Information about:
Alexis Derviz

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Affiliation

• Česká Národní Banka (Czech National Bank)

  Location: Praha, Czech Republic
  Homepage: http://www.cnb.cz/
  Email:
  Phone: 00420 2 2442 1111
  Fax: 00420 2 2421 8522
  Postal: Na Prikope 28, 115 03 Prague 1
  Handle: RePEc:edi:cnbgvcz (registered authors at this institution)

Working papers

1. Alexis Derviz, 2007. "Modeling Electronic FX Brokerage as a Fast Order-Driven Marketunder Heterogeneous Private Values and Information," Working Papers IES 2007/16, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised May 2007. [Downloadable!]

2. Alexis Derviz & Jiri Podpiera, 2006. "Cross-Border Lending Contagion in Multinational Banks," Working Papers 2006/9, Czech National Bank, Research Department. [Downloadable!]
   Other versions:
   • Alexis Derviz & Jirí Podpiera, 2007. "Cross-border lending contagion in multinational banks," Working Paper Series 807, European Central Bank. [Downloadable!]

3. Alexis Derviz, 2005. "Cross-border Risk Transmission by a Multinational Bank," Working Papers IES 85, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised 2005. [Downloadable!]
   Published as:
   • Alexis Derviz, 2007. "Cross-Border Risk Transmission by a Multinational Bank," AUCO Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 1(1), pages 87-111, March. [Downloadable!]

4. Alexis Derviz, 2004. "Exchange rate risks and asset prices in a small open economy," Working Paper Series 314, European Central Bank. [Downloadable!]

5. Alexis Derviz & Jiri Podpiera, 2004. "Predicting Bank CAMELS and S&P Ratings: The Case of the Czech Republic," Working Papers 2004/01, Czech National Bank, Research Department. [Downloadable!]
   Published as:
   • Alexis Derviz & Jiří Podpiera, 2008. "Predicting Bank CAMELS and S&P Ratings: The Case of the Czech Republic," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 44(1), pages 117-130, January. [Downloadable!] (restricted)

6. Alexis Derviz, 2003. "FOREX Microstructure, Invisible Price Determinants, and the Central Bank's Understanding of Exchange Rate Formation," Working Papers 2003/06, Czech National Bank, Research Department. [Downloadable!]

7. Alexis Derviz, 2003. "Components of the Czech Koruna Risk Premium in a Multiple-Dealer FX Market," Working Papers 2003/04, Czech National Bank, Research Department. [Downloadable!]

8. Alexis Derviz & Narcisa Kadlcakova & Lucie Kobzova, 2003. "Credit Risk, Systemic Uncertainties and Economic Capital Requirements for an Artificial Bank Loan Portfolio," Working Papers 2003/09, Czech National Bank, Research Department. [Downloadable!]

1. Alexis Derviz & Jiří Podpiera, 2008. "Predicting Bank CAMELS and S&P Ratings: The Case of the Czech Republic," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 44(1), pages 117-130, January. [Downloadable!] (restricted)
   Other versions:
   • Alexis Derviz & Jiri Podpiera, 2004. "Predicting Bank CAMELS and S&P Ratings: The Case of the Czech Republic," Working Papers 2004/01, Czech National Bank, Research Department. [Downloadable!]

2. Alexis Derviz, 2007. "Cross-Border Risk Transmission by a Multinational Bank," AUCO Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 1(1), pages 87-111, March. [Downloadable!]
   Other versions:
   • Alexis Derviz, 2005. "Cross-border Risk Transmission by a Multinational Bank," Working Papers IES 85, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised 2005. [Downloadable!]

3. Jan Brůha & Alexis Derviz, 2006. "Macroeconomic Factors and the Balanced Value of the Czech Koruna/Euro Exchange Rate (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 56(7-8), pages 318-343, July. [Downloadable!]

4. Derviz, Alexis, 2004. "Asset return dynamics and the FX risk premium in a decentralized dealer market," European Economic Review, Elsevier, vol. 48(4), pages 747-784, August. [Downloadable!] (restricted)

5. Alexis Derviz, 2002. "The Uncovered Parity Properties Of The Czech Koruna," Prague Economic Papers, University of Economics, Prague, vol. 2002(1). [Downloadable!] (restricted)

1. Alexis Derviz & Narcisa Kadlcáková, 2005. "Business cycle, credit risk and economic capital determination by commercial banks," BIS Papers chapters, in: Bank for International Settlements (ed.), Investigating the relationship between the financial and real economy, volume 22, pages 299-327 Bank for International Settlements. [Downloadable!]

1. Alexis Derviz & Adam Gersl & Jaroslav Hermanek & Michal Hlavacek & Petr Jakubik & Jiri Podpiera & Katerina Smidkova, 2007. "CNB Economic Research Bulletin: Financial stability in a transforming economy," Occasional Publications - Edited Volumes, Czech National Bank, Research Department, edition 1, volume 5, number rb05/1 edited by Michal Hlavacek. [Downloadable!]

2. Martin Cihak & Alexis Derviz & Anca Podpiera, 2005. "CNB Economic Research Bulletin: Financial stability," Occasional Publications - Edited Volumes, Czech National Bank, Research Department, edition 2, volume 3, number rb03/2 edited by Vladislav Flek. [Downloadable!]

1. NEP-BAN: Banking (2) 2007-05-19 2007-09-24 Author is listed
2. NEP-CMP: Computational Economics (1) 2005-04-16
3. NEP-DCM: Discrete Choice Models (1) 2005-04-16
4. NEP-FIN: Finance (5) 2005-04-16 2005-04-16 2005-04-16 2005-04-16 2005-10-04 Author is listed
5. NEP-FMK: Financial Markets (1) 2005-10-04
6. NEP-IFN: International Finance (3) 2005-04-16 2005-04-16 2005-10-04 Author is listed
7. NEP-MAC: Macroeconomics (1) 2005-04-16
8. NEP-MST: Market Microstructure (1) 2007-05-26
9. NEP-RMG: Risk Management (2) 2005-04-16 2005-04-16 Author is listed
10. NEP-TRA: Transition Economics (5) 2005-04-16 2005-04-16 2005-04-16 2005-04-16 2005-10-04 Author is listed

This page was last updated on 2009-11-1.