Széchenyi 2020
Budapesti Corvinus Egyetem ×

AFML 2020 – Speakers and Poster Presenters

(incomplete list)
  • Eszter Baranyai, Adam Banai: Do climate change projections appear in mortgate characteristics?
  • Barbara Będowska-Sójka, Krzysztof Echaust: The asymmetry of Amihud illiquidity measure – an international perspective
  • Edina Berlinger, Katalin Dobránszky-Bartus, György Molnár: Modern pillories: Overdue debts of the poor
  • András Borsos, Bence Mérő: Shock Propagation in the Banking System with Real Economy Feedback
  • Péter Csóka, P. Jean-Jacques Herings: On the Multiplicity of Clearing Payment Matrices in Financial Networks
  • Barbara Dömötör, Tímea Ölvedi: Information Processing of Peer-to-Peer Lending Platforms
  • Helena Naffa, Fanni Dudás: Measuring Financial Well-Being of Countries
  • Daniel Fricke, Hannes Wilke: Connected Funds
  • Mariya Gubareva: Impact of the Covid-19 on liquidity of emerging market bonds
  • Milán Cs. Badics, Áron Hartvig: Volatility and illiquidity connectedness during the Financial crisis of 2007–08
  • Sophie Doepp, Andre Horovitz, Alexander Szimayer: Modeling non-maturing Demand Deposits: on the Determination of the Threshold of Separation between Volatile and Stable Deposit Volumes
  • Olivér Hortay, László Kökény: Effect of COVID-19 on the ten largest ESG funds
  • Milán Cs. Badics, Balázs Kotró: Interconnectedness of Sovereign Yield Curves
  • Stéphanie Ligot, Iryna Veryzhenko: The High Frequency Trading and Circuit Breakers in an Electronic Market
  • Atiqur Rahman Rasel, Bin Liu, Sandy Suardi: The impact of investor sentiment and attention on Bitcoin
  • Gábor Neszveda, Gábor Till, Barnabás Timár, Marcell Varga: Is short-term reversal driven by liquidity provision or behavioral bias in emerging markets? Evidence from China
  • Zsuzsanna Novák, Nikolett Sereg: Hungarian forint FX swap spreads during and beyond crisis times
  • Marcin Czupryna, Paweł Oleksy: Liquidity of illiquid assets: evidence from fine wine exchange
  • Conall O’Sullivan, Vassilios G. Papavassiliou: Time-varying predictability in the European sovereign bond market
  • Vassilios Papavassiliou: Information shares and market quality before and during the European sovereign debt crisis
  • Milán Cs. Badics, Kristóf Reizinger: Granger-causality analysis of risk spillovers in insurance and banking networks
  • Stefan Greppmair, Stephan Jank, Pedro A. C. Saffi, Jason Sturgess: Securities Lending and Information Acquisition
  • Abdollah Ah Mand, Imtiaz Sifat: Volatility Dynamics in Financial Futures: The Roles of Speculation and Liquidity
  • Gyorgy Varga: On the fitting of the term structure short-end
  • Vishnu Ramesh, Aravind Sampath: Allocation of internal cash flows – Evidence from an emerging market
  • Mohammad Bitar, Dieter Gramlich, Thomas Walker, Yunfei Zhao: After the storm: Natural disasters and bank solvency
  • Edina Berlinger, Jens Valdemar Krenchel, György Walter: Personal Bankruptcy Leniency Composite Index – Mapping Leniency in the EU
  • Márton Gosztonyi, Dániel Havran: Highways to Hell? Paths Towards the Formal Financial Exclusion: Empirical Lessons of the Households from Northeastern Hungary
(incomplete list)
  • László Kökény: Measuring the Greta Thunberg effect by examining the stock returns of the ten largest ESG funds
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