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Vit Bubak

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Personal Details

First Name: Vit
Middle Name:
Last Name: Bubak
Suffix:

RePEc Short-ID: pbu105

Email: [This author has chosen not to make the email address public]
Homepage: http://ies.fsv.cuni.cz/en/staff/bubak
Postal Address:
Phone:

Affiliation

(50%) Institut ekonomických studií
Univerzita Karlova v Praze
Location: Praha, Czech Republic
Homepage: http://ies.fsv.cuni.cz/
Email:
Phone: +420 2 222112330
Fax: +420 2 22112304
Postal: Opletalova 26, CZ-110 00 Prague
Handle: RePEc:edi:icunicz (more details at EDIRC)
(50%) Centre d'Économie de la Sorbonne
Université Paris 1 (Panthéon-Sorbonne)
Location: Paris, France
Homepage: http://centredeconomiesorbonne.univ-paris1.fr/
Email:
Phone: + 33 44 07 81 00
Fax: + 33 1 44 07 83 01
Postal: 106-112 boulevard de l'Hôpital 75 647 PARIS CEDEX 13
Handle: RePEc:edi:cenp1fr (more details at EDIRC)

Works

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Working papers

  1. Vít Bubák & Evžen Kocenda & Filip Zikes, 2010. "Volatility Transmission in Emerging European Foreign Exchange Markets," CESifo Working Paper Series, CESifo Group Munich 3063, CESifo Group Munich.
  2. Vít Bubák, 2008. "Value-at-Risk on Central and Eastern European Stock Markets: An Empirical Investigation Using GARCH Models," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies 2008/18, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2008.
  3. Vít Bubák & Filip Žikeš, 2006. "The Price Impact of Stock Trades: Evidence from the Prague Stock Exchange," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies 2006/19, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2006.
  4. Vít Bubák & Filip Žikeš, 2005. "Trading Intensity and Intraday Volatility on the Prague Stock Exchange: Evidence from an Autoregressive Conditional Duration Model," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies 80, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised 2005.

Articles

  1. Bubák, Vít & Kocenda, Evzen & Zikes, Filip, 2011. "Volatility transmission in emerging European foreign exchange markets," Journal of Banking & Finance, Elsevier, Elsevier, vol. 35(11), pages 2829-2841, November.
  2. Vít Bubák, 2010. "Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 4(3), pages 295-314, November.
  3. Vít Bubák & Filip Žikeš, 2009. "Distribution and Dynamics of Central-European Exchange Rates: Evidence from Intraday Data," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, Charles University Prague, Faculty of Social Sciences, vol. 59(4), pages 334-359, Oktober.
  4. Filip Zikes & Vít Bubák, 2006. "Trading Intensity and Intraday Volatility on the Prague Stock Exchange: Evidence from an Autoregressive Conditional Duration Model (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, Charles University Prague, Faculty of Social Sciences, vol. 56(5-6), pages 223-245, May.
  5. Filip Žikeš & Vít Bubák, 2006. "Seasonality and Non-Trading Effect on Central European Stock Markets (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, Charles University Prague, Faculty of Social Sciences, vol. 56(1-2), pages 69-79, January.
  6. Patrik Bauer & Vít Bubák, 2003. "Informative value of firm capital structure," Prague Economic Papers, University of Economics, Prague, University of Economics, Prague, vol. 2003(3).

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2012-05-08. Author is listed
  2. NEP-EEC: European Economics (1) 2008-09-20. Author is listed
  3. NEP-FMK: Financial Markets (1) 2008-09-20. Author is listed
  4. NEP-IFN: International Finance (1) 2012-05-08. Author is listed
  5. NEP-MON: Monetary Economics (1) 2012-05-08. Author is listed
  6. NEP-MST: Market Microstructure (2) 2006-12-09 2012-05-08. Author is listed
  7. NEP-RMG: Risk Management (1) 2008-09-20. Author is listed
  8. NEP-TRA: Transition Economics (2) 2008-09-20 2012-05-08. Author is listed

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