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Information about:
Alexis Derviz

Personal Details | Affiliation | Works
This is information that was supplied by Alexis Derviz in registering through RePEc. If you are Alexis Derviz , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Alexis
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Last Name: Derviz
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RePEc Short-ID: pde319

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Affiliation

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Works

| Working papers | Articles | Chapters | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

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:

  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:

  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:

  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!]

Articles

  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:

  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:

  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)

Chapters

  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!]

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  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
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This page was last updated on 2008-9-25.

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