Zoltán Schepp
Professor at the University of Pécs,
Zoltán Schepp is a Hungarian citizen, based in Pécs, Hungary. He earned his PhD degree in Economics in 2004. He works at the Faculty of Business and Economics of the University of Pécs since 1991, where he became a full professor in 2018. He was the dean of the Economics School from 2015-2022. He was appointed as the university's Vice Rector for Budget Planning in 2022.
His research is focused on international finance, including exchange rate forecasting, foreign currency borrowing and the uncovered interest rate parity puzzle, but he also investigates various aspects of higher education policy.
Featured work
Exchange rates and fundamentals: Forecasting with long maturity forward rates
Forecasting exchange rates of major currencies with long maturity forward rates
This paper presents unprecedented exchange rate forecasting results based upon a new model which approximates the gap between the fundamental equilibr