PhD and Habilitation in Economics || Associate Professor || International Finance || Econometrics || Risk Management || Matlab || Eviews || Monetary Policy ||
at University of Szeged, Hungary
Qualifications
Employment
Habilitation in Economics (Unconventional monetary policy and foreign exchange rates, 2017)
PhD in Economics (Defining Contagion and Divergence Based on the Extremity of Daily Returns - on the networks of the East-Central European stock, bond and currency markets, 2012)
MSc in Business Administration (Finance specialization, Economic Psychology minor, 2007)
University of Szeged, Faculty of Economics and Business Administration: associate professor (2018-)
University of Szeged, Doctoral School in Economics: core member (2023-)
University of Szeged, Faculty of Economics and Business Administration: assistant professor (2012-2018)
University of Szeged, Doctoral School in Economics: secretary (2012-2018)
University of Szeged, Faculty of Economics and Business Administration: PhD student, lecturer (2007-2012)
Szeged Centre for Security Policy: trainee (2004-2008)
Innov Hungaricum: project assistant (2007)
University of Szeged, Faculty of Economics and Business Administration: teaching assistant at the Economic Psychology Department (2004-2007)
Research Interests
List of Publications:
Research grants to foreign research institutions
National Scholarship Programme of the Slovak Republic (SAIA, Slovakia): “Exchange rate modelling for Non-Eurozone Member States: contagions and unconventional monetary instruments“; visiting researcher at Slovak Academy of Sciences, Institute of Economic Research, Department of Macro-Financial Analysis (2024, 5 months)
Campus Hungary Grant (Balassi Intézet, HU): “Monetary policy and its impact on capital markets”; visiting researcher at Silesian University in Opava, School of Business Administration in Karvina (Karvina, Czechia) (2014, 3 months)
EUIJ-Kansai, University of Kobe, University of Kyoto (Japan): “The Adoption of ECB's Inflation Targetting Monetary Policy in East-Central Europe”, “The Evaluation of Multipillar Pension Model for East-Central Europe”, guest researcher (2012, 2 weeks)
Topic 1: Financial contingency lines against global systemic meltdowns
Kiss, Gábor Dávid ; Alipanah, Sabri (2024): Sovereign spread divergence owing to inflation and redenomination risk countered by unconventional monetary policy in the Eurozone. ECONOMIC MODELLING 131 : 2 Paper: 106613 (Scopus Q1)
Sabri, Alipanah ; Mercédesz, Mészáros ; Gábor, Dávid Kiss (2022): The Re-Emergence of Sovereign Spread in Emerging Countries in the Post-Covid–19 Economy. PÉNZÜGYI SZEMLE/PUBLIC FINANCE QUARTERLY (1963-) 67 : 2 pp. 213-230. (Scopus Q4)
Kiss, Gábor Dávid; Tanács, Gábor Zoltán; Lippai-Makra, Edit; Rácz, Tamás (2020): Last Resort: European Central Bank's Permanent Engagement in Tackling Foreign Exchange Liquidity Disruptions in the Euro Area Banking System. FINANCIAL AND ECONOMIC REVIEW, 19 : 4 pp. 83-106.
Topic 2: Unconventional monetary policy and capital markets
Gábor Dávid Kiss ; Sabri Alipanah ; Dóra Sallai (2024): The relevance of network effects on the Central-Eastern European (CEE) stock market indices. REGIONAL STATISTICS, 14 : 2 pp. 348-373. (Scopus Q2)
Mészáros, Mercédesz; Kiss, Gábor Dávid (2020): Spillover effects of unconventional monetary policy on capital markets in the shadow of the Eurozone: A sample of non-Eurozone countries. REVIEW OF ECONOMIC PERSPECTIVES 20 : 2 pp. 171-195. (Scopus Q3)
Kiss, Gábor Dávid; Balog, Enikő (2018): Conventional and unconventional balance sheet practices and their impact on currency stability. INTERNATIONAL JOURNAL OF MONETARY ECONOMICS AND FINANCE 11 : 1 pp. 76-94. (Scopus Q3)
Topic 3: Green finance, ESG and nonfinancial reporting
Somosi Sarolta ; Kiss Gábor Dávid ; Md Tanvir Alam Shahi (2024): Examination of carbon dioxide emissions and renewables in Southeast Asian countries based on a panel vector autoregressive model. JOURNAL OF CLEANER PRODUCTION (0959-6526 1879-1786): 436 Paper 140174. 12 p. (Scopus Q1)
Lippai-Makra, Edit; Kovács, Zsuzsanna Ilona; Kiss, Gábor Dávid (2022): The non-financial reporting practices of Hungarian listed public interest entities considering the 2014/95/EU Directive. JOURNAL OF APPLIED ACCOUNTING RESEARCH 23 : 1 pp. 301-318. (Scopus Q1)
Tóth, Balázs ; Lippai-Makra, Edit ; Szládek, Dániel ; Kiss, Gábor Dávid (2021): The Contribution of ESG Information to the Financial Stability of European Banks. PÉNZÜGYI SZEMLE/PUBLIC FINANCE QUARTERLY (1963-) 66 : 3 pp. 429-450. (Scopus Q4)
Reviewer for scientific journals
Since 2017, from WoS database: African Development Review, International Journal of Trade and Global Markets, Journal of Contemporary European Studies, Contemporary Economics, Emerging Markets Finance and Trade, International Journal of Finance & Economics, Eastern European Economics, Annals of Public and Cooperative Economics, SAGE Open, Journal of Innovation & Knowledge, Entropy, International Journal of Financial Studies, International Journal of Finance & Economics, Cogent Business & Management, Journal of African Business, Applied Economics, Journal of International Development, African Journal of Economic and Management Studies, Review of International Economics
Hungarian journals: Közgazdasági Szemle, Public Finance Quarterly, Regional Statistics, Financial and Economic Review, Acta Oeconomica
Reviewer for scientific grants and proposals
OTKA (HU) 2022
e-VEGA (SK) 2024
Teaching experience
Languages
Hungarian
English: Cambridge Assessment English: Certificate in ESOL International (Council of Europe Level C1)
German (B)
Foreign teaching experience (teaching for an entire semester at a foreign university or institute):
International Black Sea University (Tbilisi, Georgia): “Financial Risk Management” and “Applied Econometrics for PhD” (2022 Spring semester)
University of Novi Sad, Faculty of Economics (Subotica, Serbia): “International Finance” (2022, 2023 Spring semester)
MDI Gurgaon (New Delhi, India): “Financial Modelling” (2020 January)
Silesian University in Opava (Karvina, Czechia): “International Business Finance” (2014 Autumn semester)
Teaching in English at the University of Szeged:
International PhD program in Economic and Financial Policy
Econometrics (2017-) – Matlab and Eviews
International Economy and Business Master Program
International Finance (2014-)
International Financial Management (2015-)
Risk Management in Finance (2023-)
Green Finance and ESG reporting (2022-)
Business Administration and Management BSc Program
Introduction to Finance (2014-)
European Economic and Monetary Union (2014-)
Financial case studies (2015-)
Teaching in Hungarian at the University of Szeged:
Doktori képzés - Gazdaságpolitika Program
Ökonometria
Pénzügy mesterszak
Befeketések II
Pénzügyi idősorok elemzése
Pénzügy és számvitel alapszak
Középiskolás szakkör
Gazdaságtörténet és makropénzügyek
Other, notable short-term research- or training-related mobilities abroad:
2023 Slovak Academy of Sciences, Institute of Economic Research (Bratislava, SK): 48th Seminar in Empirical Economics - Gábor Dávid Kiss : The relevance of network effects on the Central-Eastern European (CEE) stock market indices (30. 11. 2023)
2023 EFMD Global (Nice, FR): Online Teaching Academy training programme”, participant, (1 week)
2023 Prague University of Economics and Business (Prague, CZ): Introduction to Causal Data Analysis and Modeling with Coincidence Analysis”, participant, (1 week)
2019 Center of Excellence in Finance (Ljubljana, SLO): Intermediate Time-Series Analysis workshop – "Data Quality: Missing Data Analysis and Extreme and Outlier Data", participant and presenter, (1 week)
2019 University of Tartu, Estonian Center of Industrial Mathematics – Estonian Study Group with Industry – ESGI 151 (Tartu, EST): Big data analysis in Matlab for bank customer segmentation (COST Action TD1409 Mathematics for industry network), (1 week)
Erasmus teaching mobilities: Tomas Bata University (Zlín, CZ), University of Maribor (Maribor, SLO), Silesian University in Opava (Karviná, CZ), Oulu University of Applied Sciences (Oulu, FI), Nicolaus Copernicus University (Torun, PL)
Previously supervised doctoral students with a PhD degree:
Varga János Zoltán (50%, with György Kovács, 2024): Modellezési megközelítések a közgazdaságtanban [MODELLING APPROACHES IN ECONOMICS - Equation-based, agent-based and data models]
Csiki Máté (50%, with György Kovács, 2024): A monetáris politika makrogazdasági hatásai a Federal Reserve és az Európai Központi Bank példáján keresztül [The Macroeconomic Effects of Monetary Policy through the Examples of the Federal Reserve and the European Central Bank]
Bui Thanh Trung (2023): Monetary policy: indicators and identification
Klutse Senanu Kwasi (2022, 50%, with Judit Sági): Developing and testing new measures of exchange market pressure in Sub-Saharan Africa
Kwesi Ampah Isaac (2020): Capital flight and external borrowing in Sub-Saharan Africa: An investigation into relationships and implications
Kocsis Zalán (2020): Time-Variation in the Pricing of Country Fundamentals in Sovereign Credit Spreads
Czelleng Ádám (2019): The Macroeconomic Role of Market Liquidity – Microstructure Analysis from a Regulatory Point of View
Sávai Marianna (2019, 50%, with Árpád Kovács): A visegrádi országok fiskális fenntarthatósága Az államadósságuk alakulása [The Fiscal Sustainability of the Visegrad Group Countries - The Aspect of Government Debt]
Doctoral thesis is submitted for final defense:
Alipanah Sabri, Sallai Dóra
PhD student:
Mészáros Mercédesz, Michael Asiamah
Reviewer of doctoral theses:
Boros Eszter (BCE, 2021-III-31, HU)
Petneházi Gábor (DE, 2022-II-14, HU)
Ibrahim Niftiyev (SZTE, 2023-I-23, HU)
Konrad Kostrzewa (SGH, 2024-V-29, PL)
Econometric methods and softwares
Volunteering and hobbies
Publications with the following econometric methods:
extreme value detection,
conditional volatility (GARCH, DCC-GARCH),
vector autoregression (VAR), panel VAR, panel VECM,
panel regression (RE/FE, dynamic),
minimum spanning tree graphs
Econometric software:
Matlab 2023a,
Eviews 11, 13, 14
Gretl
Volunteering
Hungarian Cyclist Klub, Szeged (2010-2017) - member
Critical Mass Szeged (2010-2018) - lead organizer
Team Heavy Pedal Szeged (2022- ) - member
Hobbies
kayak, canoe: Maros, Tisza, Duna (Szigetköz, Dunakanyar, Gemenc), Garam (Hron), Hernád (Hornad), Kőrös, Vardar, Vis-island, Morava
road cycling: Hungary, Slovakia, Czechia, Austria, Romania, Croatia, Switzerland
trail running: Alföld, Börzsöny, Pilis, Gerecse, Maly Karpaty
Lapulevél Popduó (drum, vocalist); Ti akartátok (drum, vocalist)