/api/publication/32580811}, author = {Lippai-Makra, Edit and Kovács, Zsuzsanna Ilona and Kiss, Gábor Dávid}, doi = {10.1108/JAAR-04-2021-0086}, journal-iso = {J APPL ACCOUNT RES}, journal = {JOURNAL OF APPLIED ACCOUNTING RESEARCH}, volume = {23}, unique-id = {32580811}, issn = {0967-5426}, year = {2022}, pages = {301-318}, orcid-numbers = {Lippai-Makra, Edit/0000-0002-0315-5871; Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:33299212, title = {The Impact of ECB’s Unconventional Monetary Policy on the German Stock Market Volatility}, url = {https://m2.mtmt.hu/api/publication/33299212}, author = {Alipanah, Sabri and Kiss, Gábor Dávid}, doi = {10.2478/zireb-2022-0022}, journal-iso = {ZAGREB INT REV ECON BUS}, journal = {ZAGREB INTERNATIONAL REVIEW OF ECONOMICS AND BUSINESS}, volume = {25}, unique-id = {33299212}, issn = {1331-5609}, year = {2022}, eissn = {1849-1162}, pages = {17-29}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:32912026, title = {The Re-Emergence of Sovereign Spread in Emerging Countries in the Post-Covid–19 Economy}, url = {https://m2.mtmt.hu/api/publication/32912026}, author = {Alipanah, Sabri and Mészáros, Mercédesz and Kiss, Gábor Dávid}, doi = {10.35551/PFQ_2022_2_4}, journal-iso = {PÉNZÜGYI SZEMLE}, journal = {PÉNZÜGYI SZEMLE/PUBLIC FINANCE QUARTERLY (1963-)}, volume = {67}, unique-id = {32912026}, issn = {0031-496X}, year = {2022}, eissn = {2064-8278}, pages = {213-230}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:32911242, title = {A feltörekvő piaci szuverénfelár megemelkedése a Covid–19 utáni világgazdaságban}, url = {https://m2.mtmt.hu/api/publication/32911242}, author = {Alipanah, Sabri and Mészáros, Mercédesz and Kiss, Gábor Dávid}, doi = {10.35551/PSZ_2022_2_4}, journal-iso = {PÉNZÜGYI SZEMLE}, journal = {PÉNZÜGYI SZEMLE/PUBLIC FINANCE QUARTERLY (1963-)}, volume = {67}, unique-id = {32911242}, issn = {0031-496X}, year = {2022}, eissn = {2064-8278}, pages = {217-234}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @inproceedings{MTMT:32919977, title = {THE IMPACT OF ECB’S UNCONVENTIONAL MONETARY POLICY ON THE GERMAN STOCK MARKET VOLATILITY}, url = {https://m2.mtmt.hu/api/publication/32919977}, author = {Alipanah, Sabri and Kiss, Gábor Dávid}, booktitle = {Odyssey Conference}, unique-id = {32919977}, year = {2022}, pages = {159-168}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:32899344, title = {Európai tőzsdeindexek kockázattovábbító tulajdonságának vizsgálata}, url = {https://m2.mtmt.hu/api/publication/32899344}, author = {Sallai, Dóra and Kiss, Gábor Dávid}, doi = {10.20311/stat2022.6.hu0529}, journal-iso = {STATISZTIKAI SZEMLE}, journal = {STATISZTIKAI SZEMLE}, volume = {100}, unique-id = {32899344}, issn = {0039-0690}, year = {2022}, pages = {529-550}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:32080917, title = {Welfare implications of external debt and capital flight in Sub-Saharan Africa (Evidence using panel data modelling)}, url = {https://m2.mtmt.hu/api/publication/32080917}, author = {Ampah, Isaac Kwesi and Kiss, Gábor Dávid}, doi = {10.1556/032.2021.00017}, journal-iso = {ACTA OECON}, journal = {ACTA OECONOMICA}, volume = {71}, unique-id = {32080917}, issn = {0001-6373}, year = {2021}, eissn = {1588-2659}, pages = {347-367}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:32244267, title = {Measuring monetary policy by money supply and interest rate: evidence from emerging economies}, url = {https://m2.mtmt.hu/api/publication/32244267}, author = {Bui, Thanh Trung and Kiss, Gábor Dávid}, doi = {10.2478/revecp-2021-0015}, journal-iso = {REV ECON PERSP}, journal = {REVIEW OF ECONOMIC PERSPECTIVES/ NÁRODOHOSPODÁRSKY OBZOR: THE JOURNAL OF MASARYK UNIVERSITY}, volume = {21}, unique-id = {32244267}, issn = {1213-2446}, year = {2021}, eissn = {1804-1663}, pages = {347-367}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @inproceedings{MTMT:34206785, title = {The Contribution of ESG Information to the Financial Stability of European Banks}, url = {https://m2.mtmt.hu/api/publication/34206785}, author = {Kiss, Gábor Dávid and Tóth, Balázs and Szládek, Dániel and Lippai-Makra, Edit}, booktitle = {Shaping the Future of Business and Economy. Strategica Ninth International Academic Conference}, unique-id = {34206785}, year = {2021}, pages = {355-369}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970; Tóth, Balázs/0000-0003-4150-4435; Lippai-Makra, Edit/0000-0002-0315-5871} } @article{MTMT:32548714, title = {A magánkiadások hatása a hazai egészségügyi diagnosztikai szolgáltatók pénzügyi helyzetére}, url = {https://m2.mtmt.hu/api/publication/32548714}, author = {Kiss, Gábor Dávid and Kosztopulosz, Andreász and Szládek, Dániel}, doi = {10.14267/RETP2021.04.08}, journal-iso = {KÖZ-GAZDASÁG}, journal = {KÖZ-GAZDASÁG}, volume = {16}, unique-id = {32548714}, issn = {1788-0696}, year = {2021}, pages = {115-132}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @misc{MTMT:31874483, title = {Olvasói teszt: Gumotex Baraka}, url = {https://m2.mtmt.hu/api/publication/31874483}, author = {Kiss, Gábor Dávid}, unique-id = {31874483}, year = {2021}, pages = {1-4}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:31960135, title = {The intangible reporting culture of the largest hungarian companies}, url = {https://m2.mtmt.hu/api/publication/31960135}, author = {Kovács, Zsuzsanna Ilona and Lippai-Makra, Edit and Kiss, Gábor Dávid and Deák, István}, doi = {10.33908/EF.2021.1.4}, journal-iso = {ECON AND FINANCE}, journal = {ECONOMY AND FINANCE: ENGLISH-LANGUAGE EDITION OF GAZDASÁG ÉS PÉNZÜGY}, volume = {8}, unique-id = {31960135}, issn = {2415-9379}, year = {2021}, pages = {85-108}, orcid-numbers = {Lippai-Makra, Edit/0000-0002-0315-5871; Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:31939610, title = {Az immateriális javakkal kapcsolatos közzététel vizsgálata tartalomelemzéssel a legnagyobb hazai vállalkozásoknál}, url = {https://m2.mtmt.hu/api/publication/31939610}, author = {Kovács, Zsuzsanna Ilona and Lippai-Makra, Edit and Kiss, Gábor Dávid and Deák, István}, doi = {10.33926/GP.2021.1.4}, journal-iso = {GAZDASÁG ÉS PÉNZŰGY}, journal = {GAZDASÁG ÉS PÉNZÜGY}, volume = {8}, unique-id = {31939610}, issn = {2415-8909}, year = {2021}, pages = {88-112}, orcid-numbers = {Lippai-Makra, Edit/0000-0002-0315-5871; Kiss, Gábor Dávid/0000-0003-0373-9970} } @inproceedings{MTMT:32129176, title = {Environmental, Social, and Governance (ESG) Scores in the Service of Financial Stability for the European Banking System}, url = {https://m2.mtmt.hu/api/publication/32129176}, author = {Lippai-Makra, Edit and Szládek, Dániel and Tóth, Balázs and Kiss, Gábor Dávid}, booktitle = {Green Financial Perspectives}, unique-id = {32129176}, abstract = {The financial stability of the banking system depends mainly on the resilience of the banking system, which can be estimated with traditional variables like the ratio of non-performing loans, capital adequacy ratios, and other balance-sheet-related approaches that represent robustness (like ROA). This paper aims to test how the capital adequacy ratio can be estimated better with the implementation of different ESG scores (total and environmental only). Since the ESG score can be an appropriate proxy variable for capturing the non-financial ‘soft skills’ of a bank, it can be used to approximate the ethical standards of a bank in the long run. This paper uses an annual set of 247 banks from the European Economic Area between 2002 and 2018 (source of data: Refinitiv database) to test our theoretical model, employing a standard unbalanced panel and a quantile panel regression in Eviews. The latter approach provides better insight into the assumed differences between banks with high and low capital adequacy ratios. Our results support the hypothesis that the ESG score could be useful for capturing a specific, financially more resilient market segment.}, year = {2021}, pages = {29-38}, orcid-numbers = {Lippai-Makra, Edit/0000-0002-0315-5871; Szládek, Dániel/0000-0002-9043-2530; Tóth, Balázs/0000-0003-4150-4435; Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:31897721, title = {Can Market Making of Last Resort Calm the European Stock Markets? The Result of Quantile Regressions on a Sample of Six European Countries}, url = {https://m2.mtmt.hu/api/publication/31897721}, author = {Mészáros, Mercédesz and Sallai, Dóra and Kiss, Gábor Dávid}, doi = {10.2478/erfin-2021-0002}, journal-iso = {ECONOM RES FIN}, journal = {ECONOMETRIC RESEARCH IN FINANCE}, volume = {6}, unique-id = {31897721}, issn = {2451-1935}, abstract = {Stock market indices are the benchmark of valuation uncertainty. Funding conditions can have an impact on the discounting process. Therefore time-premium, country-specific premia as well as (un)conventional monetary policy should be considered when studying market volatility. The aim of our research is to identify the effects of the unconventional monetary policy of European central banks on stock markets and to explore specific aspects of the relationship between domestic quantitative easing and the influence of the ECB, through the pattern of small, open economies in Europe. This study employs quantile panel regression to compare the 25% (calming) and 75% (stressed) scenarios of quarterly averaged conditional variance and compares them with an ordinary linear panel regression.}, year = {2021}, eissn = {2451-2370}, pages = {21-44}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @inproceedings{MTMT:33294887, title = {A Re-Examination of the Remedial Action Adopted by the Central Bank during Banking Crisis – The Case of Ghana}, url = {https://m2.mtmt.hu/api/publication/33294887}, author = {Klutse, Senanu Kwasi and Kiss, Gábor Dávid}, booktitle = {Shaping the Future of Business and Economy. Strategica Ninth International Academic Conference}, unique-id = {33294887}, year = {2021}, pages = {385-401}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:32083251, title = {Test for asymmetry on the ex-pump price of premium gasoline in Ghana, Kenya, and Colombia}, url = {https://m2.mtmt.hu/api/publication/32083251}, author = {Klutse, Senanu Kwasi and Kiss, Gábor Dávid}, doi = {10.35618/hsr2021.01.en073}, journal-iso = {HUNG STAT REV}, journal = {HUNGARIAN STATISTICAL REVIEW: JOURNAL OF THE HUNGARIAN CENTRAL STATISTICAL OFFICE}, volume = {4}, unique-id = {32083251}, issn = {2630-9130}, year = {2021}, pages = {73-89}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:32261435, title = {The Contribution of ESG Information to the Financial Stability of European Banks}, url = {https://m2.mtmt.hu/api/publication/32261435}, author = {Tóth, Balázs and Lippai-Makra, Edit and Szládek, Dániel and Kiss, Gábor Dávid}, doi = {10.35551/PFQ_2021_3_7}, journal-iso = {PÉNZÜGYI SZEMLE}, journal = {PÉNZÜGYI SZEMLE/PUBLIC FINANCE QUARTERLY (1963-)}, volume = {66}, unique-id = {32261435}, issn = {0031-496X}, year = {2021}, eissn = {2064-8278}, pages = {429-450}, orcid-numbers = {Tóth, Balázs/0000-0003-4150-4435; Lippai-Makra, Edit/0000-0002-0315-5871; Szládek, Dániel/0000-0002-9043-2530; Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:32261238, title = {Az ESG-információk hozzájárulása az európai bankok pénzügyi stabilitásához}, url = {https://m2.mtmt.hu/api/publication/32261238}, author = {Tóth, Balázs and Lippai-Makra, Edit and Szládek, Dániel and Kiss, Gábor Dávid}, doi = {10.35551/PSZ_2021_3_7}, journal-iso = {PÉNZÜGYI SZEMLE}, journal = {PÉNZÜGYI SZEMLE/PUBLIC FINANCE QUARTERLY (1963-)}, volume = {66}, unique-id = {32261238}, issn = {0031-496X}, year = {2021}, eissn = {2064-8278}, pages = {440-461}, orcid-numbers = {Tóth, Balázs/0000-0003-4150-4435; Lippai-Makra, Edit/0000-0002-0315-5871; Szládek, Dániel/0000-0002-9043-2530; Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:31377006, title = {Asymmetry in the Reaction Function of Monetary Policy in Emerging Economies}, url = {https://m2.mtmt.hu/api/publication/31377006}, author = {Bui, Thanh Trung and Kiss, Gábor Dávid}, doi = {10.35551/PFQ_2020_2_4}, journal-iso = {PÉNZÜGYI SZEMLE}, journal = {PÉNZÜGYI SZEMLE/PUBLIC FINANCE QUARTERLY (1963-)}, volume = {65}, unique-id = {31377006}, issn = {0031-496X}, year = {2020}, eissn = {2064-8278}, pages = {210-224}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:31375791, title = {A feltörekvő országok aszimmetrikus monetáris politikai reakciófüggvényének elemzése}, url = {https://m2.mtmt.hu/api/publication/31375791}, author = {Bui, Thanh Trung and Kiss, Gábor Dávid}, doi = {10.35551/PSZ_2020_2_4}, journal-iso = {PÉNZÜGYI SZEMLE}, journal = {PÉNZÜGYI SZEMLE/PUBLIC FINANCE QUARTERLY (1963-)}, volume = {65}, unique-id = {31375791}, issn = {0031-496X}, year = {2020}, eissn = {2064-8278}, pages = {210-225}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:31782880, title = {Last Resort: European Central Bank's Permanent Engagement in Tackling Foreign Exchange Liquidity Disruptions in the Euro Area Banking System}, url = {https://m2.mtmt.hu/api/publication/31782880}, author = {Kiss, Gábor Dávid and Tanács, Gábor Zoltán and Lippai-Makra, Edit and Rácz, Tamás Attila}, doi = {10.33893/FER.19.4.83106}, journal-iso = {FINANC ECON REV}, journal = {FINANCIAL AND ECONOMIC REVIEW}, volume = {19}, unique-id = {31782880}, issn = {2415-9271}, year = {2020}, eissn = {2415-928X}, pages = {83-106}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970; Lippai-Makra, Edit/0000-0002-0315-5871; Rácz, Tamás Attila/0000-0001-6943-8471} } @article{MTMT:31781564, title = {Végső mentsvár: Az Európai Központi Bank tartós szerepvállalása az euroövezeti bankrendszer devizalikviditási zavarainak kezelésében}, url = {https://m2.mtmt.hu/api/publication/31781564}, author = {Kiss, Gábor Dávid and Tanács, Gábor Zoltán and Lippai-Makra, Edit and Rácz, Tamás Attila}, doi = {10.25201/HSZ.19.4.83106}, journal-iso = {HITELINT SZLE}, journal = {HITELINTÉZETI SZEMLE}, volume = {19}, unique-id = {31781564}, issn = {1588-6883}, abstract = {A globális pénzügyi válság kirobbanását megelőzően a kulcsdevizák nemzetközi bankközi piaca beszűkült, és a piac szereplői egyre gyakrabban szembesültek devizalikviditási zavarokkal. A roblémát elsőként az amerikai Federal Reserve 2007 decemberét követően más meghatározó jegybankokkal kötött devizaswap-megállapodások sorozatával kívánta kezelni. Bár ezeket az intézkedéseket kezdetben átmenetinek tekintették, mind a mai napig jelen vannak a vezető jegybankok, és így az Európai Központi Bank gyakorlatában is. A jegybankközi devizaswap-megállapodások lehetővé teszik, hogy szükség esetén egyfajta „végső mentsvárként”, a piacon érvényesülő kondícióknál kedvezőbb feltételek mellett biztosítsák a megfelelő mértékű devizalikviditást a bankrendszer számára. Tanulmányunkban az Európai Központi Bank által az euroövezeti bankrendszer számára rendelkezésre bocsátott devizalikviditás iránti igény alakulását vizsgáltuk 2007 és 2019 között, negyedéves adatokon, vektor-autoregresszió segítségével. Megállapítottuk, hogy a dollárban denominált devizaforrás kihelyezése az EKB tenderein leginkább abban az esetben nő meg, ha a bankrendszer nem képes piaci alapon nemzetközi forrást bevonni, amikor a dollárpiaci feszültségek nőnek, illetve ha az eszköz-arányos eredményük romlik.}, year = {2020}, eissn = {2416-3201}, pages = {83-106}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970; Lippai-Makra, Edit/0000-0002-0315-5871; Rácz, Tamás Attila/0000-0001-6943-8471} } @book{MTMT:31367737, title = {International Finance}, url = {https://m2.mtmt.hu/api/publication/31367737}, author = {Kiss, Gábor Dávid}, publisher = {Szegedi Tudományegyetem Gazdaságtudományi Kar}, unique-id = {31367737}, abstract = {This book was written to support the lecture material within the International Finance course for students of the International Economy and Business MSc Programme with intermediate financial knowledge. Therefore, readers must gather and utilize their knowledge within the field of macro finance. The chapters have to following structure: core concepts are introduced in the external balance and exchange rate regimes, their historical development and evolution is presented in the second chapter, while their practical relevance is shown through their appearance in the monetary policy. Later the international financial organisations are presented, to show the instruments of the global financial contingency measures. The last chapter summarizes the speciality of the developing countries. Each section ends with the lists of essential literature. This learning material improves the competencies of an economist studying in the International Economy and Business MSc programme in the following ways: a)Regarding knowledge, the student i.Has a firm grasp on the concepts, theories, processes and characteristics of economics and the economy in general on a micro and macro level; the student is up to date with the defining economic facts. ii.Is familiar with the process of European integration and the specific policies of the European Union. iii.Knows and utilises the decision theories and analysing methods of economics, international economics and world economics. iv.Besides being a proficient language user in his/her mother tongue the student has a good command of the linguistic terms used in economics both in his/her mother tongue and at least two foreign languages. b)Regarding competencies, the student i.Can make independent and new deductions, formulate original thougths and solution methods, utilise sophisticated analitical and modelling methods. The student is capable of formulating solution strategies for complex problems and decisions within the organisational culture both in a domestic and an international setting; ii.Is capable of developing effective international business strategies. The student can analyse the geopolitical, social, cultural and religious aspects of international business settings; iii.Is capable of planning and organising economic activities in connection with foreign trade, finance and developmental policy along with employing previously learned methods, making deductions, suggestions and decisions. The student is capable of performing well in economic institutions, international and governmental organisations; c)Regarding attitude, the student i.Takes a critical attitude towards the work and behaviour of his/her employees and also of himself/herself. The students exhibits an innovative and proactive attitude to solving economic problems; ii.Is committed to quality, sustainability and variety and has a critical attitude towards his/her own knowledge, work and behaviour along with the knowledge, work and behaviour of his/her employees. Feels responsible for correcting mistakes and developing the skills of his/her colleagues. d)Regarding autonomy, the student i.Takes responsibility for his/her own work, the organisation or company he/she is leading and the workers he/she is employing. The student identifies, plans and organises his/her own and his/her employees’ professional development and takes personal responsibility for them; ii.Displays an initiative, responsible attitude towards social and public affairs in connection with his/her coworkers; iii.Initiative in solving problems, creating strategies and in supporting the cooperation of coworkers both within the same organisation and between different institutions;}, year = {2020}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @book{MTMT:31357728, title = {International Financial Management}, url = {https://m2.mtmt.hu/api/publication/31357728}, author = {Kiss, Gábor Dávid}, publisher = {Szegedi Tudományegyetem Gazdaságtudományi Kar}, unique-id = {31357728}, abstract = {This book was written to support the lecture material within the International Financial Management course for students of the International Economy and Business MSc Programme with intermediate financial knowledge – namely students who already completed the International Finance course. Therefore readers must utilize their knowledge within the field of financial corporate management and case study solving. The chapters are structured to first introduce the case study which will be solved during the semester from the following aspects: reorganisation, valuation, taxation, financial stress, exchange rate exposure as well as long- and short term funding. All main chapters start out with the related theoretical background to orient the reader, followed by an exercise. This is later followed by some sample solutions and a guide to help the script writing in Matlab for optimization purposes. Each theoretical section ends with the lists of essential literature.}, year = {2020}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:31122315, title = {Gravity Among Central Bank Balance Sheets. Monetary Policy Spill-Over on FX Volatility}, url = {https://m2.mtmt.hu/api/publication/31122315}, author = {Kiss, Gábor Dávid and Mészáros, Mercédesz}, doi = {10.2478/erfin-2020-0003}, journal-iso = {ECONOM RES FIN}, journal = {ECONOMETRIC RESEARCH IN FINANCE}, volume = {5}, unique-id = {31122315}, issn = {2451-1935}, year = {2020}, eissn = {2451-2370}, pages = {33-57}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:31838184, title = {Drivers of the Bond market Premium in Open and Small Economies around the Eurozone}, url = {https://m2.mtmt.hu/api/publication/31838184}, author = {Mészáros, Mercédesz and Kiss, Gábor Dávid}, doi = {10.25142/aak.2020.008}, journal-iso = {ACTA ACAD KARVINIENSIA}, journal = {ACTA ACADEMICA KARVINIENSIA}, volume = {20}, unique-id = {31838184}, issn = {1212-415X}, year = {2020}, pages = {33-47}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:31776745, title = {Rezsimváltás a monetáris politikában – a mérlegszerkezeti mutatók és az árnyékkamatláb összehasonlítása}, url = {https://m2.mtmt.hu/api/publication/31776745}, author = {Mészáros, Mercédesz and Kiss, Gábor Dávid}, doi = {10.20311/stat2020.12.hu1341}, journal-iso = {STATISZTIKAI SZEMLE}, journal = {STATISZTIKAI SZEMLE}, volume = {98}, unique-id = {31776745}, issn = {0039-0690}, year = {2020}, pages = {1341-1365}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:31342175, title = {Spillover effects of unconventional monetary policy on capital markets in the shadow of the Eurozone. A sample of non-Eurozone countries}, url = {https://m2.mtmt.hu/api/publication/31342175}, author = {Mészáros, Mercédesz and Kiss, Gábor Dávid}, doi = {10.2478/revecp-2020-0008}, journal-iso = {REV ECON PERSP}, journal = {REVIEW OF ECONOMIC PERSPECTIVES/ NÁRODOHOSPODÁRSKY OBZOR: THE JOURNAL OF MASARYK UNIVERSITY}, volume = {20}, unique-id = {31342175}, issn = {1213-2446}, abstract = {The transmission mechanism has been dominated by direct monetary measures since the crisis of 2008. While the indirect impacts of the unconventional monetary instruments have not been fully explored yet. Monetary policy and funding conditions determine pricing sentiments for bond, stock and currency markets, represented by the volatilities of their main indicators: stock market indices, exchange rates, and yield premia. Our theoretical model takes spillover effects into account when it determines the variables which are responsible for volatility: the activities of international financial institutions (like the ESM or the IMF) are represented by dummy variables, while the limited autonomy in the shadow of the ECB is captured through gravity-like approaches. Six EU member states outside the Eurozone and Switzerland were analysed between 2007 and 2019 with random effect panel regression models to identify the differences in the impact of spillover effects on capital market volatilities. The results obtained are considered to be useful in mapping the potential effects of continuing monetary easing in the near future}, year = {2020}, eissn = {1804-1663}, pages = {171-195}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:31029193, title = {Economic Policy Implications of External Debt and Capital Flight in Sub-Saharan Africa's Heavily Indebted Poor Countries}, url = {https://m2.mtmt.hu/api/publication/31029193}, author = {Ampah, Isaac Kwesi and Kiss, Gábor Dávid}, doi = {10.1556/204.2019.41.4.8}, journal-iso = {SOC ECON}, journal = {SOCIETY AND ECONOMY}, volume = {41}, unique-id = {31029193}, issn = {1588-9726}, abstract = {The paper analyses the impact of the simultaneous occurrence of external debt and capital flight on economic policy effectiveness in Heavily Indebted Poor Countries (HIPCs) in sub-Saharan Africa, employing the Panel-Corrected Standard Error regression model for the period 1990 to 2015. The empirical results reveal that both monetary and fiscal policies in the region had been undermined in achieving their intended purposes because of increasing capital flight and external debt. Also, the concurrent occurrence of capital flight and external debt has been a hindrance to progress on the continent, particularly by undermining domestic investment. These results call for more practical measures in addressing the issues of foreign debt and capital flight, given the critical importance of domestic private investment for both short- and long-run growth.}, year = {2019}, eissn = {1588-970X}, pages = {523-542}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @inproceedings{MTMT:31313416, title = {The performance of the Taylor rule in emerging economies}, url = {https://m2.mtmt.hu/api/publication/31313416}, author = {Bui, Thanh Trung and Kiss, Gábor Dávid}, booktitle = {Proceedings of FEB Zagreb 10th International Odyssey Conference on Economics and Business}, unique-id = {31313416}, abstract = {Since 1990s, many emerging economies (EMEs) have decided on inflation targeting as an effort to reduce high inflation, establish a stable economy, and recover economic prosperity. Compared with the vast literature for advanced economies, the application of the Taylor rule has just increased recently in EMEs. Furthermore, there are limited number of studies investigating how Taylor rule can approximate the process of interest rate setting in EMEs. Considering the post-crisis period, studies investigating the performance of the Taylor rule in capturing the decision of monetary authorities in EMEs are scant. The objective of this paper is to examine some crucial issues regarding how the interest rate instrument is set in EMEs. First, how can the setting of interest rate instrument be represented by a Taylor rule? Second, is the response of interest rate to inflation and output consistent with the Taylor principle? Third, are there any differences in the policy of interest rate before and after crisis? We apply the generalized method of moments (GMM) to estimate different specifications of Taylor rule because of the problem of endogeneity. The use of realized inflation as a proxy for expected inflation introduces the forecast error into the disturbance term, leading to the correlation between expected inflation and disturbance terms. Moreover, we apply Bartlett kernel procedure to the standard errors so that they are robust to the presence of heteroskedasticity and serial correlation. The choice of lagged instruments satisfies the overidentification test and the weak instrument test. The paper found that the Taylor rule is a good approximation of the process of interest rate setting in EMEs. The interest rate positively responds to both inflation and output but the reaction does not follow the Taylor principle. Furthermore, the rule indicates weaker response to inflation and stronger response to output after the crisis. In addition, the implication of the exchange rate shows a reduction during the post-crisis period.}, keywords = {monetary policy rule, interest rate, Taylor rule}, year = {2019}, pages = {373-384}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:31124247, title = {Exchange Rate Modeling under Unconventional Monetary Policy on a European Panel Sample}, url = {https://m2.mtmt.hu/api/publication/31124247}, author = {Kiss, Gábor Dávid and Mészáros, Mercédesz}, doi = {10.18267/j.efaj.228}, journal-iso = {EUR FINANC ACCOUNT J}, journal = {EUROPEAN FINANCIAL AND ACCOUNTING JOURNAL}, volume = {14}, unique-id = {31124247}, issn = {1802-2197}, year = {2019}, pages = {5-24}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:30787862, title = {Árfolyam-modellezés nem konvencionális monetáris politika mellett}, url = {https://m2.mtmt.hu/api/publication/30787862}, author = {Kiss, Gábor Dávid and Mészáros, Mercédesz}, doi = {10.18414/KSZ.2019.9.960}, journal-iso = {KÖZGAZDASÁGI SZEMLE}, journal = {KÖZGAZDASÁGI SZEMLE}, volume = {66}, unique-id = {30787862}, issn = {0023-4346}, abstract = {Az elmúlt évtized komoly devizapiaci elmozdulásainak hátterében több tényező is szerepet játszott, amelyek között a monetáris politikai struktúraváltás is megtalálható. Kutatásunk során azt vizsgáltuk, hogy a jegybankok nullakamat-­politikája és a nem konvencionális eszközök alkalmazása hatással volt-e a devizaárfolyamok alakulására. Hét európai jegybank 2007 és 2018 közötti tevékenységét negyedéves adatok felhasználásával tanulmányoztuk. Dinamikus panelregressziók illesztésével elemeztük a teljes mintát és azon belül meghatározott ország­csoportokat. A nem konvencionális lépések hatását a jegybanki mérlegfőösszeg változásán és a jegybanki hitel- és értékpapír-állomány devizatartalékokhoz viszonyított arányán keresztül ragadtuk meg. Eredményeink alapján kijelenthető, hogy a vizsgált központi bankok esetén az unortodox monetáris politika követése rövid távon szignifikáns hatást gyakorolt a devizaárfolyamok változására, egyfajta nem szándékos indirekt intervenciót eredményezve. Journal of Economic Literature (JEL) kód: E52, E58, E43, C33.}, year = {2019}, pages = {960-979}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:30732390, title = {Az IMF és az ESM összehasonlítása, az euróövezet kötvénypiaci felárainak példáján}, url = {https://m2.mtmt.hu/api/publication/30732390}, author = {Kiss, Gábor Dávid and Csiki, Máté and Varga, János Zoltán}, journal-iso = {PÉNZÜGYI SZEMLE}, journal = {PÉNZÜGYI SZEMLE/PUBLIC FINANCE QUARTERLY (1963-)}, volume = {64}, unique-id = {30732390}, issn = {0031-496X}, abstract = {A 2008-ban kezdődő globális pénzügyi turbulencia több európai uniós tagország esetében vezetett bank- és/vagy államadósság-válsághoz. Az Európai Unió nem rendelkezett dedikált eszközökkel a kialakult helyzet kezelésére, és világossá vált, hogy az IMF által nyújtott, illetve eseti kormányközi hitelek sem jelentenek kielégítő megoldást. Ez motiválta az Európai Stabilitási Mechanizmus (ESM) felállítását. Jelen tanulmányban összehasonlítjuk az IMF és az ESM hitelezési tevékenységét és annak intézményi hétterét, majd dinamikus panelregresszió alkalmazásával megvizsgáltuk havi kötvénypiaci adatokon, hogy miként befolyásolták a német benchmarkhoz mért hozamprémium változását az EFSF-ESM-források kiutalása. Eredmények: az ESM-program a kötvénypiaci divergencia ellenében hatott, a hozamprémium lecsökkent és együttmozgásuk növekedést mutatott - amely feltétele egy teljes övezetre kiterjedő monetáris politikának. Ezzel az intézkedéscsomaggal fenntarthatónak bizonyult az eurózóna alapját jelentő csődbemenés tilalma, ami az optimális valutaövezet elméletében is megfogalmazott szolidaritás pénzügyi manifesztációja - miután az EFSF-ESM-kötvények után az eurózóna-tagállamok garanciát vállalnak.}, year = {2019}, eissn = {2064-8278}, pages = {281-296}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:30866222, title = {Comparing the IMF and the ESM through Bond Market Premia in the Eurozone}, url = {https://m2.mtmt.hu/api/publication/30866222}, author = {Kiss, Gábor Dávid and Csiki, Máté and Varga, János Zoltán}, journal-iso = {PÉNZÜGYI SZEMLE}, journal = {PÉNZÜGYI SZEMLE/PUBLIC FINANCE QUARTERLY (1963-)}, volume = {64}, unique-id = {30866222}, issn = {0031-496X}, year = {2019}, eissn = {2064-8278}, pages = {277-293}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:31403599, title = {Study on the Capital of Domestic Health Funds in an Environment of Interest Rates Close to Zero}, url = {https://m2.mtmt.hu/api/publication/31403599}, author = {Tóth, Balázs and Csiki, Máté and Kiss, Gábor Dávid}, doi = {10.35551/PFQ_2019_4_2}, journal-iso = {PÉNZÜGYI SZEMLE}, journal = {PÉNZÜGYI SZEMLE/PUBLIC FINANCE QUARTERLY (1963-)}, volume = {64}, unique-id = {31403599}, issn = {0031-496X}, abstract = {Along with demographic, social and technological changes, the burden on the public health care system will grow with the increase in public health expenditure from the central budget; meanwhile, private expenditures continue to snatch a larger piece. The system of health funds is of paramount importance for health care financing and long-term financial planning. However, in 2010, the reserves behind the membership and increasing contributions and thus the accumulated capital were exhausted. In our study, we will examine the factors influencing the capital reserves of health insurance funds with the help of a vector autoregression (VAR) model, focusing on three specifications: the internal processes, the capital market and the health care system. The sample covers the period between 1998 and 2018, with annual data related to all health funds. According to specific models, used memberships, bond markets' yields, and life-span expectancy have a positive impact on the accumulation of funds by health insurance funds; nevertheless, the information available on the Internet may depreciate enthusiasm towards investment.}, keywords = {Human capital; health insurance funds; investment policy; state bonds}, year = {2019}, eissn = {2064-8278}, pages = {471-493}, orcid-numbers = {Tóth, Balázs/0000-0003-4150-4435; Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:31006995, title = {A hazai egészségpénztárak tőkéjének vizsgálata - a nullaközeli kamatlábak világában}, url = {https://m2.mtmt.hu/api/publication/31006995}, author = {Tóth, Balázs and Csiki, Máté and Kiss, Gábor Dávid}, doi = {10.35551/PSZ_2019_4_2}, journal-iso = {PÉNZÜGYI SZEMLE}, journal = {PÉNZÜGYI SZEMLE/PUBLIC FINANCE QUARTERLY (1963-)}, volume = {64}, unique-id = {31006995}, issn = {0031-496X}, abstract = {A demográfiai, szociális és technológiai változásokkal párhuzamosan az állami egészségügyi rendszerre összpontosuló terhek növekedésével a központi költségvetés egészségügyi közkiadásainak növekedése mellett egyre nagyobb teret nyernek a magánkiadások. Az egészségpénztári rendszer az egészségügyi finanszírozás és a hosszú távú pénzügyi tervezés tekintetében kiemelt fontossággal bír. Azonban a 2010-es években kimerültek a taglétszám, a befizetések és így a felhalmozott tőke növekedése mögött álló tartalékok. Tanulmányunkban vektor autoregressziós modell segítségével, három specifikációval – belső-, tőkepiaci-, és egészségügyi folyamatok mentén – vizsgáltuk az egészségpénztárak tőkéjére ható tényezőket. A minta az 1998 és 2018 közötti időszakra terjed ki, az éves gyakoriságú adatok valamennyi egészségpénztárat magába foglalják. A specifikus modellek szerint a taglétszám, a kötvénypiaci hozamok és a várható élettartam pozitív hatást generál az egészségpénztárak tőkefelhalmozására, ellenben az elérhető információk akár csökkenthetik is a befektetési kedvet.}, keywords = {Monetáris politika; egészségpénztár; befektetési politika; humántőke; államkötvény}, year = {2019}, eissn = {2064-8278}, pages = {499-521}, orcid-numbers = {Tóth, Balázs/0000-0003-4150-4435; Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:30645114, title = {Capital Market Contagion in the Stock Markets of Visegrád Countries Based on the Heckman Selection Model}, url = {https://m2.mtmt.hu/api/publication/30645114}, author = {Csiki, Máté and Kiss, Gábor Dávid}, doi = {10.25201/FER.17.4.2352}, journal-iso = {FINANC ECON REV}, journal = {FINANCIAL AND ECONOMIC REVIEW}, volume = {17}, unique-id = {30645114}, issn = {2415-9271}, year = {2018}, eissn = {2415-928X}, pages = {23-52}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:30352754, title = {Tőkepiaci fertőzések a visegrádi országok részvénypiacain a Heckman-féle szelekciós modell alapján}, url = {https://m2.mtmt.hu/api/publication/30352754}, author = {Csiki, Máté and Kiss, Gábor Dávid}, doi = {10.25201/HSZ.17.4.2352}, journal-iso = {HITELINT SZLE}, journal = {HITELINTÉZETI SZEMLE}, volume = {17}, unique-id = {30352754}, issn = {1588-6883}, abstract = {Tanulmányunkban a visegrádi régió három országának – Lengyelország, Csehország, Magyarország – és két fejlett ország – USA és Németország – részvénypiaci indexei között létrejövő fertőzéseket vizsgáltuk. A mintavétel az 1997 és 2017 közötti időszakra vonatkozik, magában foglalva az utóbbi évtizedek jelentős pénz- és tőkepiaci turbulenciákat okozó eseményeit, amelyek hatása a visegrádi tőkepiacokon napjainkban is meghatározó. A visegrádi és fejlett piacok együttmozgását DCC-eljárással modelleztük, a korreláció változékonyságának magyarázatára és a piacok között létrejövő kollektív viselkedések felismerésére a téma vizsgálatában újszerűnek számító Heckman-féle szelekciós modellt használtuk. A regionális indexek extrém hozamait vizsgálva megfigyelhető a régiós részvénypiacok egyre fokozódó globális integráltsága és olajpiaci kitettsége. Munkánk relevanciáját a modell keretein belül bizonyításra kerülő, a régiós indexek és az S&P500-, illetve a DAX-index között a pénz- és tőkepiaci sokkok körül létrejövő fertőzések jelenléte adja, miközben megállapítható a német részvényindex visegrádi részvényindexekre ható jelentős befolyása. Megfigyelhető, hogy a fertőzések csatornái időszakonként és a piac irányváltásai függvényében eltérő képet mutatnak, illetve felismerhetőek a régióra jellemző egyedi ismérvek.}, year = {2018}, eissn = {2416-3201}, pages = {23-52}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:3356312, title = {Bevezetés a kriptovaluták világába}, url = {https://m2.mtmt.hu/api/publication/3356312}, author = {Gábor, Tamás and Kiss, Gábor Dávid}, journal-iso = {GAZDASÁG ÉS PÉNZŰGY}, journal = {GAZDASÁG ÉS PÉNZÜGY}, volume = {5}, unique-id = {3356312}, issn = {2415-8909}, year = {2018}, pages = {31-65}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @{MTMT:3322058, title = {Capital flight and external debt in Heavily Indebted Poor Countries in Sub-Saharan Africa: An empirical investigation}, url = {https://m2.mtmt.hu/api/publication/3322058}, author = {Ampah, Isaac Kwesi and Kiss, Gábor Dávid and Kotosz, Balázs Gyula}, booktitle = {Challenges in national and international economic policies}, unique-id = {3322058}, abstract = {Over the past few decades, Sub-Saharan African countries, in their bid to achieve economic growth and development have resorted to external borrowings, propelling them to the status of Heavily Indebted Poor Countries (HIPC), when their debt reached unsustainable levels in the early 2000s. Unfortunately, the economies of these countries reported only steady growth with successive periods of high inflation and undesirable balance of payments deficits, leading scholars to ask whether external debt really can contribute to growth. At the same time, there is now considerable evidence that the build-up in debt was accompanied by increasing capital flight from the region. Employing Pooled Mean Group (PMG) estimation and datasets from 1990 to 2012, this paper investigated the apparent positive relationship between capital flight and external debt in Sub-Saharan Africa, taking Heavily Indebted Poor Countries in the region as a case study. The results revealed that external debt exerted a positive and statistically significant effect on capital flight both in short and long-run, suggesting that if foreign borrowing remains unchecked, it will continue to lead to massive capital outflow in Heavily Indebted Poor Countries in Sub-Saharan Africa.}, year = {2018}, pages = {135-159}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @misc{MTMT:30711155, title = {European economic and monetary union}, url = {https://m2.mtmt.hu/api/publication/30711155}, author = {Kiss, Gábor Dávid}, unique-id = {30711155}, abstract = {This book was written to support the lecture material within the Economic and Monetary Union course for students of the Business Administration and Management BSc Programme who have basic financial knowledge – namely they finished the Macroeconomics and Introduction to Finance courses. Therefore no additional glossary is needed, but the reader shall utilize his/her already acquired basic knowledge within the field of the Economic and Monetary Union. The chapters are structured to first analyse the euro as a currency (theoretical constraints and exchange rate regimes), then summarize the monetary policy and the macroprudential supervision. The third chapter presents the regulations concerning fiscal policy and crisis resolution methods. Then the last chapters are focusing on the New Member States and the EU 2020 strategy. The text follows a constant question-answer structure to orient the reader and help the understanding of the different topics. The third-layer titles can be interpreted as “self-checking” questions, helping the students to prepare for the exam. This learning material improves the competencies of an economist studying in the Business Administration and Management BSc programme in the following ways: a)regarding knowledge, the student has a firm grasp on the essential concepts, facts and theories of economics. The student is familiar with the relationships of national and international economies, relevant economic actors, functions and processes; b)regarding competencies, the student can uncover facts and basic connections, can arrange and analyse data systematically, can draw conclusions and make critical observations along with preparatory suggestions using the theories and methods learned. The student can make informed decisions in connection with routine and partially unfamiliar issues both in domestic and international settings; c)regarding attitude, the student is sensitive to the changes occuring to the wider economic and social circumstances of his/her job, workplace or enterprise. The student tries to follow and understand these changes; d) regarding autonomy and responsibility, the student takes responsibility for his/her work and behaviour from all professional, legal and ethical aspects in connection with keeping the accepted norms and rules.}, year = {2018}, pages = {1-40}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @misc{MTMT:30711149, title = {Introduction to finance}, url = {https://m2.mtmt.hu/api/publication/30711149}, author = {Kiss, Gábor Dávid}, unique-id = {30711149}, abstract = {The objective of this book is to describe the key elements and concepts of finance by guiding the reader with its question and answer structure later utilizable as exam questions as well. The book adheres to the following structure: the first two chapters define the key concepts of the financial system by answering questions about commercial banking, monetary policy and financial markets. The third chapter summarizes the basic facts about public finance. However, all of these findings are always embedded into the underlying socio-economic background, this is why chapter four underlines the historical consequences. In the last chapter system level dynamics are illustrated on a five-actor model featuring households, the corporate sector, foreign investors, commercial banks, state and central banks.}, year = {2018}, pages = {1-54}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:30413586, title = {Default Probability of the Medical Imaging Service Providers in Hungary}, url = {https://m2.mtmt.hu/api/publication/30413586}, author = {Kiss, Gábor Dávid}, journal-iso = {J ACCOUNT AND MAN}, journal = {JOURNAL OF ACCOUNTING AND MANAGEMENT}, volume = {8}, unique-id = {30413586}, issn = {1848-137X}, year = {2018}, pages = {115-128}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @inproceedings{MTMT:30323037, title = {DEFAULT PROBABILITY OF THE MEDICAL IMAGING SERVICE PROVIDERS IN HUNGARY}, url = {https://m2.mtmt.hu/api/publication/30323037}, author = {Kiss, Gábor Dávid}, booktitle = {ACCOUNTING AND MANAGEMENT - A&M 19th International Scientific and Professional Conference Proceedings from the International Scientific and Professional Conference}, unique-id = {30323037}, year = {2018}, pages = {25-36}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:3411188, title = {Macroeconomic Volatility and Capital Flights in Sub-Saharan Africa: A Dynamic Panel Estimation of some Selected HIPC Countries}, url = {https://m2.mtmt.hu/api/publication/3411188}, author = {Kiss, Gábor Dávid and Ampah, Isaac Kwesi}, doi = {10.2478/mjss-2018-0148}, journal-iso = {MED J SOC SCI}, journal = {MEDITERRANEAN JOURNAL OF SOCIAL SCIENCES}, volume = {9}, unique-id = {3411188}, issn = {2039-9340}, year = {2018}, eissn = {2039-2117}, pages = {165-176}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:3346854, title = {Conventional and unconventional balance sheet practices and their impact on currency stability}, url = {https://m2.mtmt.hu/api/publication/3346854}, author = {Kiss, Gábor Dávid and Balog, Enikő}, doi = {10.1504/IJMEF.2018.090575}, journal-iso = {INT J MONETARY ECON FINANCE}, journal = {INTERNATIONAL JOURNAL OF MONETARY ECONOMICS AND FINANCE}, volume = {11}, unique-id = {3346854}, issn = {1752-0479}, abstract = {The principal objective of this study is to examine the different policy implications of balance sheet expansion and the impact on currency stability on a monthly basis. Balance sheets can evolve due to conventional and unconventional monetary practices, generally through foreign exchange reserve policies or by qualitative and quantitative easing. Monetary policy instruments are measured by different balance sheet ratios. Currency stability is captured by two methods, one focuses on monthly number of extreme currency fluctuations through the contravention of normal distribution at tails, and another utilises conditional volatility. The sample contains seven European central banks between 2006 and 2014: one manages a key currency, four has a safe haven currency while two of them are considered as an emerging currency. The key currency issuer central bank presented a significant interaction between its balance sheet ratios and currency stability only, where monetary expansion calmed its currency market}, year = {2018}, eissn = {1752-0487}, pages = {76-94}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @inproceedings{MTMT:33831861, title = {EXTERNAL DEBT AND CAPITAL FLIGHT: IS HERE A REVOLVING DOOD HYPOTHESIS IN GHANA?}, url = {https://m2.mtmt.hu/api/publication/33831861}, author = {Ampah, Isaac Kwesi and Kiss, Gábor Dávid}, booktitle = {DOKBAT 2017}, unique-id = {33831861}, year = {2017}, pages = {21-35}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @inproceedings{MTMT:3355458, title = {External debt and capital flight. is there a revolving door hypothesis in Ghana?}, url = {https://m2.mtmt.hu/api/publication/3355458}, author = {Ampah, Isaac Kwesi and Kiss, Gábor Dávid}, booktitle = {DOKBAT 2017}, unique-id = {3355458}, year = {2017}, pages = {21-34}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @inproceedings{MTMT:3128624, title = {Monetary Instruments, FX Rates and 10Y Yields Outside the Eurozone}, url = {https://m2.mtmt.hu/api/publication/3128624}, author = {Kiss, Gábor Dávid and Sávai, Marianna}, booktitle = {Challenges for financial sector of CEE countries in overcoming problems of economic integration in the EU}, unique-id = {3128624}, year = {2017}, pages = {139-146}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @inproceedings{MTMT:3315681, title = {Macroeconomic background of public listing in Czechia and Hungary}, url = {https://m2.mtmt.hu/api/publication/3315681}, author = {Kiss, Gábor Dávid and Vychytilová, Jana}, booktitle = {Finance and Performance of Firms in Science, Education and Practice}, unique-id = {3315681}, year = {2017}, pages = {395-403}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:3210379, title = {Állami magvető tőke és a kereskedelmi űrhajózás új modelljének első évtizede}, url = {https://m2.mtmt.hu/api/publication/3210379}, author = {Kiss, Gábor Dávid and Kosztopulosz, Andreász and Udvari, Beáta and Kovács, Hajnalka Éva}, doi = {10.18414/KSZ.2017.4.421}, journal-iso = {KÖZGAZDASÁGI SZEMLE}, journal = {KÖZGAZDASÁGI SZEMLE}, volume = {64}, unique-id = {3210379}, issn = {0023-4346}, year = {2017}, pages = {421-439}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970; Kovács, Hajnalka Éva/0000-0001-7980-2943} } @article{MTMT:3205716, title = {Missing Data Bias on a Selective Hedging Strategy}, url = {https://m2.mtmt.hu/api/publication/3205716}, author = {Kiss, Gábor Dávid and Sávai, Marianna and Udvari, Beáta}, doi = {10.7441/joc.2017.01.01}, journal-iso = {J COMPETITIVENESS}, journal = {JOURNAL OF COMPETITIVENESS}, volume = {9}, unique-id = {3205716}, issn = {1804-171X}, year = {2017}, eissn = {1804-1728}, pages = {15-19}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @book{MTMT:3177417, title = {Volatilitás, extrém elmozdulások és tőkepiaci fertőzések}, url = {https://m2.mtmt.hu/api/publication/3177417}, isbn = {9789633153208}, author = {Kiss, Gábor Dávid}, publisher = {JATE Press Szegedi Egyetemi Kiadó}, unique-id = {3177417}, year = {2017}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:31642010, title = {Examination of Indicators Determining the Rate of Government Debt. Comparative Analysis of the V4 and GIPS Countries Using One-step Dynamic Panel Regression}, url = {https://m2.mtmt.hu/api/publication/31642010}, author = {Sávai, Marianna and Kiss, Gábor Dávid}, journal-iso = {PÉNZÜGYI SZEMLE}, journal = {PÉNZÜGYI SZEMLE/PUBLIC FINANCE QUARTERLY (1963-)}, volume = {62}, unique-id = {31642010}, issn = {0031-496X}, year = {2017}, eissn = {2064-8278}, pages = {444-461}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @{MTMT:3316445, title = {Pénzügyi idősorok hiányzó adatainak kezelése – afrikai devizaárfolyamok példáján}, url = {https://m2.mtmt.hu/api/publication/3316445}, author = {Sávai, Marianna and Kiss, Gábor Dávid}, booktitle = {Két évtizedes a regionális tudományi műhely Szegeden: 1997–2017}, unique-id = {3316445}, year = {2017}, pages = {422-440}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:3315119, title = {Az államadósság mértékét meghatározó mutatók vizsgálata. A V4 és GIPS országcsoportok összehasonlító elemzése egylépéses dinamikus panelregresszió segítségével}, url = {https://m2.mtmt.hu/api/publication/3315119}, author = {Sávai, Marianna and Kiss, Gábor Dávid}, journal-iso = {PÉNZÜGYI SZEMLE}, journal = {PÉNZÜGYI SZEMLE/PUBLIC FINANCE QUARTERLY (1963-)}, volume = {62}, unique-id = {3315119}, issn = {0031-496X}, abstract = {A 2008-as válság következményeként az államadósságok növekedésnek indultak a világban, amely további gazdasági problémákat okozott az országoknak. Több európai uniós tagállam kényszerült a Trojka segítségét igénybe venni finanszírozási nehézségeik enyhítésére. Tanulmányunk célja az államadósságot befolyásoló tényezők vizsgálata. A Visegrádi országok és a Ciprus adatsoraival kiegészített GIPS államadósságára ható tényezőket hasonlítottuk össze egylépéses dinamikus panelmodell segítségével. Mindkét panelben azonosítani tudtuk a szakirodalom által korábban feltárt összefüggéseket. A deficit, az infláció, a folyó fizetési mérleg romlása az államadósság növekedéséhez, a reálkamat, a GDP-növekedés és foglalkoztatottság javulása az államadósság csökkenéséhez vezet. A reál effektív árfolyam azonban egyik panelben sem lett szignifikáns.}, keywords = {Államadósság; infláció}, year = {2017}, eissn = {2064-8278}, pages = {445-461}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:3224608, title = {Kuvait mint arab donor segélyezési motivációi}, url = {https://m2.mtmt.hu/api/publication/3224608}, author = {Udvari, Beáta and Kiss, Gábor Dávid and Kis, Katalin and Pontet, Julianna and Halmosi, Péter}, doi = {10.47630/KULG.2017.61.3-4.74}, journal-iso = {KÜLGAZDASÁG}, journal = {KÜLGAZDASÁG}, volume = {61}, unique-id = {3224608}, issn = {0324-4202}, year = {2017}, pages = {74-101}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970; Kis, Katalin/0000-0003-4005-2932} } @inproceedings{MTMT:3107568, title = {The application of expectation maximization to manage missing data, biases value‐at‐risk and volatility models in financial time series}, url = {https://m2.mtmt.hu/api/publication/3107568}, author = {Kiss, Gábor Dávid and Sávai, Marianna}, booktitle = {Conference Proceedings DOKBAT 12th Annual International Bata Conference for Ph.D. Students and Young Researchers}, unique-id = {3107568}, abstract = {Multivariate time series analysis requires synchronized and continuous data for its models. However, there can be special occasions when one or some data is missing due to lack of trading activity. This paper focuses on the impact of different missing data handling methods on GARCH and Value‐at‐Risk model parameters, namely the volatility persistence and asymmetry and the fat‐tailness of the corrected data. The main added value of current paper is the comparison of the impact of different methods (like listwise deletion, mean‐substitution and maximum‐likelihood‐ based Expectation Maximization) on daily financial time series, because this subject has insufficient literature. Current study tested daily closing data of floating currencies from Kenya (KES), Ghana (GHS), South Africa (ZAR), Tanzania (TZS), Uganda (UGX), Gambia (GMD), Madagascar (MGA) and Mozambique (MZN) in USD denomination against EUR/USD rate between March 8 2000 and March 6 2015 acquired from Bloomberg database. Current paper suggest the usage of mean ubstitution or listwise deletion for daily financial time series due to their tendency to have a close‐to‐zero first momentum.}, year = {2016}, pages = {202-219}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:3012245, title = {A tőkepiaci idősorok extrém elmozdulásai}, url = {https://m2.mtmt.hu/api/publication/3012245}, author = {Kiss, Gábor Dávid and Varga, János Zoltán}, doi = {10.20311/stat2016.02.hu0162}, journal-iso = {STATISZTIKAI SZEMLE}, journal = {STATISZTIKAI SZEMLE}, volume = {94}, unique-id = {3012245}, issn = {0039-0690}, year = {2016}, pages = {162-182}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:3134222, title = {Várakozások és a monetáris politika – különös tekintettel a magyarországi gyakorlatra}, url = {https://m2.mtmt.hu/api/publication/3134222}, author = {Kovács, György and Kiss, Gábor Dávid and Varga, János Zoltán}, doi = {10.18414/KSZ.2016.11.1192}, journal-iso = {KÖZGAZDASÁGI SZEMLE}, journal = {KÖZGAZDASÁGI SZEMLE}, volume = {63}, unique-id = {3134222}, issn = {0023-4346}, abstract = {A tanulmányban bemutatjuk a várakozások és a monetáris politika közötti kapcsolat elmélet- és gazdaságtörténeti hátterét, majd megvizsgáljuk, hogy a monetáris rezsimek utóbbi néhány évtizedben megfigyelhető változásai – különös tekintettel Magyarországon – miként juttatták meghatározó szerephez a várakozások kezelését. A tanulmány második felében ökonometriai módszerekkel elemezzük a hazai monetáris politika kapcsolatát a várakozásokkal. Kimutatjuk, hogy a kamatpolitika az elmúlt 19 évben képes volt befolyásolni a pénzpiaci inflációs várakozásokat, a piac elfogadta a kamatdöntéseket megalapozó inflációs előrejelzéseket, és beépítette várakozásaiba, továbbá az irányadó kamatláb változásában megjelent az inflációs céltól való eltérés is, valamint a devizaárfolyam változása. Összességében elmondható, hogy az időszak egésze során a kamatláb változása megfelelt a nemzetközi szakirodalom szabályainak.* Journal of Economic Literature (JEL) kód: E42, E58, C32.}, year = {2016}, pages = {1192-1216}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:3089290, title = {Pénzügyi idősorok hiányzó adatainak kezelése – afrikai devizaárfolyamok példáján}, url = {https://m2.mtmt.hu/api/publication/3089290}, author = {Sávai, Marianna and Kiss, Gábor Dávid}, doi = {10.20311/stat2016.07.hu0736}, journal-iso = {STATISZTIKAI SZEMLE}, journal = {STATISZTIKAI SZEMLE}, volume = {94}, unique-id = {3089290}, issn = {0039-0690}, year = {2016}, pages = {736-756}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:3194875, title = {Challenges of Missing Data in Analyses of Aid Activity. The Case of US Aid Activity}, url = {https://m2.mtmt.hu/api/publication/3194875}, author = {Udvari, Beáta and Kiss, Gábor Dávid and Pontet, Julianna}, journal-iso = {BANGLADESH DEVELOP STUD}, journal = {THE BANGLADESH DEVELOPMENT STUDIES}, volume = {39}, unique-id = {3194875}, issn = {0304-095X}, year = {2016}, pages = {1-25}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:3059254, title = {The isolation of sub-saharan floating currencies}, url = {https://m2.mtmt.hu/api/publication/3059254}, author = {Kiss, Gábor Dávid and Pontet, Julianna}, doi = {10.25142/aak.2015.041}, journal-iso = {ACTA ACAD KARVINIENSIA}, journal = {ACTA ACADEMICA KARVINIENSIA}, volume = {15}, unique-id = {3059254}, issn = {1212-415X}, abstract = {The paper tested contagion effects among free floating African currencies and Euro with a control variable like the Euro-pegged CFA Franc. Contagion should be based on deep trade, funding and political relationships which was valid for connections between African countries and such developed countries like the United States or the Eurozone. The theory suggests increased common movements under shock periods which were tested on a daily time series between 2000 and 2015, studying relationships under recession periods in the United States or the Eurozone or under days with extreme fluctuation. The results presented contagions only for the emerging South African currency while the others proved to be relatively independent.}, keywords = {Africa; contagion}, year = {2015}, pages = {41-53}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @inproceedings{MTMT:3013738, title = {Conventional and Unconventional Balance Sheet Practices and its Impact on Currency Stability}, url = {https://m2.mtmt.hu/api/publication/3013738}, author = {Kiss, Gábor Dávid}, booktitle = {Proceedings of the 15th International Conference on Finance and Banking}, unique-id = {3013738}, abstract = {The impact of balance sheet expansions on extreme currency fluctuations was tested in present paper on a sample with seven European central banks between 2006 and 2014. Balance sheets can evolve due to conventional and unconventional monetary practices – mostly by foreign exchange reserve policies or by quantitative easing. Qualitative easing can undermine money quality as recent literature suggested. Current paper summarized the structural changes in the balance sheets and in the variety of instruments to capture and test some indicators to evaluate later hypothesis. Extreme currency fluctuations were captured trough the contravention of normal distribution at tails. Balance sheet developments and the appearance of extreme currency fluctuations were the product of crisis processes but they were in a poor functional relationship with each other – rejecting the money quality-asset quality hypothesis on medium run.}, year = {2015}, pages = {166-177}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:2922665, title = {The Euro Crisis and Contagion among Central and Eastern European Currencies. Recommendations for Avoiding Lending in a Safe Haven Currency such as CHF}, url = {https://m2.mtmt.hu/api/publication/2922665}, author = {Kiss, Gábor Dávid and Schuszter, Tamás}, doi = {10.18267/j.pep.530}, journal-iso = {PRAGUE ECON PAP}, journal = {PRAGUE ECONOMIC PAPERS}, volume = {24}, unique-id = {2922665}, issn = {1210-0455}, abstract = {This study analyses the Czech, Hungarian, and Polish currencies by examining the statistical characteristics of the Swiss franc as well as the ECB monetary policy in order to indicate shocks in these markets between 2002 and 2013. The abundance of monetary easing decisions can be used as a viable sign of market misbehaviour in addition to the low probability of extreme exchange rate fluctuations. Indeed, the temporal distribution of extreme currency fluctuations provides vital information about the nature of the recent crisis. Contagions can be defined as increased correlations during periods of crisis, while divergence means a significant decrease in this regard. Methodologically, common movements in this study were calculated by using DCC-GARCH modelling. The findings of this study underline the special features of the Swiss franc exchange rate, notably that its extreme fluctuations can be managed by using swap agreements and that it tended towards divergences during the crisis era. These results support the idea of avoiding lending in reserve currencies.}, keywords = {CEE; extreme events; contagion; Currency market}, year = {2015}, eissn = {2336-730X}, pages = {678-698}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @inproceedings{MTMT:2884252, title = {African Floating Currencies and the EUR/USD fluctuation}, url = {https://m2.mtmt.hu/api/publication/2884252}, author = {Kiss, Gábor Dávid}, booktitle = {DOKBAT 11th Annual International Bata Conference for Ph.D. Students and Young Researchers}, unique-id = {2884252}, abstract = {Current paper analyzes the developments of extreme fluctuations of floating African currencies in the light of developments on Euro to US dollar market between 2000 and 2015. Sample countries trade destinations are well diversified nowadays, but the US and European trade relations are still significant. Currency fluctuations are evaluated by the developments in their foreign trade and monetary policy as well, but the existing political, real and financial links were not able to cause contagion under recession periods or at extreme trading days.}, year = {2015}, pages = {406-414}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:24163066, title = {What are the Differences Between the Currencies of Foreign Exchange Loans?}, url = {https://m2.mtmt.hu/api/publication/24163066}, author = {Kiss, Gábor Dávid and Schuszter, Tamás}, journal-iso = {PÉNZÜGYI SZEMLE}, journal = {PÉNZÜGYI SZEMLE/PUBLIC FINANCE QUARTERLY (1963-)}, volume = {59}, unique-id = {24163066}, issn = {0031-496X}, year = {2014}, eissn = {2064-8278}, pages = {187-206}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:2715735, title = {Miben különböznek a devizaalapú hitelek devizái?}, url = {https://m2.mtmt.hu/api/publication/2715735}, author = {Kiss, Gábor Dávid and Schuszter, Tamás}, journal-iso = {PÉNZÜGYI SZEMLE}, journal = {PÉNZÜGYI SZEMLE/PUBLIC FINANCE QUARTERLY (1963-)}, volume = {59}, unique-id = {2715735}, issn = {0031-496X}, abstract = {Bank solvency is influenced by foreign currency lending – through fluctuations in the exchange rate of the currency on which the loans are based. The current paper analyses the extremity of these fluctuations and the time-variance of the currency correlations in the case of the Hungarian forint and Czech koruna (as a control variable) against the main FCL currencies like euro, Swiss franc and Japanese yen. We compared anomalies in the pricing of the currencies with the period before the crisis by dividing the five years of the crisis into three distinct periods on the basis of the main measures taken by the leading central banks, which impacted the currency markets. As a result of our analysis, we can conclude that following the development and prevalence of currency swap agreements, originally planned as a temporary measure, throughout the five year period, there was a reduction in the fluctuation of these floating currencies, combined with a decline in the historically close comovement of the European currencies. From an institutional development point of view, this serves to emphasise the significance of the crisis management model based on central banks’ cooperation and assumes the supervisory and regulatory mandates of the monetary policy.}, year = {2014}, eissn = {2064-8278}, pages = {204-223}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:2561423, title = {Az együttmozgás vége. A kelet-közép-európai devizák és a svájci frank kapcsolata}, url = {https://m2.mtmt.hu/api/publication/2561423}, author = {Kiss, Gábor Dávid and Schuszter, Tamás}, journal-iso = {HITELINT SZLE}, journal = {HITELINTÉZETI SZEMLE}, volume = {13}, unique-id = {2561423}, issn = {1588-6883}, abstract = {A pénzügyi stabilitás hangsúlyának erősödése napjainkban a makroprudenciális szabályozás monetáris politikába emelésének igényét eredményezte. A jelentős mértékű deviza alapú hitelezés Kelet-közép Európában a bankszektor szolvenciáját összekötötte a devizapiaci árfolyamok változásával. Munkánk során a cseh, lengyel és magyar devizák svájci frankkal szemben mutatott ingadozásának és együttmozgásainak változását vizsgáljuk a 2008- as válságot megelőző és az azt követő időszakban. A vizsgált időablakok pontos definiálásához az Európai Központi Bank (ECB) monetáris politikai eszköztárának használatát vizsgáltuk. Az egyes devizák ingadozásának vizsgálata során tanulmányoztuk az extrém hozamok megjelenésének időbeli eloszlását, valamint a volatilitás fennmaradását. A devizák együttmozgásának vizsgálata során dinamikus feltételes korrelációkat illesztettünk az idősorra, majd az ECB lépései mentén definiált piaci környezetben fertőzések és divergenciák létrejöttét kerestük. A vizsgálat eredményeként megállapítottuk, hogy a vizsgált devizák svájci frankkal szembeni extrém mértékű elmozdulásai a válság kirobbanása óta megnőttek, míg a korábban szoros együttmozgás az euro zóna válsága nyomán megszűnt.}, year = {2014}, eissn = {2416-3201}, pages = {78-97}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @techreport{MTMT:3114456, title = {Középiskolások pénzügyi kultúrája felmérés eredményei (összefoglaló)}, url = {https://m2.mtmt.hu/api/publication/3114456}, author = {Kovács, Péter and Sápi, Ákos and Kosztopulosz, Andreász and Révész, Balázs and Kiss, Gábor Dávid and Vajda, Beáta and Farkas, Gergely}, unique-id = {3114456}, year = {2014}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @book{MTMT:2853192, title = {Crisis Management and the Changing Role of the State}, url = {https://m2.mtmt.hu/api/publication/2853192}, isbn = {9789633063408}, editor = {Voszka, Éva and Kiss, Gábor Dávid}, publisher = {Szegedi Tudományegyetem Gazdaságtudományi Kar}, unique-id = {2853192}, year = {2014}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @inbook{MTMT:3177485, title = {The Adequacy of Inflation-Targeting Monetary Policy and Euro Zone Participation for the Central-East European Countries}, url = {https://m2.mtmt.hu/api/publication/3177485}, author = {Kiss, Gábor Dávid and Kosztopulosz, Andreász}, booktitle = {The Aftermath of the Global Crisis in the European Union}, unique-id = {3177485}, year = {2013}, pages = {178-210}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @inproceedings{MTMT:2576227, title = {The Euro Crisis and Contagion Among Central-East European Currencies}, url = {https://m2.mtmt.hu/api/publication/2576227}, author = {Kiss, Gábor Dávid and Schuszter, Tamás}, booktitle = {Financial Regulation and Supervision in the After-Crisis Period}, unique-id = {2576227}, abstract = {This paper aims to analyze the selected Czech, Hungarian and Polish currencies, through the statistical characteristics of Swiss franc and euro as well as the ECB’s monetary policy to indicate shocks on these markets between 2002 and 2013. Contagions can be defined as increased comovements during crisis times – the selected time series were studied with two different approaches to identify extreme periods. Abundance of monetary easing decisions can be used as a viable sign for market misbehavior next to the low probability property of extreme exchange rate fluctuations. Common movements were calculated by dynamic conditional correlations (DCC GARCH). Current paper compared these concepts, furthermore presented the patterns of contagions between the selected currencies. Contagion still appeared, but the well-known pre crisis convergence of Czech Koruna, Hungarian Forint and Polish Zloty decayed under the era of the Euro crises, causing enormous economic damage for the new member states.}, year = {2013}, pages = {178-190}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @inproceedings{MTMT:2438814, title = {Financial literacy of hungarian teenagers}, url = {https://m2.mtmt.hu/api/publication/2438814}, author = {Kiss, Gábor Dávid and Kosztopulosz, Andreász and Kovács, Péter and Révész, Balázs}, booktitle = {Proceedings of the "Scientific Management" and Management Science Today International Scientific Conference}, unique-id = {2438814}, year = {2013}, pages = {248-255}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @techreport{MTMT:3114453, title = {Középiskolások pénzügyi kultúrája felmérés eredményei. összefoglaló}, url = {https://m2.mtmt.hu/api/publication/3114453}, author = {Kovács, Péter and Kosztopulosz, Andreász and Révész, Balázs and Kiss, Gábor Dávid and Vajda, Beáta and Farkas, Gergely and Kazár, Klára and Kovács, Eszter and Sápi, Ákos}, unique-id = {3114453}, year = {2013}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970; Kazár, Klára/0000-0001-5828-4278} } @article{MTMT:31642049, title = {The Impact of the Crisis on the Monetary Autonomy of Central and Eastern European Countries}, url = {https://m2.mtmt.hu/api/publication/31642049}, author = {Kiss, Gábor Dávid and Kosztopulosz, Andreász}, journal-iso = {PÉNZÜGYI SZEMLE}, journal = {PÉNZÜGYI SZEMLE/PUBLIC FINANCE QUARTERLY (1963-)}, volume = {57}, unique-id = {31642049}, issn = {0031-496X}, year = {2012}, eissn = {2064-8278}, pages = {28-52}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:1857609, title = {A monetáris sterilizáció hatékonysága és költségei Kínában}, url = {https://m2.mtmt.hu/api/publication/1857609}, author = {Gábor, Tamás and Kiss, Gábor Dávid and Kovács, Péter}, journal-iso = {KÖZGAZDASÁGI SZEMLE}, journal = {KÖZGAZDASÁGI SZEMLE}, volume = {59}, unique-id = {1857609}, issn = {0023-4346}, year = {2012}, pages = {164-188}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:2202755, title = {A pénz- és tőkepiaci válság hatása a monetáris politika mozgásterére Kelet-Közép-Európában}, url = {https://m2.mtmt.hu/api/publication/2202755}, author = {Kiss, Gábor Dávid and Kosztopulosz, Andreász}, journal-iso = {PÉNZÜGYI SZEMLE}, journal = {PÉNZÜGYI SZEMLE/PUBLIC FINANCE QUARTERLY (1963-)}, volume = {57}, unique-id = {2202755}, issn = {0031-496X}, year = {2012}, eissn = {2064-8278}, pages = {27-51}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @mastersthesis{MTMT:2010771, title = {Tőkepiaci fertőzés és divergencia meghatározása extrém események segítségével – kelet-közép európai részvény, kötvény és devizapiaci hálózatok példáján}, url = {https://m2.mtmt.hu/api/publication/2010771}, author = {Kiss, Gábor Dávid}, doi = {10.14232/phd.1491}, publisher = {SZTE}, unique-id = {2010771}, year = {2012}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @inproceedings{MTMT:1973898, title = {Time value of the Money and Contagions on the Bond Markets}, url = {https://m2.mtmt.hu/api/publication/1973898}, author = {Kiss, Gábor Dávid and Ács, Attila}, booktitle = {Lessons learned from the financial crisis}, unique-id = {1973898}, abstract = {The yield curve should reflect the time value of the money to maintain the maturity transformation of the banking system. A tightened gap between the 3 month and 10 year yields on the bond market indicates liquidity shortage. This paper analyzes such liquidity shortages at the Euro area as well as at the US bond markets with their impact on the common movements of their Czech, Hungarian and Polish counterparts. While contagion is defined as significant increase in the correlations under special or normal circumstances, the divergence is defined as a significant decline; therefore this paper applied GARCH-based dynamic conditional correlation on the daily closing data. This paper detected mostly divergences on the bond markets under extreme changes on the yield curve. Contagion seemed much more intertemporal phenomena under different monetary conditions.}, year = {2012}, pages = {291-304}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @techreport{MTMT:3114407, title = {Középiskolások pénzügyi kultúrája felmérés eredményei. összefoglaló tanulmány}, url = {https://m2.mtmt.hu/api/publication/3114407}, author = {Kovács, Péter and Kosztopulosz, Andreász and Révész, Balázs and Kiss, Gábor Dávid and Cseri, Cserne}, unique-id = {3114407}, year = {2012}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @inproceedings{MTMT:1782497, title = {Kölcsönös függőség a Visegrádi országok kötvény, részvény és devizapiacai között. van-e értelme a második pillérnek?}, url = {https://m2.mtmt.hu/api/publication/1782497}, author = {Kiss, Gábor Dávid}, booktitle = {"Hitel, Világ, Stádium" Nemzetközi Tudományos Konferencia tanulmánykötete =Publications of the International Scientific Conference "Credit, World, Stage"}, unique-id = {1782497}, year = {2011}, pages = {1-20}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:1782361, title = {The impact of financial interdependence on the czech, hungarian and polish interbank, stock and currency market}, url = {https://m2.mtmt.hu/api/publication/1782361}, author = {Kiss, Gábor Dávid}, doi = {10.5848/apbj.2011.00091}, journal-iso = {INT J MANAG CASES}, journal = {INTERNATIONAL JOURNAL OF MANAGEMENT CASES (IJMC)}, volume = {13}, unique-id = {1782361}, issn = {1741-6264}, abstract = {Contagions could be defined as a significant increase in market comovement after a shock to one country, and mostly explained by two theorems: strong cross border relationships between the economies or sudden shifts in market actor's expectations and confidence. The first hypothesis of contagion was accepted on stock market but mostly rejected on interbank and currency market. The second hypothesis, that stock market contagions have the same orientation as trade was rejected. The analysis in this paper employed Dynamic Conditional Correlation GARCH analysis on logarithmic returns to evaluate deviation of market prices from fundamental values under extreme conditions on the selected interbank, stock and currency markets. [ABSTRACT FROM AUTHOR]}, keywords = {research; Visegrad Group; interdependence; DCC GARCH; VOLATILITY (Finance); INTERBANK market; INTERNATIONAL economic relations; CURRENCY crises; FINANCIAL crises}, year = {2011}, eissn = {2051-3631}, pages = {555-564}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @inbook{MTMT:1765999, title = {Market Dependency and Financial Buffers in Russia}, url = {https://m2.mtmt.hu/api/publication/1765999}, author = {Kiss, Gábor Dávid}, booktitle = {Studies in International Economics and Finance}, unique-id = {1765999}, year = {2011}, pages = {63-80}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @techreport{MTMT:3114396, title = {Középiskolások pénzügyi kultúrája felmérés eredményei. összefoglaló tanulmány}, url = {https://m2.mtmt.hu/api/publication/3114396}, author = {Kovács, Péter and Kosztopulosz, Andreász and Révész, Balázs and Kiss, Gábor Dávid and Székelyhidi, Katalin and Tulkán, Tímea and Árva-Tóth, Adrienn}, unique-id = {3114396}, year = {2011}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @inproceedings{MTMT:24875778, title = {Impact of Financial Contagion on Pension Portfolio’s Performance in Hungary and Russia}, url = {https://m2.mtmt.hu/api/publication/24875778}, author = {Kiss, Gábor Dávid}, booktitle = {Proceedings of 12th International Conference on Finance and Banking}, publisher = {Silesian University in Opava, School of Business Administration in Karviná}, unique-id = {24875778}, year = {2010}, pages = {278-292}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @{MTMT:21366790, title = {Multipillar Pension Systems in Central-Europe and Russia}, url = {https://m2.mtmt.hu/api/publication/21366790}, author = {Kiss, Gábor Dávid}, booktitle = {Regional Responses and Global Shifts: Actors, Institutions and Organisations: Abstract Book}, unique-id = {21366790}, year = {2010}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @inproceedings{MTMT:1782500, title = {A tőkepiaci hozamok hatványszerű valószínűségi eloszlásának okai Kelet-közép Európában}, url = {https://m2.mtmt.hu/api/publication/1782500}, author = {Kiss, Gábor Dávid}, booktitle = {"Gazdaság és társadalom" nemzetközi tudományos konferencia tanulmánykötete = Publications of the international scientific conference "Economy and Society"}, unique-id = {1782500}, year = {2010}, pages = {1-8}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @inproceedings{MTMT:1782444, title = {Long-Term Financial Stability in Russia}, url = {https://m2.mtmt.hu/api/publication/1782444}, author = {Kiss, Gábor Dávid}, booktitle = {6th Annual International Bata Conference for PhD Students and Young Researchers}, doi = {10.2139/ssrn.1592386}, unique-id = {1782444}, year = {2010}, pages = {1-10}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @inproceedings{MTMT:1782440, title = {Tools of Russian Financial Stability}, url = {https://m2.mtmt.hu/api/publication/1782440}, author = {Kiss, Gábor Dávid}, booktitle = {The 11th Annual Doctoral Conference of the Faculty of Finance and Accounting}, unique-id = {1782440}, year = {2010}, pages = {17-26}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @inbook{MTMT:1766216, title = {Analyses of Extreme Events on Emerging Capital Markets}, url = {https://m2.mtmt.hu/api/publication/1766216}, author = {Kiss, Gábor Dávid and Dudás, László}, booktitle = {Proceedings of the Challenges for Analysis of the Economy, the Businesses, and Social Progress International Scientific Conference}, unique-id = {1766216}, abstract = {This study deals with the statistical methods of contagion- effects on emerging capital markets. After fitting probability distribution on the empirical data, and cross-market correlation sensibility test were used on time series (2002-2009) of Hungarian, Polish Russian and US government bond, stock and currency markets to study their behavior under extreme and normal circumstances. The aim of this analysis is to identify the possible differences between emerging and developed capital markets to investigate the validity of economic axioms according to the relation of bond, stock and currency markets on the emerging markets.}, year = {2010}, pages = {517-531}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @inproceedings{MTMT:21261211, title = {Venture Capital and Pension System}, url = {https://m2.mtmt.hu/api/publication/21261211}, author = {Kiss, Gábor Dávid}, booktitle = {New Economic Challenges}, publisher = {Masarykova univerzita}, unique-id = {21261211}, year = {2010}, pages = {30-34}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @inproceedings{MTMT:21402660, title = {Pension portfolio models in Hungary and Russia}, url = {https://m2.mtmt.hu/api/publication/21402660}, author = {Kiss, Gábor Dávid and Botos, Katalin and Dudás, László}, booktitle = {Szanse i zagrozenia dla rynków ubezpieczen w krajach Europy Srodkowej i Wschodniej}, publisher = {Wydawnictwo UEK}, unique-id = {21402660}, year = {2009}, pages = {29-38}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @inproceedings{MTMT:1782501, title = {A tőkefedezeti nyugdíjrendszer és az idősödés folyamata Magyarországon}, url = {https://m2.mtmt.hu/api/publication/1782501}, author = {Kiss, Gábor Dávid}, booktitle = {"Társadalom és gazdaság - új trendek és kihívások"}, unique-id = {1782501}, year = {2009}, pages = {273-278}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @inproceedings{MTMT:1782494, title = {Analysis of Market Risk in the Case of Potential Hungarian and Russian Pension Portfolio}, url = {https://m2.mtmt.hu/api/publication/1782494}, author = {Kiss, Gábor Dávid}, booktitle = {MicroCAD 2009, P Section}, unique-id = {1782494}, year = {2009}, pages = {121-126}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @inproceedings{MTMT:1782493, title = {Analysis of Diversification Problems in the Case of Hungarian and Russian Pension Investements}, url = {https://m2.mtmt.hu/api/publication/1782493}, author = {Kiss, Gábor Dávid}, booktitle = {New Economic Challenges}, unique-id = {1782493}, year = {2009}, pages = {26-30}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @inproceedings{MTMT:1782490, title = {Hungarian Banking System and MiFID - Results of Mystery Shopping Trips}, url = {https://m2.mtmt.hu/api/publication/1782490}, author = {Kiss, Gábor Dávid and Felegyi, Krisztina and Farkas, Gergely}, booktitle = {5th Annual International Bata Conference for Ph.D. Students and Young Researchers}, doi = {10.2139/ssrn.1372813}, unique-id = {1782490}, year = {2009}, pages = {1-10}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @inproceedings{MTMT:1782485, title = {Faces of Ageing and Fundamental Background of Pension Investments. in East Central Europe, Russia and Scandinavia}, url = {https://m2.mtmt.hu/api/publication/1782485}, author = {Kiss, Gábor Dávid and Dudás, László}, booktitle = {The 10th Annual Doctoral Conference of the Faculty of Finance and Accounting, Prague University of Economics and Business}, doi = {10.2139/ssrn.1410060}, unique-id = {1782485}, year = {2009}, pages = {77-86}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @CONFERENCE{MTMT:1782470, title = {Convergence and contagion in transitional countries}, url = {https://m2.mtmt.hu/api/publication/1782470}, author = {Kiss, Gábor Dávid and Megyeri, Eszter and Gábor, Tamás and Dudás, László}, booktitle = {Regions, Firms and Institutions in the world economy}, doi = {10.2139/ssrn.1488329}, unique-id = {1782470}, year = {2009}, pages = {1-15}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:1782365, title = {Diverzifikáció a komplex tőkepiacokon – Az emberi tényező hatása a tőkepiacok működésére}, url = {https://m2.mtmt.hu/api/publication/1782365}, author = {Kiss, Gábor Dávid and Kuba, Péter}, journal-iso = {HITELINT SZLE}, journal = {HITELINTÉZETI SZEMLE}, volume = {8}, unique-id = {1782365}, issn = {1588-6883}, year = {2009}, eissn = {2416-3201}, pages = {25-48}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @inbook{MTMT:1772017, title = {Az idősödés arcai}, url = {https://m2.mtmt.hu/api/publication/1772017}, author = {Kiss, Gábor Dávid}, booktitle = {Idősödés és globalizáció}, unique-id = {1772017}, year = {2009}, pages = {115-122}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @inbook{MTMT:1772016, title = {Hosszú távú stabilitás és az orosz nyugdíjrendszer}, url = {https://m2.mtmt.hu/api/publication/1772016}, author = {Kiss, Gábor Dávid}, booktitle = {Idősödés és globalizáció}, unique-id = {1772016}, year = {2009}, pages = {149-162}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @inbook{MTMT:1766236, title = {A hazai bankok és a MiFID – egy 41 bankfiókot vizsgáló kutatás eredményei}, url = {https://m2.mtmt.hu/api/publication/1766236}, author = {Kiss, Gábor Dávid and Felegyi, Krisztina and Farkas, Gergely}, booktitle = {Szolgáltatások világa}, unique-id = {1766236}, year = {2009}, pages = {419-429}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:1765980, title = {A kockázati tőkeelemek szerepe a hazai magánnyugdíjalapok portfoliójában}, url = {https://m2.mtmt.hu/api/publication/1765980}, author = {Kiss, Gábor Dávid}, doi = {10.14232/jtgf.2009.3-4.168-173}, journal-iso = {JELENKORI TÁRSAD GAZD FOLY}, journal = {JELENKORI TÁRSADALMI ÉS GAZDASÁGI FOLYAMATOK}, volume = {4}, unique-id = {1765980}, issn = {1788-7593}, year = {2009}, eissn = {2676-9867}, pages = {168-173}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @article{MTMT:1765974, title = {A biztonság kockázata - a tőkegarantált befektetési alapok komplex megközelítésben}, url = {https://m2.mtmt.hu/api/publication/1765974}, author = {Kiss, Gábor Dávid and Vajda, Beáta}, journal-iso = {HITELINT SZLE}, journal = {HITELINTÉZETI SZEMLE}, volume = {7}, unique-id = {1765974}, issn = {1588-6883}, year = {2008}, eissn = {2416-3201}, pages = {121-150}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @inproceedings{MTMT:1919120, title = {Preferencies for risk communication and decision making in healthcare in Hungary. A quantitative study}, url = {https://m2.mtmt.hu/api/publication/1919120}, author = {Vajda, Beáta and Kiss, Gábor Dávid and Málovics, Éva and Kuba, P}, booktitle = {VII. International Congress on Public and Nonprofit Marketing = VII Congreso Internacional de Marketing Público y No Lucrativo}, unique-id = {1919120}, year = {2008}, pages = {29-41}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @misc{MTMT:1782503, title = {A biztonság kockázata. A tőkegarantált befektetési alapok komplex megközelítésben}, url = {https://m2.mtmt.hu/api/publication/1782503}, author = {Kiss, Gábor Dávid and Vajda, Beáta}, unique-id = {1782503}, year = {2007}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @misc{MTMT:1782502, title = {Jóléti állam, mint a társadalmi bizalom optimuma}, url = {https://m2.mtmt.hu/api/publication/1782502}, author = {Kiss, Gábor Dávid}, unique-id = {1782502}, year = {2007}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} } @CONFERENCE{MTMT:23691260, title = {Covergence Contagion in Transitional Countries}, url = {https://m2.mtmt.hu/api/publication/23691260}, author = {Kiss, Gábor Dávid and Gábor, T and Dudás, L and Megyeri, Eszter}, booktitle = {Fianancial globalization and networks}, unique-id = {23691260}, year = {2006}, pages = {27-49}, orcid-numbers = {Kiss, Gábor Dávid/0000-0003-0373-9970} }