Photo of Akos Horvath

Akos Horvath

Education

  • Ph.D., Finance, University of Vienna, 2018
  • M.Sc., Financial Mathematics, Corvinus University of Budapest, 2013
  • M.Sc., Finance, Corvinus University of Budapest, 2013
Current Research Topics
  • Banking and Financial Institutions
  • Consumer and Corporate Finance
  • Economist

    Board of Governors of the Federal Reserve System

    2018 - present
  • Visiting Researcher

    Hungarian National Bank

    2017
  • Derivatives Analyst

    Morgan Stanley

    2009 - 2010
  • Risk Perception and Loan Underwriting in Securitized Commercial Mortgages
    Simon Firestone, Nathan Godin, Akos Horvath, and Jacob Sagi
    Finance and Economics Discussion Series (2024)
    https://doi.org/10.17016/FEDS.2024.019
  • The COVID-19 shock and consumer credit: Evidence from credit card data
    Akos Horvath, Benjamin Kay, and Carlo Wix
    Journal of Banking & Finance (2023)
    https://doi.org/10.1016/j.jbankfin.2023.106854
    See also » FRB Working Paper (2021)
  • COVID-19 as a stress test: Assessing the bank regulatory framework
    Elizabeth Duncan, Akos Horvath, Diana Iercosan, Bert Loudis, Alice Maddrey, Francis Martinez, Timothy Mooney, Ben Ranish, Ke Wang, Missaka Warusawitharana, and Carlo Wix
    Journal of Financial Stability (2022)
    https://doi.org/10.1016/j.jfs.2022.101016
    See also » FRB Working Paper (2021)
  • Do Loan Subsidies Boost the Real Activity of Small Firms?
    Akos Horvath and Peter Lang
    Journal of Banking & Finance (2021)
    https://doi.org/10.1016/j.jbankfin.2020.105988
  • The COVID-19 Shock and Consumer Credit: Evidence from Credit Card Data
    Akos Horvath, Benjamin S. Kay, and Carlo Wix
    Covid Economics (2020)
    See also » FRB Working Paper (2021)
  • How Effective are Trading Pauses?
    Nikolaus Hautsch and Akos Horvath
    Journal of Financial Economics (2019)
    https://doi.org/10.1016/j.jfineco.2017.12.011
  • Pricing Asian Options: A Comparison of Numerical and Simulation Approaches Twenty Years Later
    Akos Horvath and Peter Medvegyev
    Journal of Mathematical Finance (2016)
    https://doi.org/10.4236/jmf.2016.65056
  • Successful Issues on the European Equity ETF Market
    Akos Horvath
    Financial and Economic Review (2013)
Conference Organization
  • 2017 | Vienna

    Vienna-Copenhagen Conference of Financial Econometrics

    Organizer

  • 2015 | Vienna

    EFA Annual Meeting

    Organizer

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Last Update: April 22, 2024