Tamas Vadasz

Current working papers:

Bank Signaling, Risk of Runs, and the Informational Impact of Regulations
Joint with Kebin Ma (Warwick Business School)
Paper (SSRN); Presentation;

Free Banking and Credit Market Competition
Joint with John Thanassoulis (Warwick Business School)
Paper (SSRN); Presentation;

When Green Meets Green
Joint with Hans Degryse, Roman Goncharenko and Carola Theunisz (all KU Leuven)
Paper (SSRN); Presentation;
2021 SANFI Award to the Best Paper on Banking presented at the XXVIII Finance Forum (AEFIN)

To Cut or Not To Cut: a Model of Bank Dividend Restrictions
Paper (early draft available on request);

Fire Sale in a Liquidation Game with Leverage Requirements
Paper; Presentation;

The emergence of interbank network structures from bilateral partner limits
Joint with Edina Berlinger (Corvinus University) and Zsolt Bihary (Corvinus University)
Paper;

Projects temporary on hold:

Global games in a networked environment
An extended example;

Portfolio Management (KU Leuven, Campus Brussels)
I teach master's level course in Portfolio Management, to Finance and Banking, and MBA students. The course places a lot of emphasis on intuitive understanding and practical applicability of modern asset pricing theories.
Syllabus 2020/21;

Master theses supervision
Feel free to contact me if you are a master student at KU Leuven and interested in writing a thesis in banking, asset management, financial regulations, or applied game theory (applications in finance and banking).

The core-periphery structure of the Hungarian Interbank Deposit Market (2017, Kozgazdasagi Szemle (HU))
Joint with Edina Berlinger (Corvinus University), Barbara Domotor (Corvinus University) and Daroczi Gergely
Paper (Hungarian).

Mastering R for quantitative finance. Packt Publishing Ltd, 2015. Author of Chapter: Time Series Analysis (Link)