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Publications

by members of

Akademie věd České Republiky → Ústav teorie informace a automatizace (ÚTIA)

Academy of Sciences → Institute of Information Theory and Automation

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Books | Chapters |

Working papers

2026

  1. Tomas Fencl & Jan Babecky & Jaromir Baxa & Jan Bruha, 2026, "Household Heterogeneity and Monetary Policy Transmission in the Czech Economy," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2026/13, Jun, revised Jun 2026.
  2. Carlos Canon & Eddie Gerba & Jozef Barunik, 2026, "When David becomes Goliath: Repo dealer-driven bond mispricing," Papers, arXiv.org, number 2603.10690, Mar.
  3. Mykola Babiak & Jozef Barunik & Josef Kurka, 2026, "Skewness Dispersion and Stock Market Returns," Papers, arXiv.org, number 2604.07870, Apr.
  4. Abbassi, Maha & Aerts, Senne & AlAsadi, Lala & Basilico, Eleonora & De Dhaem, Pauline Bégasse & Bewaji, Oluwasegun & Biancotti, Claudia & Bindseil, Ulrich & Born, Alexandra & Brandi, Marco & Gallardo,, 2026, "Crypto-Asset Monitoring Expert Group (CAMEG) 2025 Conference - Book of abstracts," Occasional Paper Series, European Central Bank, number 382, Mar.
  5. Tomas Sestorad & Jan Vlcek & Karel Musil, 2026, "Monetary Policy and the Output Gap in DSGE Models for Small Open Economies: Insights from the Czech Republic," Working Papers, Czech National Bank, Research and Statistics Department, number 2026/03, Feb.
  6. Bastianin, Andrea & Casoli, Chiara & Kocenda, Evzen & Li, Xiao, 2026, "Extreme Connectedness among Energy Transition Metals and Commodity Markets," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 396404, Apr, DOI: 10.22004/ag.econ.396404.
  7. Stefan Durmeier & Evzen Kocenda, 2026, "Inflation Expectations in Japan during Unconventional Monetary Policy and Pandemic Periods," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2026/01, Jan, revised Jan 2026.

2025

  1. Tereza Vesela & Jaromir Baxa, 2025, "Inflation Expectation Disagreement and Monetary Policy Transmission in a Small Open Economy: Evidence from the Czech Republic," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2025/19, Oct, revised Oct 2025.
  2. Sona Siva & Jaromir Baxa, 2025, "War´s Ripple Effect: Regional Banking Dynamics in Times of Conflict - Insights from Ukraine," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2025/26, Nov, revised Nov 2025.
  3. Jozef Barunik & Lukas Janasek & Attila Sarkany, 2025, "Managing Portfolios Across the Return Distribution," Papers, arXiv.org, number 2510.19271, Oct, revised Jun 2026.
  4. Frantisek Brazdik & Karel Musil & Tomas Pokorny & Tomas Sestorad & Jaromir Tonner & Jan Zacek, 2025, "Upgrading the Czech National Bank's Core Forecasting Model g3+," Working Papers, Czech National Bank, Research and Statistics Department, number 2025/7, May.
  5. Peter Albrecht & Evžen Kočenda, 2025, "Event-Driven Changes in Volatility Connectedness in Global Forex Markets," CESifo Working Paper Series, CESifo, number 11606.
  6. Peter Albrecht & Evžen Kočenda, 2025, "Event-Driven Changes in Return Connectedness Among Cryptocurrencies," CESifo Working Paper Series, CESifo, number 11658.
  7. Evžen Kočenda & Ichiro Iwasaki, 2025, "Corporate Survival in Emerging European Markets: Impacts of the COVID-19 Pandemic and the Russo-Ukrainian War," CESifo Working Paper Series, CESifo, number 12005.
  8. Ichiro Iwasaki & Evžen Kočenda, 2025, "Corporate Crime in European Emerging Markets," CESifo Working Paper Series, CESifo, number 12132.
  9. Evžen Kočenda & Peter Albrecht & Daniel Pastorek, 2025, "Geopolitical Risk and Extreme Spillovers Among Oil-Based Energy Commodities," CESifo Working Paper Series, CESifo, number 12133.
  10. Kseniya Bortnikova & Josef Bajzik & Evzen Kocenda, 2025, "How Do Event Studies Capture Impact of Macroeconomic News in Forex Market? A meta-Analysis," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2025/01, Jan, revised Jan 2025.
  11. Milan Scasny & Evzen Kocenda & Samuel Fiifi Eshun & Princewill Okwoche, 2025, "Price and Output Elasticities of Industrial Energy Demand in New EU Member States," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2025/11, Jun, revised Jun 2026.
  12. Samuel Fiifi Eshun & Evzen Kocenda, 2025, "What Really Drives Financial Inclusion? Evidence from a Meta-Analysis of 3,817 Estimates," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2025/14, Aug, revised Aug 2025.

2024

  1. Jaromir Baxa & Tomas Sestorad, 2024, "Economic Policy Uncertainty in Europe: Spillovers and Common Shocks," Working Papers, Czech National Bank, Research and Statistics Department, number 2024/9, Aug.
  2. Jaromir Baxa & Tomas Sestorad, 2024, "How Different are the Alternative Economic Policy Uncertainty Indices? The Case of European Countries," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2024/3, Jan, revised Jan 2024.
  3. Brodeur, Abel & Mikola, Derek & Cook, Nikolai & Brailey, Thomas & Briggs, Ryan & de Gendre, Alexandra & Dupraz, Yannick & Fiala, Lenka & Gabani, Jacopo & Gauriot, Romain & Haddad, Joanne & Federice, A, 2024, "Mass Reproducibility and Replicability: A New Hope," I4R Discussion Paper Series, The Institute for Replication (I4R), number 107.
  4. Jozef Barunik & Lukas Vacha, 2024, "Predicting the volatility of major energy commodity prices: the dynamic persistence model," Papers, arXiv.org, number 2402.01354, Feb, revised Jul 2024.
  5. Jozef Barunik & Martin Hronec & Ondrej Tobek, 2024, "Forecasting stock return distributions around the globe with quantile neural networks," Papers, arXiv.org, number 2408.07497, Aug, revised Aug 2025.
  6. Jonathan Acosta-Smith & Jozef Barunik & Eddie Gerba & Petros Katsoulis, 2024, "Moderation or indulgence? Effects of bank distribution restrictions during stress," Bank of England Staff Working Paper series, Bank of England, number 1053, Nov.
  7. Attila Sarkany & Lukas Janasek & Jozef Barunik, 2024, "Quantile Preferences in Portfolio Choice: A Q-DRL Approach to Dynamic Diversification," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2024/21, May, revised May 2024.
  8. Natalie Dvorakova & Tomas Sestorad, 2024, "Origins of Post-COVID-19 Inflation in Central European Countries," Working Papers, Czech National Bank, Research and Statistics Department, number 2024/5, Sep.
  9. Evžen Kočenda & Michala Moravcová, 2024, "Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities," CESifo Working Paper Series, CESifo, number 10889.
  10. Evžen Kočenda & Daniel Bartušek, 2024, "Disentangling Timing Uncertainty of Event-Driven Connectedness among Oil-Based Energy Commodities," CESifo Working Paper Series, CESifo, number 11494.
  11. Samuel Fiifi Eshun & Evzen Kocenda, 2024, "Money Talks, Green Walks: Does Financial Inclusion Promote Green Sustainability in Africa?," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2024/23, May, revised May 2024.

2023

  1. Nino Buliskeria & Jaromir Baxa & Tomas Sestorad, 2023, "Uncertain Trends in Economic Policy Uncertainty," Working Papers, Czech National Bank, Research and Statistics Department, number 2023/16, Dec.
  2. Baxa, Jaromir & Buliskeria, Nino & Elminejad, Ali & Havranek, Tomas & Havrankova, Zuzana & Kundu, Suranjana, 2023, "A comment on Bauer, Lakdawala, Mueller: Market-Based Monetary Policy Uncertainty (2022)," I4R Discussion Paper Series, The Institute for Replication (I4R), number 77.
  3. Jozef Barunik & Lukas Vacha, 2023, "The Dynamic Persistence of Economic Shocks," Papers, arXiv.org, number 2306.01511, Jun, revised Jun 2025.
  4. Jozef Barunik & Mattia Bevilacqua & Michael Ellington, 2023, "Common Firm-level Investor Fears: Evidence from Equity Options," Papers, arXiv.org, number 2309.03968, Sep.
  5. Jozef Barunik & Lubos Hanus, 2023, "Learning the Probability Distributions of Day-Ahead Electricity Prices," Papers, arXiv.org, number 2310.02867, Oct, revised Jul 2025.
  6. Alexis Derviz, 2023, "Foreign Exchange Implications of CBDCs and Their Integration via Bridge Coins," Working Papers, Czech National Bank, Research and Statistics Department, number 2023/7, Jul.
  7. Julien Pinter & Evžen Kocenda & Evžen Kočenda, 2023, "Media Treatment of Monetary Policy Surprises and Their Impact on Firms’ and Consumers’ Expectations," CESifo Working Paper Series, CESifo, number 10413.
  8. Laure de Batz & Evžen Kočenda, 2023, "Financial Crime and Punishment: A Meta-Analysis," CESifo Working Paper Series, CESifo, number 10528.
  9. Matthew Greenwood-Nimmo & Evžen Kocenda & Viet Hoang Nguyen & Evžen Kočenda, 2023, "Does the Spillover Index Respond to Adverse Shocks? A Bootstrap-Based Probabilistic Analysis," CESifo Working Paper Series, CESifo, number 10668.
  10. Peter Albrecht & Evžen Kočenda, 2023, "Volatility Connectedness on the Central European Forex Markets," CESifo Working Paper Series, CESifo, number 10728.
  11. Ichiro Iwasaki & Evžen Kočenda, 2023, "Quest for the General Effect Size of Finance on Growth: A Large Meta-Analysis of Worldwide Studies," CESifo Working Paper Series, CESifo, number 10740.
  12. Evzen Kocenda & Shivendra Rai, 2023, "Drivers of Private Equity Activity across Europe: An East-West Comparison," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2023/14, May, revised May 2023.
  13. Evzen Kocenda & Samuel Fiifi Eshun, 2023, "Determinants of Financial Inclusion in Africa and OECD Countries," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2023/18, May, revised May 2023.
  14. Jan Sila & Evzen Kocenda & Ladislav Kristoufek & Jiri Kukacka, 2023, "Good vs. Bad Volatility in Major Cryptocurrencies: The Dichotomy and Drivers of Connectedness," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2023/24, Jul, revised Jul 2023.

2022

  1. Jaromir Baxa & Jan Zacek, 2022, "Monetary Policy and the Financial Cycle: International Evidence," Working Papers, Czech National Bank, Research and Statistics Department, number 2022/4, Apr.
  2. Josef Sveda & Jaromir Baxa & Adam Gersl, 2022, "Fiscal Consolidation under Market´s Scrutiny: How Do Fiscal Announcements Affect Bond Yields," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2022/11, Jun, revised Jun 2022.
  3. Jozef Barunik & Lubos Hanus, 2022, "Learning Probability Distributions in Macroeconomics and Finance," Papers, arXiv.org, number 2204.06848, Apr.
  4. Jozef Barunik & Matej Nevrla, 2022, "Common Idiosyncratic Quantile Factors and Asset Prices," Papers, arXiv.org, number 2208.14267, Aug, revised Mar 2026.
  5. Adam Kucera & Evzen Kocenda & Ales Marsal, 2022, "Yield Curve Dynamics and Fiscal Policy Shocks," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2022/04, Apr, revised Apr 2022.
  6. Eduard Baumohl & Evzen Kocenda, 2022, "How Firms Survive in European Emerging Markets: A Survey," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2022/16, Jul, revised Jul 2022.
  7. Sophio Togonidze & Evzen Kocenda, 2022, "Macroeconomic Implications of Oil-Price Shocks to Emerging Economies: A Markov Regime-Switching Approach," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2022/21, Sep, revised Sep 2022.
  8. Svatopluk Kapounek & Evzen Kocenda & Ludek Kouba, 2022, "Financial Impact of Trust and Institutional Quality around the World," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2022/28, Dec, revised Dec 2022.

2021

  1. Jozef Barunik & Mattia Bevilacqua & Robert Faff, 2021, "Dynamic industry uncertainty networks and the business cycle," Papers, arXiv.org, number 2101.06957, Jan, revised Mar 2021.
  2. Mykola Babiak & Jozef Barunik, 2021, "Volatility Shocks and Currency Returns," Papers, arXiv.org, number 2101.09738, Jan, revised Mar 2026.
  3. Jozef Barunik & Josef Kurka, 2021, "Risks of heterogeneously persistent higher moments," Papers, arXiv.org, number 2104.04264, Apr, revised Mar 2024.
  4. Mykola Babiak & Jozef Barunik, 2021, "Uncertainty Network Risk and Currency Returns," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp687, Feb.
  5. Jozef Barunik & Josef Kurka, 2021, "Frequency-Dependent Higher Moment Risks," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2021/11, Apr, revised Apr 2021.
  6. Svatopluk Kapounek & Evžen Kocenda & Zuzana Kucerová & Evžen Kočenda, 2021, "Selective Attention in Exchange Rate Forecasting," CESifo Working Paper Series, CESifo, number 8901.
  7. Ichiro Iwasaki & Evžen Kocenda & Yoshisada Shida & Evžen Kočenda, 2021, "Distressed Acquisitions: Evidence from European Emerging Markets," CESifo Working Paper Series, CESifo, number 9026.
  8. Václav Brož & Evžen Kocenda & Evžen Kočenda, 2021, "Mortgage-Related Bank Penalties and Systemic Risk among U.S. Banks," CESifo Working Paper Series, CESifo, number 9463.
  9. Evzen Kocenda & Ichiro Iwasaki, 2021, "Bank Survival Around the World: A Meta-Analytic Review," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2021/09, Apr, revised Apr 2021.

2020

  1. Nino Buliskeria & Jaromir Baxa, 2020, "Do Rural Banks Matter That Much? Burgess and Pande (AER, 2005) Reconsidered," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2020/16, May, revised May 2020.
  2. Jaromir Baxa & Michal Paulus, 2020, "Exchange Rate Misalignments, Growth, and Institutions," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2020/27, Aug, revised Aug 2020.
  3. Michal Paulus & Jaromir Baxa & Eva Michalikova, 2020, "Does Enforcement Of the Rules Against Foreign Bribery Discourage Exports? A Case of the OECD Anti-Bribery Convention," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2020/28, Aug, revised Aug 2020.
  4. Jozef Barunik & Michael Ellington, 2020, "Dynamic Network Risk," Papers, arXiv.org, number 2006.04639, Jun, revised Jul 2020.
  5. Jozef Barunik & Zdenek Drabek & Matej Nevrla, 2020, "Investment Disputes and Abnormal Volatility of Stocks," Papers, arXiv.org, number 2006.10505, Jun.
  6. Jozef Barunik & Michael Ellington, 2020, "Persistence in Financial Connectedness and Systemic Risk," Papers, arXiv.org, number 2007.07842, Jul, revised Nov 2023.
  7. Mykola Babiak & Jozef Barunik, 2020, "Deep Learning, Predictability, and Optimal Portfolio Returns," Papers, arXiv.org, number 2009.03394, Sep, revised Feb 2026.
  8. Alexis Derviz, 2020, "Sovereign Capital, External Balance, and the Investment-Based Balassa-Samuelson Effect in a Global Dynamic Equilibrium," Working Papers, Czech National Bank, Research and Statistics Department, number 2020/4, Nov.
  9. Frantisek Brazdik & Tibor Hledik & Zuzana Humplova & Iva Martonosi & Karel Musil & Jakub Rysanek & Tomas Sestorad & Jaromir Tonner & Stanislav Tvrz & Jan Zacek, 2020, "The g3+ Model: An Upgrade of the Czech National Bank's Core Forecasting Framework," Working Papers, Czech National Bank, Research and Statistics Department, number 2020/7, Dec.
  10. Ichiro Iwasaki & Evžen Kocenda & Yoshisada Shida & Evžen Kočenda, 2020, "Institutions, Financial Development, and Small Business Survival: Evidence from European Emerging Markets," CESifo Working Paper Series, CESifo, number 8641.
  11. Evzen Kocenda & Karen Poghosyan, 2020, "Nowcasting Real GDP Growth: Comparison between Old and New EU Countries," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2020/5, Feb, revised Feb 2020.
  12. Shahriyar Aliyev & Evzen Kocenda, 2020, "ECB Monetary Policy and Commodity Prices," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2020/8, Apr, revised Apr 2020.
  13. Sophio Togonidze & Evzen Kocenda, 2020, "Macroeconomic Responses of Emerging Market Economies to Oil Price Shocks: Analysis by Region and Resource Profile," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2020/35, Sep, revised Sep 2020.
  14. Jan Hanousek & Evzen Kocenda & Pavla Vozarova, 2020, "Impact of Multinational Enterprises on Competition, Productivity and Trade Spillovers across European Firms," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1028, Apr.

2019

  1. Jaromir Baxa & Tomas Sestorad, 2019, "The Czech Exchange Rate Floor: Depreciation without Inflation?," Working Papers, Czech National Bank, Research and Statistics Department, number 2019/1, Feb.
  2. Jaromir Baxa & Pavel Jancovic, 2019, "Czech BEERs with PEERs: Tackling the Uncertainty," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2019/30, Oct, revised Oct 2019.
  3. Jozef Barunik & Pavel Fiser, 2019, "Co-jumping of Treasury Yield Curve Rates," Papers, arXiv.org, number 1905.01541, May.
  4. Jozef Barunik & Cathy Yi-Hsuan Chen & Jan Vecer, 2019, "Sentiment-Driven Stochastic Volatility Model: A High-Frequency Textual Tool for Economists," Papers, arXiv.org, number 1906.00059, May.
  5. Jozef Baruník & Matěj Nevrla, 2019, "Tail Risks, Asset Prices, and Investment Horizons," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2019/10, May, revised May 2019.
  6. Alexis Derviz, 2019, "Coexistence of Physical and Crypto Assets in a Stochastic Endogenous Growth Model," Working Papers, Czech National Bank, Research and Statistics Department, number 2019/7, Dec.
  7. Matthew Greenwood-Nimmo & Evžen KoÄ enda & Viet Hoang Nguyen, 2019, "Does the Spillover Index Reflect Systemic Shocks? A Bootstrap-Based Probabilistic Analysis," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2019n17, Nov.

2018

  1. Jozef Barun'ik & Evv{z}en Kov{c}enda, 2018, "Total, asymmetric and frequency connectedness between oil and forex markets," Papers, arXiv.org, number 1805.03980, May, revised Feb 2019.
  2. Jozef Barun'ik & Matv{e}j Nevrla, 2018, "Quantile Spectral Beta: A Tale of Tail Risks, Investment Horizons, and Asset Prices," Papers, arXiv.org, number 1806.06148, Jun, revised Dec 2021.
  3. Frantiv{s}ek v{C}ech & Jozef Barun'ik, 2018, "Panel quantile regressions for estimating and predicting the Value--at--Risk of commodities," Papers, arXiv.org, number 1807.11823, Jul.
  4. Jozef Barunik & Mattia Bevilacqua & Radu Tunaru, 2018, "Asymmetric Network Connectedness of Fears," Papers, arXiv.org, number 1810.12022, Oct, revised Oct 2020.
  5. Barbora Malinska, 2018, "Volatility Term Structure Modeling Using Nelson-Siegel Model," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2018/17, Aug, revised Aug 2018.
  6. Lubos Hanus & Lukas Vacha, 2018, "Time-Frequency Response Analysis of Monetary Policy Transmission," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2018/30, Oct, revised Oct 2018.
  7. Evžen Kocenda & Michala Moravcová & Evžen Kočenda, 2018, "Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis," CESifo Working Paper Series, CESifo, number 7239.
  8. Baumöhl, Eduard & Iwasaki, Ichiro & Kočenda, Evžen, 2018, "Institutions and Determinants of Firm Survival in European Emerging Markets," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2018-1, Apr.
  9. Iwasaki, Ichiro & Kočenda, Evžen, 2018, "Survival of Service Firms in European Emerging Economies," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2018-7, Aug.
  10. Kočenda, Evžen & Iwasaki, Ichiro, 2018, "Bank Survival in European Emerging Markets," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number 675, Aug.

2017

  1. Frantisek Cech & Jozef Barunik, 2017, "Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns," Papers, arXiv.org, number 1708.08622, Aug.
  2. Stanislav Anatolyev & Jozef Barunik, 2017, "Forecasting dynamic return distributions based on ordered binary choice," Papers, arXiv.org, number 1711.05681, Nov, revised Jan 2019.
  3. Jozef Barunik & Lucie Kraicova, 2017, "Common Cycles in Volatility and Cross Section of Stock Returns," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2017/19, Aug, revised Aug 2017.
  4. Evzen Kocenda & Karen Poghosyan, 2017, "Export sophistication: A dynamic panel data approach," Working Papers, Central Bank of Armenia, number 8, Nov.
  5. Jan Hanousek & Evzen Kocenda & Pavla Vozarova, 2017, "Productivity and Trade Spillovers: Horizontal Crowding-Out Versus Vertical Synergies in Europe as a Response to Foreign Direct Investment," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp601, Aug.
  6. Evžen Kocenda & Balázs Varga & Evžen Kočenda, 2017, "The Impact of Monetary Strategies on Inflation Persistence," CESifo Working Paper Series, CESifo, number 6306.
  7. Jan Bruha & Evžen Kocenda & Evžen Kočenda, 2017, "Financial Stability in Europe: Banking and Sovereign Risk," CESifo Working Paper Series, CESifo, number 6453.
  8. Eduard Baumöhl & Evžen Kocenda & Stefan Lyócsa & Tomás Vyrost & Evžen Kočenda, 2017, "Networks of Volatility Spillovers among Stock Markets," CESifo Working Paper Series, CESifo, number 6476.
  9. Vaclav Broz & Evzen Kocenda, 2017, "Dynamics and Factors of Inflation Convergence in the European Union," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2017/24, Nov, revised Nov 2017.
  10. Evzen Kocenda & Michala Moravcova, 2017, "Exchange Rate Co-movements, Hedging and Volatility Spillovers in New EU Forex Markets," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2017/27, Nov, revised Nov 2017.
  11. Iwasaki, Ichiro & Kočenda, Evžen, 2017, "Are some owners better than others in Czech privatized firms? Even meta-analysis can't make us perfectly sure," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2017-2, Jun.
  12. Baumöhl, Eduard & Iwasaki, Ichiro & Kočenda, Evžen, 2017, "Firm Survival in New EU Member States," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2017-5, Oct.
  13. Evžen Kočenda, 2017, "Survey of volatility and spillovers on financial markets," Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Leibniz Institute for East and Southeast European Studies), number 363, Feb.
  14. Matej Nevrla, 2017, "Systemic Risk in the European Financial and Energy Sector: Dynamic Factor Copula Approach," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2017/11, May, revised May 2017.

2016

  1. Jozef Barunik & Lukas Vacha, 2016, "Do co-jumps impact correlations in currency markets?," Papers, arXiv.org, number 1602.05489, Feb, revised Oct 2017.
  2. Tomas Krehlik & Jozef Barunik, 2016, "Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets," Papers, arXiv.org, number 1603.07020, Mar, revised Jan 2017.
  3. Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2016, "Asymmetric volatility connectedness on forex markets," Papers, arXiv.org, number 1607.08214, Jul.
  4. Jiri Kukacka & Jozef Barunik, 2016, "Simulated ML Estimation of Financial Agent-Based Models," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2016/07, Mar, revised Mar 2016.
  5. Barunik, Jozef & Krehlik, Tomas, 2016, "Measuring the frequency dynamics of financial and macroeconomic connectedness," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 54.
  6. Kukacka, Jiri & Barunik, Jozef, 2016, "Estimation of financial agent-based models with simulated maximum likelihood," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 63.
  7. Alexis Derviz, 2016, "Credit Constraints and Creditless Recoveries: An Unsteady State Approach," Working Papers, Czech National Bank, Research and Statistics Department, number 2016/10, Dec.
  8. Cabrillac, Bruno & Al-Haschimi, Alexander & Babecká Kucharčuková, Oxana & Borin, Alessandro & Bussière, Matthieu & Cezar, Raphael & Derviz, Alexis & Dimitropoulou, Dimitra & Ferrara, Laurent & Gächter, 2016, "Understanding the weakness in global trade - What is the new normal?," Occasional Paper Series, European Central Bank, number 178, Sep.
  9. Jan Hanousek & Evzen Kocenda, 2016, "FDI and Ownership in Czech Firms: Pre- and Post-crisis Efficiency," KIER Working Papers, Kyoto University, Institute of Economic Research, number 942, May.
  10. Petr Jansky & Tomas Krehlik & Jiri Skuhrovec, 2016, "Do EU Funds Crowd Out Other Public Expenditures? Evidence on the Additionality Principle from the Detailed Czech Municipalities’ Data," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2016/18, Sep, revised Sep 2016.

2015

  1. Jozef Barunik & Barbora Malinska, 2015, "Forecasting the term structure of crude oil futures prices with neural networks," Papers, arXiv.org, number 1504.04819, Apr.
  2. Jozef Barunik & Tomas Krehlik, 2015, "Measuring the frequency dynamics of financial connectedness and systemic risk," Papers, arXiv.org, number 1507.01729, Jul, revised Dec 2017.
  3. Jozef Barun'ik & Tobias Kley, 2015, "Quantile Coherency: A General Measure for Dependence between Cyclical Economic Variables," Papers, arXiv.org, number 1510.06946, Oct, revised Dec 2018.
  4. Jozef Baruník & Evžen Kocenda & Lukáš Vácha & Evžen Kočenda, 2015, "Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility Spillover," CESifo Working Paper Series, CESifo, number 5305.
  5. Jozef Baruník & Evžen Kocenda & Lukáš Vácha & Evžen Kočenda, 2015, "Gold, Oil, and Stocks: Dynamic Correlations," CESifo Working Paper Series, CESifo, number 5333.
  6. Barunik, Jozef & Barunikova, Michaela, 2015, "Revisiting the long memory dynamics of implied-realized volatility relation: A new evidence from wavelet band spectrum regression," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 43.
  7. Hanus, Lubos & Vacha, Lukas, 2015, "Business cycle synchronization of the Visegrad Four and the European Union," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 42.
  8. Lubos Hanus & Lukas Vacha, 2015, "Business cycle synchronization within the European Union: A wavelet cohesion approach," Papers, arXiv.org, number 1506.03106, Jun, revised Feb 2016.
  9. Hanousek, Jan & KoÄ enda, Evžen & Shamshur, Anastasiya, 2015, "Corporate Efficiency in Europe," CEPR Discussion Papers, Centre for Economic Policy Research, number 10500, Mar.
  10. Frensch, Richard & Hanousek, Jan & KoÄ enda, Evžen, 2015, "Trade in parts and components across Europe," CEPR Discussion Papers, Centre for Economic Policy Research, number 10932, Nov.
  11. Filip Smolik & Lukas Vacha, 2015, "Time-scale analysis of co-movement in EU sovereign bond markets," Papers, arXiv.org, number 1506.03347, Jun, revised Mar 2016.
  12. Smolik, Filip & Vacha, Lukas, 2015, "Time-scale analysis of sovereign bonds market co-movement in the EU," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 44.

2014

  1. Jaromír Baxa & Tomáš Olesnanik, 2014, "Current Accounts in the Eurozone Countries: The Role of Euro, Fiscal Policies and Financial Developments," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2014/27, Sep, revised Sep 2014.
  2. Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2014, "How does bad and good volatility spill over across petroleum markets?," Papers, arXiv.org, number 1405.2445, May.
  3. Jozef Baruník & Frantisek Cech, 2014, "On the modelling and forecasting multivariate realized volatility: Generalized Heterogeneous Autoregressive (GHAR) model," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2014/23, Aug, revised Aug 2014.
  4. Jozef Barunik & Tomáš Krehlik, 2014, "Coupling high-frequency data with nonlinear models in multiple-step-ahead forecasting of energy markets' volatility," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2014/30, Sep, revised Sep 2014.
  5. Jozef Baruník & Lucie Kraicová, 2014, "Estimation of Long Memory in Volatility Using Wavelets," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2014/33, Sep, revised Sep 2014.
  6. Laurent Clerc & A. Derviz & C. Mendicino & S. Moyen & K. Nikolov & L. Stracca & J. Suarez & A. P. Vardoulakis, 2014, "Capital Regulation in a Macroeconomic Model with Three Layers of Default," Working papers, Banque de France, number 533.

2013

  1. Jaromir Baxa & Miroslav Plasil & Borek Vasicek, 2013, "Inflation and the Steeplechase Between Economic Activity Variables," Working Papers, Czech National Bank, Research and Statistics Department, number 2013/15, Dec.
  2. Jozef Barunik & Jiri Kukacka, 2013, "Realizing stock market crashes: stochastic cusp catastrophe model of returns under the time-varying volatility," Papers, arXiv.org, number 1302.7036, Feb, revised May 2013.
  3. Krenar Avdulaj & Jozef Barunik, 2013, "Are benefits from oil - stocks diversification gone? New evidence from a dynamic copula and high frequency data," Papers, arXiv.org, number 1307.5981, Jul, revised Feb 2015.
  4. Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2013, "Gold, Oil, and Stocks," Papers, arXiv.org, number 1308.0210, Aug, revised Mar 2014.
    • Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2014, "Gold, Oil, and Stocks," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 14.
  5. Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2013, "Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market?," Papers, arXiv.org, number 1308.1221, Aug, revised Jul 2014.
  6. Filip Zikes & Jozef Barunik, 2013, "Semiparametric Conditional Quantile Models for Financial Returns and Realized Volatility," Papers, arXiv.org, number 1308.4276, Aug.
  7. Krenar Avdulaj & Jozef Barunik, 2013, "Can we still benefit from international diversification? The case of the Czech and German stock markets," Papers, arXiv.org, number 1308.6120, Aug, revised Sep 2013.
  8. Jozef Barunik & Lukas Vacha, 2013, "Contagion among Central and Eastern European stock markets during the financial crisis," Papers, arXiv.org, number 1309.0491, Sep, revised Sep 2013.
  9. Alexis Derviz, 2013, "Collateral Composition, Diversification Risk, and Systemically Important Merchant Banks," Working Papers, Czech National Bank, Research and Statistics Department, number 2013/11, Dec.
  10. Derviz, Alexis, 2013, "Bubbles, bank credit and macroprudential policies," Working Paper Series, European Central Bank, number 1551, Jun.
  11. Balazs Egert & Evžen Kocenda & Evžen Kočenda, 2013, "The Impact of Macro News and Central Bank Communication on Emerging European Forex Markets," CESifo Working Paper Series, CESifo, number 4288.
  12. Evžen Kočenda & Mathilde Maurel & Gunther Schnabl, 2013, "Short- and Long-term Growth Effects of Exchange Rate Adjustment," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00971618, DOI: 10.1111/roie.12025.
  13. Jan Hanousek & Evžen Kočenda, 2013, "Factors of trade in Europe," Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Leibniz Institute for East and Southeast European Studies), number 333, Aug.
  14. Richard Frensch & Jan Hanousek & Ev??en Ko??enda, 2013, "Incomplete Specialization and Trade in Parts and Components," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1044, Mar.
  15. Jan Novotn?? & Jan Hanousek & Ev??en Ko??enda, 2013, "Price Jump Indicators: Stock Market Empirics During the Crisis," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1050, Jun.
  16. Jan Hanousek & Ev??en Ko??enda & Jan Novotn??, 2013, "Price Jumps on European Stock Markets," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1059, Sep.

2012

  1. Jaromir Baxa & Miroslav Plasil & Borek Vasicek, 2012, "Changes in Inflation Dynamics under Inflation Targeting? Evidence from Central European Countries," Working Papers, Czech National Bank, Research and Statistics Department, number 2012/04, May.
  2. Jozef Barunik & Tomaso Aste & Tiziana Di Matteo & Ruipeng Liu, 2012, "Understanding the source of multifractality in financial markets," Papers, arXiv.org, number 1201.1535, Jan, revised Jan 2012.
  3. Lukas Vacha & Jozef Barunik, 2012, "Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis," Papers, arXiv.org, number 1201.4776, Jan.
  4. Jozef Barunik & Lukas Vacha, 2012, "Monte Carlo-based tail exponent estimator," Papers, arXiv.org, number 1201.4781, Jan.
  5. Jozef Barunik & Ladislav Kristoufek, 2012, "On Hurst exponent estimation under heavy-tailed distributions," Papers, arXiv.org, number 1201.4786, Jan.
  6. Jozef Barunik & Lukas Vacha, 2012, "Realized wavelet-based estimation of integrated variance and jumps in the presence of noise," Papers, arXiv.org, number 1202.1854, Feb, revised Feb 2013.
  7. Jozef Barunik & Tomas Krehlik & Lukas Vacha, 2012, "Modeling and forecasting exchange rate volatility in time-frequency domain," Papers, arXiv.org, number 1204.1452, Apr, revised Feb 2015.
  8. Jiri Kukacka & Jozef Barunik, 2012, "Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment," Papers, arXiv.org, number 1205.3763, May, revised May 2013.
  9. Filip Zikes & Jozef Barunik & Nikhil Shenai, 2012, "Modeling and Forecasting Persistent Financial Durations," Papers, arXiv.org, number 1208.3087, Aug, revised Apr 2013.
  10. Jozef Barunik & Michaela Barunikova, 2012, "Revisiting the fractional cointegrating dynamics of implied-realized volatility relation with wavelet band spectrum regression," Papers, arXiv.org, number 1208.4831, Aug, revised Feb 2013.
  11. Alexis Derviz & Jakub Seidler, 2012, "Coordination Incentives in Cross-Border Macroprudential Regulation," Working Papers, Czech National Bank, Research and Statistics Department, number 2012/08, Sep.
  12. Kristýna Ivanková, 2012, "A Relative Efficiency Measure Based on Stock Market Index Data," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2012/13, Jun, revised Jun 2012.
  13. Jan Hanousek & Evzen Kocenda & Michal Masika, 2012, "Firm Efficiency: Domestic Owners, Coalitions, and FDI," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp456, Apr.
  14. Richard Frensch & Jan Hanousek & Evžen Kocenda & Evžen Kočenda, 2012, "Incomplete Specialization and Offshoring across Europe," CESifo Working Paper Series, CESifo, number 3809.
  15. Evžen Kocenda & Mathilde Maurel & Gunther Schnabl & Evžen Kočenda, 2012, "Short-Term and Long-Term Growth Effects of Exchange Rate Adjustment," CESifo Working Paper Series, CESifo, number 4018.
  16. Ainura Uzagalieva & Evžen Kočenda & Antonio Menezes, 2012, "Technological Innovation in New European Union Markets," Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Leibniz Institute for East and Southeast European Studies), number 312, Mar.
  17. Richard Frensch & Jan Hanousek & Evžen Kočenda, 2012, "Specialization, gravity, and European trade in final goods," Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Leibniz Institute for East and Southeast European Studies), number 320, Sep.
  18. Lukas Vacha & Karel Janda & Ladislav Kristoufek & David Zilberman, 2012, "Time-Frequency Dynamics of Biofuels-Fuels-Food System," Papers, arXiv.org, number 1209.0900, Sep.

2011

  1. Jaromir Baxa & Roman Horvath & Borek Vasicek, 2011, "Time-Varying Monetary-Policy Rules and Financial Stress: Does Financial Instability Matter for Monetary Policy?," Working Papers, Czech National Bank, Research and Statistics Department, number 2011/03, Jul.
  2. Afonso, António & Slavík, Michal & Baxa, Jaromír, 2011, "Fiscal developments and financial stress: a threshold VAR analysis," Working Paper Series, European Central Bank, number 1319, Apr.
  3. Michal Franta & Jozef Barunik & Roman Horvath & Katerina Smidkova, 2011, "Are Bayesian Fan Charts Useful for Central Banks? Uncertainty, Forecasting, and Financial Stability Stress Tests," Working Papers, Czech National Bank, Research and Statistics Department, number 2011/10, Nov.
  4. Jozef Barunik & Lukas Vacha & Ladislav Krištoufek, 2011, "Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2011/22, Jun, revised Jun 2011.
  5. Alexis Derviz, 2011, "Financial Frictions, Bubbles, and Macroprudential Policies," Working Papers, Czech National Bank, Research and Statistics Department, number 2011/04, Sep.
  6. Jan Hanousek & Evzen Kocenda & Jan Novotny, 2011, "The Identification of Price Jumps," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp434, Mar.
  7. Evžen Kocenda & Jan Hanousek & Evžen Kočenda, 2011, "Divide and Privatize: Firm Break-up and Performance," CESifo Working Paper Series, CESifo, number 3465.
  8. Jan Hanousek & Evžen Kočenda & Mathilde Maurel, 2011, "Direct and Indirect Effects of FDI in Emerging European markets: A Survey and Meta-analysis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00627659, DOI: 10.1016/j.ecosys.2010.11.006.

2010

  1. Jaromir Baxa & Roman Horvath & Borek Vasicek, 2010, "How Does Monetary Policy Change? Evidence on Inflation Targeting Countries," Working Papers, Czech National Bank, Research and Statistics Department, number 2010/02, Nov.
  2. Jozef Barunik & Lukas Vacha & Miloslav Vosvrda, 2010, "Tail Behavior of the Central European Stock Markets during the Financial Crisis," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2010/04, Mar, revised Mar 2010.
  3. Kristýna Ivanková, 2010, "Isobars and the Efficient Market Hypothesis," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2010/21, Sep, revised Sep 2010.
  4. Ainura Uzagalieva & Evžen Kocenda & Antonio Menezes & Evžen Kočenda, 2010, "Technological Imitation and Innovation in New European Union Markets," CESifo Working Paper Series, CESifo, number 3039.
  5. Vít Bubák & Evžen Kocenda & Filip Zikes & Evžen Kočenda, 2010, "Volatility Transmission in Emerging European Foreign Exchange Markets," CESifo Working Paper Series, CESifo, number 3063.
  6. Jan HANOUSEK & Evžen KOČENDA, 2010, "Public investment and fiscal performance in new EU member states," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2010-007, Mar.
  7. Jan HANOUSEK & Evžen KOČENDA, 2010, "Public investment and fiscal performance in new EU member states," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2010-07, Mar.

2009

  1. Jozef Barunik & Lukas Vacha, 2009, "Wavelet Analysis of Central European Stock Market Behaviour During the Crisis," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2009/23, Oct, revised Oct 2009.
  2. Alexis Derviz & Marie Rakova, 2009, "Funding Costs and Loan Pricing by Multinational Bank Affiliates," Working Papers, Czech National Bank, Research and Statistics Department, number 2009/9, Dec.
  3. Jan Hanousek & Evzen Kocenda, 2009, "Intraday Price Discovery in Emerging European Stock Markets," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp382, Feb.
  4. Evžen Kocenda & Jan Hanousek & Evžen Kočenda, 2009, "State Ownership and Control in the Czech Republic," CESifo Working Paper Series, CESifo, number 2801.
  5. Evžen Kocenda & Martin Vojtek & Evžen Kočenda, 2009, "Default Predictors and Credit Scoring Models for Retail Banking," CESifo Working Paper Series, CESifo, number 2862.
  6. Jan HANOUSEK & Evžen KOČENDA, 2009, "Public investment and growth in New EU member states: an overview," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2009-23, Oct.
  7. Estrin, Saul & Hanousek, Jan & Kocenda, Evzen & Svejnar, Jan, 2009, "Effects of privatization and ownership in transition economies," Policy Research Working Paper Series, The World Bank, number 4811, Jan.

2008

  1. Jan Hanousek & Evzen Kocenda & Ali M. Kutan, 2008, "The Reaction of Asset Prices to Macroeconomic Announcements in New EU Markets: Evidence from Intraday Data," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp349, Mar.

2007

  1. Alexis Derviz, 2007, "Modeling Electronic FX Brokerage as a Fast Order-Driven Marketunder Heterogeneous Private Values and Information," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2007/16, May, revised May 2007.
  2. Vahagn Grigoryan & Arpine Dallakyan, 2007, "Equilibrium Real Exchange Rate Model of Armenia," Working Papers, Central Bank of Armenia, number 1.
  3. Bal??zs ??gert & Ev??en Kocenda, 2007, "Time-Varying Comovements in Developed and Emerging European Stock Markets: Evidence from Intraday Data," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp861, Mar.
  4. Tigran Poghosyan & Evzen Kocenda, 2007, "Macroeconomic Sources of Foreign Exchange Risk in New EU Members," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp898, Nov.

2006

  1. Alexis Derviz & Jiri Podpiera, 2006, "Cross-Border Lending Contagion in Multinational Banks," Working Papers, Czech National Bank, Research and Statistics Department, number 2006/9, Dec.
  2. Tigran Poghosyan & Evzen Kocenda, 2006, "Foreign Exchange Risk Premium Determinants: Case of Armenia," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp297, May.
  3. Lukáš Vácha & Miloslav Vošvrda, 2006, "Wavelet Applications to Heterogeneous Agents Model," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2006/21, Apr, revised Apr 2006.

2005

  1. Alexis Derviz, 2005, "Cross-border Risk Transmission by a Multinational Bank," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 85, revised 2005.
  2. Evzen Kocenda & Ali M. Kutan & M. Taner Yigit, 2005, "Pilgrims to Eurozone: How Far, How Fast," Working Papers, Department of Economics, Bilkent University, number 0501.
  3. Jan Hanousek & Evzen Kocenda, 2005, "Learning by Bidding: Evidence from a Large-Scale Natural Experiment," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp247, Jan.
  4. Jan Hanousek & Evzen Kocenda & Jan Svejnar, 2005, "Origin and Concentration: Corporate Ownership, Control and Performance," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp259, May.
  5. Balazs Egert & Evzen Kocenda, 2005, "Contagion Across and Integration of Central and Eastern European Stock Markets: Evidence from Intraday Data," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp798, Nov.
  6. Lukáš Vácha & Miloslav Vošvrda, 2005, "Heterogeneous Agents Model with the Worst Out Algorithm," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 91, revised 2005.

2004

  1. Alexis Derviz & Jiri Podpiera, 2004, "Predicting Bank CAMELS and S&P Ratings: The Case of the Czech Republic," Working Papers, Czech National Bank, Research and Statistics Department, number 2004/01, Jan.
  2. Derviz, Alexis, 2004, "Exchange rate risks and asset prices in a small open economy," Working Paper Series, European Central Bank, number 314, Mar.
  3. Evzen Kocenda & Lubos Briatka, 2004, "Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp235, Sep.
  4. Jan Hanousek & Evzen Kocenda & Jan Svejnar, 2004, "Spinoffs, Privatization and Corporate Performance in Emerging Markets," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2004-685, May.
  5. Dirk Engelmann & Jan Hanousek & Ev??en Kocenda, 2004, "Instability in Exchange Rates of the World Leading Currencies: Implications of a Spatial Competition Model among Central Banks," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2004-686, Jun.

2003

  1. Alexis Derviz, 2003, "Components of the Czech Koruna Risk Premium in a Multiple-Dealer FX Market," Working Papers, Czech National Bank, Research and Statistics Department, number 2003/04, Jun.
  2. Alexis Derviz, 2003, "FOREX Microstructure, Invisible Price Determinants,and the Central Bank's Understanding of Exchange Rate Formation," Working Papers, Czech National Bank, Research and Statistics Department, number 2003/06, Jun.
  3. Alexis Derviz & Narcisa Kadlcakova & Lucie Kobzova, 2003, "Credit Risk, Systemic Uncertainties and Economic Capital Requirements for an Artificial Bank Loan Portfolio," Working Papers, Czech National Bank, Research and Statistics Department, number 2003/09, Dec.
  4. Evzen Kocenda & Jan Svejnar, 2003, "Ownership and Firm Performance after Large-Scale Privatization," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp209, May.
  5. Juraj Valachy & Ev??en Ko?enda, 2003, "Exchange Rate Regimes and Volatility: Comparison of the Snake and Visegrad," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2003-622, Oct.

2001

  1. Alexis Derviz & Narcisa Kadlcakova, 2001, "Methodological Problems of Quantitative Credit Risk Modeling in the Czech Economy," Archive of Monetary Policy Division Working Papers, Czech National Bank, number 2001/39, Nov.
  2. Lubomir Lizal & Evzen Kocenda, 2001, "The Paradox of Czech Crusaders: Will They Ever Learn the Corruption Lesson? (Corruption and Anticorruption in the Czech Republic)," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp171, Apr.
  3. Evzen Kocenda, 2001, "Development of Ownership Structure and its Effect on Performance: Czech Firms from Mass Privatization," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp188, Nov.
  4. Evzen Kocenda & Juraj Valachy, 2001, "Secondary Privatization in the Czech Republic: Changes in Ownership and Enterprise Performance in Voucher-Privatized Firms," CASE Network Reports, CASE-Center for Social and Economic Research, number 0045.
  5. Evzen Kocenda, 2001, "Disparities of Exchange Rates in CEE Countries," International Finance, University Library of Munich, Germany, number 0012004, Feb.

2000

  1. Alexis Derviz, 2000, "Monetary Transmission and Asset-Liability Management by Financial Institutions in Transitional Economies - Implications for Czech Monetary Policy," Archive of Monetary Policy Division Working Papers, Czech National Bank, number 2000/22, Nov.

1999

  1. Alexis Derviz, 1999, "Generalized Asset Return Parity and the Exchange Rate in a Finnancially open Economy," Archive of Monetary Policy Division Working Papers, Czech National Bank, number 1999/12, Oct.
  2. Evzen Kocenda, 1999, "Detecting Structural Breaks: Exchange Rates in Transition Economies," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp149, Jun.
  3. Kocenda, Evzen, 1999, "Limited Macroeconomic Convergence in Transition Countries," CEPR Discussion Papers, Centre for Economic Policy Research, number 2285, Nov.
  4. Kocenda, Evzen, 1999, "Residual State Property in the Czech Republic," MPRA Paper, University Library of Munich, Germany, number 70511.

1998

  1. Kocenda, Evzen, 1998, "Exchange rate in transition," MPRA Paper, University Library of Munich, Germany, number 32030.
  2. Evzen Kocenda, 1998, "Accession and Real Exchange Movements: A Comparison," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 182, Jun.

1997

  1. Evzen Kocenda, 1997, "The Czech Crown's Volatility Under Modified Exchange Regimes," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 29, Mar.
  2. Jan Hanousek & Evzen Kocenda, 1997, "Czech Money Market: Emerging Links Among Interest Rates," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 95, Nov.

1996

  1. Kocenda, Evzen & Papell, David, 1996, "Inflation Convergence Within the European Union: A Panel Data Analysis," MPRA Paper, University Library of Munich, Germany, number 70509, Sep.
  2. Kocenda, Evzen, 1996, "An Alternative to the BDS Test: Integration Across the Correlation Integral," MPRA Paper, University Library of Munich, Germany, number 70510, Sep.

1995

  1. Kocenda, Evzen, 1995, "Volatility of a Seemingly Fixed Exchange Rate," MPRA Paper, University Library of Munich, Germany, number 70506.

Journal articles

2026

  1. Babiak, Mykola & Baruník, Jozef, 2026, "Deep learning, predictability, and optimal portfolio returns," Journal of Empirical Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.jempfin.2026.101705.
  2. Šestořád, Tomáš & Dvořáková, Natálie, 2026, "Origins of post-COVID-19 inflation in Central European countries," Economic Systems, Elsevier, volume 50, issue 1, DOI: 10.1016/j.ecosys.2025.101335.
  3. Peter Albrecht & Evžen Kočenda, 2026, "Event-driven changes in return connectedness among cryptocurrencies," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-37, December, DOI: 10.1186/s40854-025-00808-6.

2025

  1. Baxa, Jaromír & Šestořád, Tomáš, 2025, "Common and country-specific uncertainty shocks in europe: Why their nature matters for policy," Economic Modelling, Elsevier, volume 150, issue C, DOI: 10.1016/j.econmod.2025.107110.
  2. Hanus, Luboš & Baruník, Jozef, 2025, "Learning the probability distributions of day-ahead electricity prices," Energy Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.eneco.2025.108988.
  3. Jozef Baruník & Luboš Hanus, 2025, "Taming Data‐Driven Probability Distributions," Journal of Forecasting, John Wiley & Sons, Ltd., volume 44, issue 2, pages 676-691, March, DOI: 10.1002/for.3208.
  4. Evžen Kočenda & Daniel Bartušek, 2025, "Disentangling Timing Uncertainty of Event‐Driven Connectedness Among Oil‐Based Energy Commodities," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, volume 58, issue 2, pages 65-90, June, DOI: 10.1111/1467-8462.12583.
  5. Kučera, Adam & Kočenda, Evžen & Maršál, Aleš, 2025, "Yield curve dynamics and fiscal policy shocks," Journal of Economic Dynamics and Control, Elsevier, volume 178, issue C, DOI: 10.1016/j.jedc.2025.105144.
  6. Kočenda, Evžen & Iwasaki, Ichiro, 2025, "Corporate survival in emerging european markets: Impacts of the COVID-19 pandemic and the Russo-Ukrainian war," Economic Systems, Elsevier, volume 49, issue 4, DOI: 10.1016/j.ecosys.2025.101332.
  7. Kočenda, Evžen & Albrecht, Peter & Pastorek, Daniel, 2025, "Geopolitical risk and extreme spillovers among oil-based energy commodities," Energy Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.eneco.2025.108977.
  8. Eshun, Samuel Fiifi & Kočenda, Evžen, 2025, "Money talks, green walks: Does financial inclusion promote green sustainability in Africa?," Global Finance Journal, Elsevier, volume 64, issue C, DOI: 10.1016/j.gfj.2024.101070.
  9. Albrecht, Peter & Kočenda, Evžen, 2025, "Event-driven changes in volatility connectedness in global forex markets," Journal of Multinational Financial Management, Elsevier, volume 77, issue C, DOI: 10.1016/j.mulfin.2024.100896.
  10. Albrecht, Peter & Kočenda, Evžen & de Oliveira, Alexandre Silva & Ceretta, Paulo Sergio & Drábek, Michal, 2025, "Event-driven changes in connectedness among commodities and commodity currencies: A quantile, network and probabilistic analysis," Research in International Business and Finance, Elsevier, volume 75, issue C, DOI: 10.1016/j.ribaf.2025.102781.
  11. Julien Pinter & Evžen Kočenda, 2025, "Media Treatment of Monetary Policy Surprises and Their Impact on Firms' and Consumers' Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, volume 57, issue 7, pages 1793-1842, October, DOI: 10.1111/jmcb.13096.

2024

  1. Jaromír Baxa & Michal Paulus, 2024, "Exchange rate misalignments, growth, and institutions," Empirical Economics, Springer, volume 67, issue 4, pages 1705-1799, October, DOI: 10.1007/s00181-024-02600-4.
  2. Baruník Jozef & Fišer Pavel, 2024, "Co-Jumping of Treasury Yield Curve Rates," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 3, pages 481-506, DOI: 10.1515/snde-2022-0091.
  3. Baruník, Jozef & Bevilacqua, Mattia & Faff, Robert, 2024, "Dynamic industry uncertainty networks and the business cycle," Journal of Economic Dynamics and Control, Elsevier, volume 159, issue C, DOI: 10.1016/j.jedc.2023.104793.
  4. Baruník, Jozef & Ellington, Michael, 2024, "Persistence in financial connectedness and systemic risk," European Journal of Operational Research, Elsevier, volume 314, issue 1, pages 393-407, DOI: 10.1016/j.ejor.2023.11.023.
  5. Baruník, Jozef & Vácha, Lukáš, 2024, "Predicting the volatility of major energy commodity prices: The dynamic persistence model," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.107982.
  6. Baruník, Jozef & Kurka, Josef, 2024, "Risks of heterogeneously persistent higher moments," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103573.
  7. Baruník, Jozef & Hanus, Luboš, 2024, "Fan charts in era of big data and learning," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.105003.
  8. Laure de Batz & Evžen Kočenda, 2024, "Financial crime and punishment: A meta‐analysis," Journal of Economic Surveys, Wiley Blackwell, volume 38, issue 4, pages 1338-1398, September, DOI: 10.1111/joes.12580.
  9. Greenwood-Nimmo, Matthew & Kočenda, Evžen & Nguyen, Viet Hoang, 2024, "Detecting statistically significant changes in connectedness: A bootstrap-based technique," Economic Modelling, Elsevier, volume 140, issue C, DOI: 10.1016/j.econmod.2024.106843.
  10. Albrecht, Peter & Kočenda, Evžen, 2024, "Volatility connectedness on the central European forex markets," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103179.
  11. Sila, Jan & Kocenda, Evzen & Kristoufek, Ladislav & Kukacka, Jiri, 2024, "Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 96, issue C, DOI: 10.1016/j.intfin.2024.102062.
  12. Kočenda, Evžen & Moravcová, Michala, 2024, "Frequency volatility connectedness and portfolio hedging of U.S. energy commodities," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102274.
  13. Ichiro Iwasaki & Evžen Kočenda, 2024, "Quest for the general effect size of finance on growth: a large meta-analysis of worldwide studies," Empirical Economics, Springer, volume 66, issue 6, pages 2659-2722, June, DOI: 10.1007/s00181-023-02528-1.

2023

  1. Jozef Baruník & Matěj Nevrla, 2023, "Quantile Spectral Beta: A Tale of Tail Risks, Investment Horizons, and Asset Prices," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 5, pages 1590-1646.
  2. Shahriyar Aliyev & Evžen Kočenda, 2023, "ECB monetary policy and commodity prices," Review of International Economics, Wiley Blackwell, volume 31, issue 1, pages 274-304, February, DOI: 10.1111/roie.12626.

2022

  1. Nino Buliskeria & Jaromir Baxa, 2022, "Do rural banks matter that much? Burgess and Pande (2005) reconsidered," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 6, pages 1266-1274, September, DOI: 10.1002/jae.2922.
  2. Jozef Barunik & Mattia Bevilacqua & Radu Tunaru, 2022, "Asymmetric Network Connectedness of Fears," The Review of Economics and Statistics, MIT Press, volume 104, issue 6, pages 1304-1316, November, DOI: 10.1162/rest_a_01003.
  3. Čech, František & Zítek, Michal, 2022, "Marine fuel hedging under the sulfur cap regulations," Energy Economics, Elsevier, volume 113, issue C, DOI: 10.1016/j.eneco.2022.106204.
  4. Evžen Kočenda & Ichiro Iwasaki, 2022, "Bank survival around the world: A meta‐analytic review," Journal of Economic Surveys, Wiley Blackwell, volume 36, issue 1, pages 108-156, February, DOI: 10.1111/joes.12451.
  5. Togonidze, Sophio & Kočenda, Evžen, 2022, "Macroeconomic responses of emerging market economies to oil price shocks: An analysis by region and resource profile," Economic Systems, Elsevier, volume 46, issue 3, DOI: 10.1016/j.ecosys.2022.100988.
  6. Brož, Václav & Kočenda, Evžen, 2022, "Mortgage-related bank penalties and systemic risk among U.S. banks," Journal of International Money and Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jimonfin.2021.102575.
  7. Ichiro Iwasaki & Evžen Kočenda & Yoshisada Shida, 2022, "Institutions, financial development, and small business survival: evidence from European emerging markets," Small Business Economics, Springer, volume 58, issue 3, pages 1261-1283, March, DOI: 10.1007/s11187-021-00470-z.
  8. Eduard Baumöhl & Evžen Kočenda, 2022, "How Firms Survive in European Emerging Markets: A Survey," Eastern European Economics, Taylor & Francis Journals, volume 60, issue 5, pages 393-417, September, DOI: 10.1080/00128775.2022.2099422.
  9. Karel Janda & Evzen Kocenda & Anna Kortusova & Binyi Zhang, 2022, "Estimation of green bond premiums On the Chinese secondary market," Politická ekonomie, Prague University of Economics and Business, volume 2022, issue 6, pages 684-710, DOI: 10.18267/j.polek.1363.
  10. Svatopluk Kapounek & Zuzana Kučerová & Evžen Kočenda, 2022, "Selective Attention in Exchange Rate Forecasting," Journal of Behavioral Finance, Taylor & Francis Journals, volume 23, issue 2, pages 210-229, May, DOI: 10.1080/15427560.2020.1865355.

2021

  1. Baruník, Jozef & Čech, František, 2021, "Measurement of common risks in tails: A panel quantile regression model for financial returns," Journal of Financial Markets, Elsevier, volume 52, issue C, DOI: 10.1016/j.finmar.2020.100562.
  2. Julie Čermáková & Michal Houda & Ladislav Rolínek, 2021, "Lifelong Learning as the Key Competency for Industry 4.0," Acta Universitatis Bohemiae Meridionalis, University of South Bohemia in Ceske Budejovice, Faculty of Economics, volume 24, issue 2, pages 15-23, DOI: 10.32725/acta.2021.004.
  3. Iwasaki, Ichiro & Kočenda, Evžen & Shida, Yoshisada, 2021, "Distressed acquisitions: Evidence from European emerging markets," Journal of Comparative Economics, Elsevier, volume 49, issue 4, pages 962-990, DOI: 10.1016/j.jce.2021.04.008.

2020

  1. Luboš Hanus & Lukáš Vácha, 2020, "Growth cycle synchronization of the Visegrad Four and the European Union," Empirical Economics, Springer, volume 58, issue 4, pages 1779-1795, April, DOI: 10.1007/s00181-018-1601-x.
  2. Baumöhl, Eduard & Iwasaki, Ichiro & Kočenda, Evžen, 2020, "Firm survival in new EU member states," Economic Systems, Elsevier, volume 44, issue 1, DOI: 10.1016/j.ecosys.2020.100743.
  3. Kočenda, Evžen & Iwasaki, Ichiro, 2020, "Bank survival in Central and Eastern Europe," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 860-878, DOI: 10.1016/j.iref.2020.06.020.
  4. Jan Hanousek & Evzen Kocenda & Pavla Vozárová, 2020, "Impact of Multinational Enterprises on Competition, Productivity and Trade Spillovers across European Firms," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 70, issue 2, pages 172-212, August.
  5. Evžen Kočenda & Karen Poghosyan, 2020, "Nowcasting Real GDP Growth: Comparison between Old and New EU Countries," Eastern European Economics, Taylor & Francis Journals, volume 58, issue 3, pages 197-220, May, DOI: 10.1080/00128775.2020.1726185.
  6. Ichiro Iwasaki & Evžen Kočenda, 2020, "Survival of service firms in European emerging economies," Applied Economics Letters, Taylor & Francis Journals, volume 27, issue 4, pages 340-348, February, DOI: 10.1080/13504851.2019.1616053.

2019

  1. Vácha, Lukáš & Šmolík, Filip & Baxa, Jaromír, 2019, "Comovement and disintegration of EU sovereign bond markets during the crisis," International Review of Economics & Finance, Elsevier, volume 64, issue C, pages 541-556, DOI: 10.1016/j.iref.2019.09.004.
  2. Anatolyev, Stanislav & Baruník, Jozef, 2019, "Forecasting dynamic return distributions based on ordered binary choice," International Journal of Forecasting, Elsevier, volume 35, issue 3, pages 823-835, DOI: 10.1016/j.ijforecast.2019.01.005.
  3. Jozef Baruník & Tobias Kley, 2019, "Quantile coherency: A general measure for dependence between cyclical economic variables," The Econometrics Journal, Royal Economic Society, volume 22, issue 2, pages 131-152.
  4. Jozef Baruník & Evžen KoÄ enda, 2019, "Total, Asymmetric and Frequency Connectedness between Oil and Forex Markets," The Energy Journal, , volume 40, issue 2_suppl, pages 157-174, December, DOI: 10.5547/01956574.40.SI2.jbar.
  5. František Čech & Jozef Baruník, 2019, "Panel quantile regressions for estimating and predicting the value‐at‐risk of commodities," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 39, issue 9, pages 1167-1189, September, DOI: 10.1002/fut.22017.
  6. Tomáš Šestořád, 2019, "Multiplikátor vládních výdajů při nulové nominální úrokové míře
    [Government Expenditure Multiplier at Zero Nominal Interest Rate]    ," Politická ekonomie, Prague University of Economics and Business, volume 2019, issue 1, pages 20-47, DOI: 10.18267/j.polek.1215.
  7. Evžen Kočenda, 2019, "Privatization, Firms and Ownership," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 17, issue 03, pages 13-16, October.
  8. Baumöhl, Eduard & Iwasaki, Ichiro & Kočenda, Evžen, 2019, "Institutions and determinants of firm survival in European emerging markets," Journal of Corporate Finance, Elsevier, volume 58, issue C, pages 431-453, DOI: 10.1016/j.jcorpfin.2019.05.008.
  9. Kočenda, Evžen & Moravcová, Michala, 2019, "Exchange rate comovements, hedging and volatility spillovers on new EU forex markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 58, issue C, pages 42-64, DOI: 10.1016/j.intfin.2018.09.009.

2018

  1. António Afonso & Jaromír Baxa & Michal Slavík, 2018, "Fiscal developments and financial stress: a threshold VAR analysis," Empirical Economics, Springer, volume 54, issue 2, pages 395-423, March, DOI: 10.1007/s00181-016-1210-5.
  2. Barunik, Jozef & Vacha, Lukas, 2018, "Do co-jumps impact correlations in currency markets?," Journal of Financial Markets, Elsevier, volume 37, issue C, pages 97-119, DOI: 10.1016/j.finmar.2017.11.004.
  3. Jozef Baruník & Tomáš Křehlík, 2018, "Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 2, pages 271-296.
  4. Kočenda, Evžen & Moravcová, Michala, 2018, "Intraday effect of news on emerging European forex markets: An event study analysis," Economic Systems, Elsevier, volume 42, issue 4, pages 597-615, DOI: 10.1016/j.ecosys.2018.05.003.
  5. Brůha, Jan & Kočenda, Evžen, 2018, "Financial stability in Europe: Banking and sovereign risk," Journal of Financial Stability, Elsevier, volume 36, issue C, pages 305-321, DOI: 10.1016/j.jfs.2018.03.001.
  6. Brož, Václav & Kočenda, Evžen, 2018, "Dynamics and factors of inflation convergence in the European union," Journal of International Money and Finance, Elsevier, volume 86, issue C, pages 93-111, DOI: 10.1016/j.jimonfin.2018.04.002.
  7. Baumöhl, Eduard & Kočenda, Evžen & Lyócsa, Štefan & Výrost, Tomáš, 2018, "Networks of volatility spillovers among stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 490, issue C, pages 1555-1574, DOI: 10.1016/j.physa.2017.08.123.
  8. Evžen Kočenda & Balázs Varga, 2018, "The Impact of Monetary Strategies on Inflation Persistence," International Journal of Central Banking, International Journal of Central Banking, volume 14, issue 4, pages 229-274, September.
  9. Evžen Kočenda & Karen Poghosyan, 2018, "Export Sophistication: A Dynamic Panel Data Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 54, issue 12, pages 2799-2814, September, DOI: 10.1080/1540496X.2017.1412305.
  10. Evžen Kočenda, 2018, "Survey of Volatility and Spillovers on Financial Markets," Prague Economic Papers, Prague University of Economics and Business, volume 2018, issue 3, pages 293-305, DOI: 10.18267/j.pep.650.
  11. Jan Brůha & Evžen Kočenda, 2018, "Bankovní sektor a státní riziko v Evropské unii
    [Banking Sector and Sovereign Risk in Euroepan Union]    ," Politická ekonomie, Prague University of Economics and Business, volume 2018, issue 3, pages 366-383, DOI: 10.18267/j.polek.1193.

2017

  1. Baxa Jaromír & Plašil Miroslav & Vašíček Bořek, 2017, "Inflation and the steeplechase between economic activity variables: evidence for G7 countries," The B.E. Journal of Macroeconomics, De Gruyter, volume 17, issue 1, pages 1-42, January, DOI: 10.1515/bejm-2015-0155.
  2. Avdulaj Krenar & Barunik Jozef, 2017, "A semiparametric nonlinear quantile regression model for financial returns," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 1, pages 81-97, February, DOI: 10.1515/snde-2016-0044.
  3. Kraicová Lucie & Baruník Jozef, 2017, "Estimation of long memory in volatility using wavelets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 3, pages 1-22, June, DOI: 10.1515/snde-2016-0101.
  4. Kukacka, Jiri & Barunik, Jozef, 2017, "Estimation of financial agent-based models with simulated maximum likelihood," Journal of Economic Dynamics and Control, Elsevier, volume 85, issue C, pages 21-45, DOI: 10.1016/j.jedc.2017.09.006.
  5. Křehlík, Tomáš & Baruník, Jozef, 2017, "Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets," Energy Economics, Elsevier, volume 65, issue C, pages 208-218, DOI: 10.1016/j.eneco.2017.05.003.
  6. Apergis, Nicholas & Baruník, Jozef & Lau, Marco Chi Keung, 2017, "Good volatility, bad volatility: What drives the asymmetric connectedness of Australian electricity markets?," Energy Economics, Elsevier, volume 66, issue C, pages 108-115, DOI: 10.1016/j.eneco.2017.06.010.
  7. Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2017, "Asymmetric volatility connectedness on the forex market," Journal of International Money and Finance, Elsevier, volume 77, issue C, pages 39-56, DOI: 10.1016/j.jimonfin.2017.06.003.
  8. Filip Žikeš & Jozef Baruník & Nikhil Shenai, 2017, "Modeling and forecasting persistent financial durations," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 10, pages 1081-1110, November, DOI: 10.1080/07474938.2014.977057.
  9. František Čech & Jozef Baruník, 2017, "On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model," Journal of Forecasting, John Wiley & Sons, Ltd., volume 36, issue 2, pages 181-206, March.
  10. Iwasaki, Ichiro & Kočenda, Evžen, 2017, "Are some owners better than others in Czech privatized firms? Even meta-analysis can’t make us perfectly sure," Economic Systems, Elsevier, volume 41, issue 4, pages 537-568, DOI: 10.1016/j.ecosys.2017.06.001.
  11. Jan Hanousek & Evžen Kočenda, 2017, "Dopady vlastnické struktury, firemních charakteristik a krize na efektivitu českých podniků
    [Impact of Ownership Type, Firm Characteristics and Crisis on Efficiency of the Czech Firms]    ," Politická ekonomie, Prague University of Economics and Business, volume 2017, issue 1, pages 3-25, DOI: 10.18267/j.polek.1124.
  12. Jan Hanousek & Evžen Kočenda & Pavla Vozárová, 2017, "Vliv Přímých Zahraničních Investic Na Dodavatelské Vztahy A Postavení Domácích Výrobců Meziproduktů
    [FDI's Impact on Inter-industry Interactions among Domestic Suppliers of Intermediate Goods]    ," Politická ekonomie, Prague University of Economics and Business, volume 2017, issue 4, pages 391-409, DOI: 10.18267/j.polek.1151.

2016

  1. Baruník, Jozef & Malinská, Barbora, 2016, "Forecasting the term structure of crude oil futures prices with neural networks," Applied Energy, Elsevier, volume 164, issue C, pages 366-379, DOI: 10.1016/j.apenergy.2015.11.051.
  2. Baruník, Jozef & Hlínková, Michaela, 2016, "Revisiting the long memory dynamics of the implied–realized volatility relationship: New evidence from the wavelet regression," Economic Modelling, Elsevier, volume 54, issue C, pages 503-514, DOI: 10.1016/j.econmod.2016.01.014.
  3. Barunik, Jozef & Krehlik, Tomas & Vacha, Lukas, 2016, "Modeling and forecasting exchange rate volatility in time-frequency domain," European Journal of Operational Research, Elsevier, volume 251, issue 1, pages 329-340, DOI: 10.1016/j.ejor.2015.12.010.
  4. Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2016, "Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers," Journal of Financial Markets, Elsevier, volume 27, issue C, pages 55-78, DOI: 10.1016/j.finmar.2015.09.003.
  5. Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2016, "Gold, oil, and stocks: Dynamic correlations," International Review of Economics & Finance, Elsevier, volume 42, issue C, pages 186-201, DOI: 10.1016/j.iref.2015.08.006.
  6. Filip Žikeš & Jozef Baruník, 2016, "Semi-parametric Conditional Quantile Models for Financial Returns and Realized Volatility," Journal of Financial Econometrics, Oxford University Press, volume 14, issue 1, pages 185-226.
  7. Jozef Baruník & Evžen KoÄ enda b,a & Lukáš Vácha, 2016, "Volatility Spillovers Across Petroleum Markets," The Energy Journal, , volume 37, issue 1, pages 136-158, January, DOI: 10.5547/01956574.37.1.jbar.
  8. Richard Frensch & Jan Hanousek & Evzen Kocenda, 2016, "Trade in Parts and Components across Europe," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 66, issue 3, pages 236-262, June.
  9. Jan Hanousek & Evžen Kočenda & Jan Novotný, 2016, "Shluková analýza skoků na kapitálových trzích
    [Cluster Analysis of Jumps on Capital Markets]    ," Politická ekonomie, Prague University of Economics and Business, volume 2016, issue 2, pages 127-144, DOI: 10.18267/j.polek.1059.
  10. Petr Janský & Tomáš Křehlík & Jiří Skuhrovec, 2016, "Do EU funds crowd out other public expenditures? Evidence on the additionality principle from the detailed Czech municipalities’ data," European Planning Studies, Taylor & Francis Journals, volume 24, issue 11, pages 2076-2095, November, DOI: 10.1080/09654313.2016.1233168.

2015

  1. Baxa, Jaromír & Plašil, Miroslav & Vašíček, Bořek, 2015, "Changes in inflation dynamics under inflation targeting? Evidence from Central European countries," Economic Modelling, Elsevier, volume 44, issue C, pages 116-130, DOI: 10.1016/j.econmod.2014.10.028.
  2. Baruník, Jozef & Dvořáková, Sylvie, 2015, "An empirical model of fractionally cointegrated daily high and low stock market prices," Economic Modelling, Elsevier, volume 45, issue C, pages 193-206, DOI: 10.1016/j.econmod.2014.11.024.
  3. Avdulaj, Krenar & Barunik, Jozef, 2015, "Are benefits from oil–stocks diversification gone? New evidence from a dynamic copula and high frequency data," Energy Economics, Elsevier, volume 51, issue C, pages 31-44, DOI: 10.1016/j.eneco.2015.05.018.
  4. Jozef Barunik & Jiri Kukacka, 2015, "Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility," Quantitative Finance, Taylor & Francis Journals, volume 15, issue 6, pages 959-973, June, DOI: 10.1080/14697688.2014.950319.
  5. Jozef Barunik & Lukas Vacha, 2015, "Realized wavelet-based estimation of integrated variance and jumps in the presence of noise," Quantitative Finance, Taylor & Francis Journals, volume 15, issue 8, pages 1347-1364, August, DOI: 10.1080/14697688.2015.1032550.
  6. Laurent Clerc & Alexis Derviz & Caterina Mendicino & Stephane Moyen & Kalin Nikolov & Livio Stracca & Javier Suarez & Alexandros P. Vardoulakis, 2015, "Capital Regulation in a Macroeconomic Model with Three Layers of Default," International Journal of Central Banking, International Journal of Central Banking, volume 11, issue 3, pages 9-63, June.
  7. Hanousek, Jan & Kočenda, Evžen & Shamshur, Anastasiya, 2015, "Corporate efficiency in Europe," Journal of Corporate Finance, Elsevier, volume 32, issue C, pages 24-40, DOI: 10.1016/j.jcorpfin.2015.03.003.
  8. Jan Hanousek & Evžen Kočenda, 2015, "Determinanty evropského zahraničního obchodu: instituce, kultura, infrastruktura a geografie
    [Determinants of the European Trade: Institutions, Culture, Infrastructure and Geography]    ," Politická ekonomie, Prague University of Economics and Business, volume 2015, issue 5, pages 624-640, DOI: 10.18267/j.polek.1016.

2014

  1. Baxa, Jaromír & Horváth, Roman & Vašíček, Bořek, 2014, "How Does Monetary Policy Change? Evidence On Inflation-Targeting Countries," Macroeconomic Dynamics, Cambridge University Press, volume 18, issue 3, pages 593-630, April.
  2. Michal Franta & Jozef Baruník & Roman Horváth & Katerina Smídková, 2014, "Are Bayesian Fan Charts Useful? The Effect of Zero Lower Bound and Evaluation of Financial Stability Stress Tests," International Journal of Central Banking, International Journal of Central Banking, volume 10, issue 1, pages 159-188, March.
  3. Clerc, L. & Nikolov, K. & Derviz, A. & Stracca, L. & Mendicino, C. & Suarez, J. & Moyen, S. & Vardoulakis, A., 2014, "Macroprudential capital tools: assessing their rationale and effectiveness," Financial Stability Review, Banque de France, issue 18, pages 183-194, April.
  4. Derviz, Alexis, 2014, "Collateral composition, diversification risk, and systemically important merchant banks," Journal of Financial Stability, Elsevier, volume 14, issue C, pages 23-34, DOI: 10.1016/j.jfs.2014.03.001.
  5. Jan Hanousek & Evzen Kocenda & Jan Novotny, 2014, "Price jumps on European stock markets," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 14, issue 1, pages 10-22, March.
  6. Égert, Balázs & Kočenda, Evžen, 2014, "The impact of macro news and central bank communication on emerging European forex markets," Economic Systems, Elsevier, volume 38, issue 1, pages 73-88, DOI: 10.1016/j.ecosys.2013.01.004.
  7. Hanousek, Jan & Kočenda, Evžen, 2014, "Factors of trade in Europe," Economic Systems, Elsevier, volume 38, issue 4, pages 518-535, DOI: 10.1016/j.ecosys.2014.06.001.
    • Jan Hanousek & Evžen Kočenda, 2013, "Factors of trade in Europe," Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Leibniz Institute for East and Southeast European Studies), number 333, Aug.
  8. Jan Hanousek & Evžen Kočenda & Anastasiya Shamshur, 2014, "Efektivita evropských firem
    [Efficiency of European Firms]    ," Politická ekonomie, Prague University of Economics and Business, volume 2014, issue 3, pages 303-322, DOI: 10.18267/j.polek.953.

2013

  1. Baxa, Jaromír & Horváth, Roman & Vašíček, Bořek, 2013, "Time-varying monetary-policy rules and financial stress: Does financial instability matter for monetary policy?," Journal of Financial Stability, Elsevier, volume 9, issue 1, pages 117-138, DOI: 10.1016/j.jfs.2011.10.002.
  2. Kukacka, Jiri & Barunik, Jozef, 2013, "Behavioural breaks in the heterogeneous agent model: The impact of herding, overconfidence, and market sentiment," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 392, issue 23, pages 5920-5938, DOI: 10.1016/j.physa.2013.07.050.
  3. Jozef Barunik & Roman Horvath, 2013, "Editorial to the Special Issue on Financial Markets in Central Europe," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 63, issue 5, pages 406-406, November.
  4. Krenar AVDULAJ & Jozef BARUNIK, 2013, "Can We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 63, issue 5, pages 425-442, November.
  5. Jozef BARUNÍK & Lukáš VÁCHA, 2013, "Contagion among Central and Eastern European Stock Markets during the Financial Crisis," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 63, issue 5, pages 443-453, November.
  6. Jozef Barunik, 2013, "Can we Improve Understanding of the Financial Market Dependencies in the Crisis by their Decomposition?," ACTA VSFS, University of Finance and Administration, volume 7, issue 1, pages 6-30.
  7. Vlasta Kaňková, 2013, "Risk Measures in Optimization Problems via Empirical Estimates," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, volume 7, issue 3, pages 162-177, November.
  8. Evžen Kočenda & Mathilde Maurel & Gunther Schnabl, 2013, "Short- and Long-term Growth Effects of Exchange Rate Adjustment," Review of International Economics, Wiley Blackwell, volume 21, issue 1, pages 137-150, February, DOI: 10.1111/roie.2013.21.issue-1.
  9. Richard Frensch & Jan Hanousek & Evžen Kočenda, 2013, "Obchod s fiskálními statky v Evropské unii: Analýza za pomoci gravitačního modelu
    [Trade with Final Goods in European Union: A Gravity Model Approach]    ," Politická ekonomie, Prague University of Economics and Business, volume 2013, issue 6, pages 715-734, DOI: 10.18267/j.polek.927.
  10. Vacha, Lukas & Janda, Karel & Kristoufek, Ladislav & Zilberman, David, 2013, "Time–frequency dynamics of biofuel–fuel–food system," Energy Economics, Elsevier, volume 40, issue C, pages 233-241, DOI: 10.1016/j.eneco.2013.06.015.

2012

  1. Vacha, Lukas & Barunik, Jozef, 2012, "Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis," Energy Economics, Elsevier, volume 34, issue 1, pages 241-247, DOI: 10.1016/j.eneco.2011.10.007.
  2. Vacha, Lukas & Barunik, Jozef & Vosvrda, Miloslav, 2012, "How do skilled traders change the structure of the market," International Review of Financial Analysis, Elsevier, volume 23, issue C, pages 66-71, DOI: 10.1016/j.irfa.2011.06.011.
  3. Barunik, Jozef & Aste, Tomaso & Di Matteo, T. & Liu, Ruipeng, 2012, "Understanding the source of multifractality in financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 391, issue 17, pages 4234-4251, DOI: 10.1016/j.physa.2012.03.037.
  4. Alexis Derviz, 2012, "Financial frictions and real implications of macroprudential policies," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 26, issue 3, pages 333-368, September, DOI: 10.1007/s11408-012-0189-y.
  5. Alexis Derviz & Marie Raková, 2012, "Parent Influence on Loan Pricing by Czech Banks," Prague Economic Papers, Prague University of Economics and Business, volume 2012, issue 4, pages 434-449, DOI: 10.18267/j.pep.433.
  6. Hanousek Jan & Kočenda Evžen & Novotný Jan, 2012, "The identification of price jumps," Monte Carlo Methods and Applications, De Gruyter, volume 18, issue 1, pages 53-77, January, DOI: 10.1515/mcma-2011-0019.
  7. Hanousek, Jan & Kočenda, Evžen & Mašika, Michal, 2012, "Firm efficiency: Domestic owners, coalitions, and FDI," Economic Systems, Elsevier, volume 36, issue 4, pages 471-486, DOI: 10.1016/j.ecosys.2012.04.004.
  8. Evžen Kočenda & Jan Hanousek, 2012, "State ownership and control in the Czech Republic," Economic Change and Restructuring, Springer, volume 45, issue 3, pages 157-191, August, DOI: 10.1007/s10644-011-9114-z.
  9. Ainura Uzagalieva & Evžen Kocenda & Antonio Menezes, 2012, "Technological Innovation in New EU Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 48, issue 5, pages 48-65, September.
  10. Jan Hanousek & Evžen Kočenda & Michal Mašika, 2012, "Firemní efektivita: vliv vlastnických struktur a finančních ukazatelů
    [Corporate Efficiency: Effect of Ownership Structures and Financial Indicators]    ," Politická ekonomie, Prague University of Economics and Business, volume 2012, issue 4, pages 459-483, DOI: 10.18267/j.polek.857.
  11. Evzen Kocenda & Jan Hanousek, 2012, "Firm break-up and performance," Economics of Governance, Springer, volume 13, issue 2, pages 121-143, June, DOI: 10.1007/s10101-011-0106-2.

2011

  1. Alexis Derviz, 2011, "Real Implications of Bursting Asset Price Bubbles in Economies with Bank Credit," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 61, issue 1, pages 92-116, January.
  2. Jan Hanousek & Evžen Kočenda, 2011, "Learning by investing," The Economics of Transition, The European Bank for Reconstruction and Development, volume 19, issue 1, pages 125-149, January.
  3. Jan Hanousek & Evžen Kočenda, 2011, "Foreign News and Spillovers in Emerging European Stock Markets," Review of International Economics, Wiley Blackwell, volume 19, issue 1, pages 170-188, February.
  4. Hanousek, Jan & Kocenda, Evzen & Maurel, Mathilde, 2011, "Direct and indirect effects of FDI in emerging European markets: A survey and meta-analysis," Economic Systems, Elsevier, volume 35, issue 3, pages 301-322, September.
  5. Bubák, Vít & Kocenda, Evzen & Zikes, Filip, 2011, "Volatility transmission in emerging European foreign exchange markets," Journal of Banking & Finance, Elsevier, volume 35, issue 11, pages 2829-2841, November.
  6. Jan Hanousek & Evžen Kočenda, 2011, "Public Investment and Fiscal Performance in the New EU Member States," Fiscal Studies, Institute for Fiscal Studies, volume 32, issue 1, pages 43-71, March, DOI: j.1475-5890.2011.00127.x.
  7. Evžen Kocenda & Martin Vojtek, 2011, "Default Predictors in Retail Credit Scoring: Evidence from Czech Banking Data," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 47, issue 6, pages 80-98, November.
  8. Jan Hanousek & Evžen Kočenda, 2011, "Rozsah integrovaného státního vlastnictví a vliv firemní kontroly na výkonnost českých podniků
    [Extent of the Integrated State Ownership and Effect of the State Control on Performance of Czech Firms]    ," Politická ekonomie, Prague University of Economics and Business, volume 2011, issue 1, pages 82-104, DOI: 10.18267/j.polek.773.
  9. Jan Hanousek & Evžen Kočenda, 2011, "Vazba korupce a hospodářské svobody na veřejné finance a investice nových členů EU
    [Corruption and Economic Freedom Links to Public Finance and Investment in New EU Members]    ," Politická ekonomie, Prague University of Economics and Business, volume 2011, issue 3, pages 310-328, DOI: 10.18267/j.polek.793.
  10. Evžen Kočenda & Jan Hanousek, 2011, "Vliv rozdělení českých podniků na ziskovost a produktivitu
    [Effect of the Czech Firms Break-Up on their Profitability and Productivity]    ," Politická ekonomie, Prague University of Economics and Business, volume 2011, issue 5, pages 579-598, DOI: 10.18267/j.polek.809.
  11. Balázs Égert & Evžen Kočenda, 2011, "Time-varying synchronization of European stock markets," Empirical Economics, Springer, volume 40, issue 2, pages 393-407, April, DOI: 10.1007/s00181-010-0341-3.

2010

  1. Barunik, Jozef & Kristoufek, Ladislav, 2010, "On Hurst exponent estimation under heavy-tailed distributions," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 389, issue 18, pages 3844-3855, DOI: 10.1016/j.physa.2010.05.025.
  2. Barunik, Jozef & Vacha, Lukas, 2010, "Monte Carlo-based tail exponent estimator," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 389, issue 21, pages 4863-4874, DOI: 10.1016/j.physa.2010.06.054.
  3. Jozef Baruník & Lukáš Vácha & Miloslav Vošvrda, 2010, "Tail Behavior of the Central European Stock Markets during the Financial Crisis," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, volume 4, issue 3, pages 281-294, November.
  4. Jozef Baruník & Branislav Soták, 2010, "Vplyv rôznych foriem vlastníctva na efektivitu českých a slovenských bánk: prístup analýzy stochastických hraníc
    [Influence of Different Ownership Forms on Efficiency of Czech and Slovak Banks: Stochastic Frontier Approach]    ," Politická ekonomie, Prague University of Economics and Business, volume 2010, issue 2, pages 207-224, DOI: 10.18267/j.polek.727.
  5. Evžen Koèenda & Tigran Poghosyan, 2010, "Exchange Rate Risk in Central European Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 60, issue 1, pages 22-39, February.
  6. Jan Hanousek & Evžen Koèenda & Katarína Svítková, 2010, "Corporate Philanthropy in the Czech and Slovak Republics," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 60, issue 2, pages 102-121, May.
  7. Jan Hanousek & Evžen Kočenda, 2010, "Vliv vnitrodenních makroekonomických zpráv na akciové trhy nových států EU
    [Effect of Intraday Information Flow on the Emerging European Stock Markets]    ," Politická ekonomie, Prague University of Economics and Business, volume 2010, issue 4, pages 435-457, DOI: 10.18267/j.polek.740.

2009

  1. Barunik, J. & Vosvrda, M., 2009, "Can a stochastic cusp catastrophe model explain stock market crashes?," Journal of Economic Dynamics and Control, Elsevier, volume 33, issue 10, pages 1824-1836, October.
  2. Lukáš Vácha & Jozef Barunik & Miloslav Vošvrda, 2009, "Smart Agents and Sentiment in the Heterogeneous Agent Model," Prague Economic Papers, Prague University of Economics and Business, volume 2009, issue 3, pages 209-219, DOI: 10.18267/j.pep.350.
  3. Jozef Barunik & Lukas Vacha & Miloslav Vosvrda, 2009, "Smart predictors in the heterogeneous agent model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 4, issue 2, pages 163-172, November, DOI: 10.1007/s11403-009-0051-0.
  4. Saul Estrin & Jan Hanousek & Evzen Kocenda & Jan Svejnar, 2009, "The Effects of Privatization and Ownership in Transition Economies," Journal of Economic Literature, American Economic Association, volume 47, issue 3, pages 699-728, September.
  5. Jan Hanousek & Evžen Kočenda & Jan Svejnar, 2009, "Divestitures, privatization and corporate performance in emerging markets," The Economics of Transition, The European Bank for Reconstruction and Development, volume 17, issue 1, pages 43-73, January, DOI: 10.1111/j.1468-0351.2009.00334.x.
  6. Hanousek, Jan & Kocenda, Evzen & Kutan, Ali M., 2009, "The reaction of asset prices to macroeconomic announcements in new EU markets: Evidence from intraday data," Journal of Financial Stability, Elsevier, volume 5, issue 2, pages 199-219, June.
  7. Kocenda, Evzen & Poghosyan, Tigran, 2009, "Macroeconomic sources of foreign exchange risk in new EU members," Journal of Banking & Finance, Elsevier, volume 33, issue 11, pages 2164-2173, November.

2008

  1. Jozef Baruník, 2008, "How Do Neural Networks Enhance the Predictability of Central European Stock Returns?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 58, issue 07-08, pages 358-376, Oktober.
  2. Miloslav Vošvrda & Jozef Baruník, 2008, "Modelování krachů na kapitálových trzích: aplikace teorie stochastických katastrof
    [Stock market crashes modeling: stochastic cusp catastrophe application]    ," Politická ekonomie, Prague University of Economics and Business, volume 2008, issue 6, pages 759-771, DOI: 10.18267/j.polek.662.
  3. Alexis Derviz & JiÅí Podpiera, 2008, "Predicting Bank CAMELS and S&P Ratings: The Case of the Czech Republic," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 44, issue 1, pages 117-130, January.
  4. Kocenda, Evzen & Kutan, Ali M. & Yigit, Taner M., 2008, "Fiscal convergence in the European Union," The North American Journal of Economics and Finance, Elsevier, volume 19, issue 3, pages 319-330, December.
  5. Kocenda, Evzen & Hanousek, Jan & Engelmann, Dirk, 2008, "Currencies, competition, and clans," Journal of Policy Modeling, Elsevier, volume 30, issue 6, pages 1115-1132.
  6. Jan Hanousek & Evžen Kočenda, 2008, "Potential of the state to control privatized firms," Economic Change and Restructuring, Springer, volume 41, issue 2, pages 167-186, June, DOI: 10.1007/s10644-008-9047-3.
  7. Tigran Poghosyan & Evžen KoÄenda & Petr ZemÄik, 2008, "Modeling Foreign Exchange Risk Premium in Armenia," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 44, issue 1, pages 41-61, January.
  8. Jan Hanousek & Evžen Kočenda, 2008, "Kontrolní potenciál státu nad zprivatizovanými podniky
    [Control potential of the state in privatized firms]    ," Politická ekonomie, Prague University of Economics and Business, volume 2008, issue 4, pages 467-483, DOI: 10.18267/j.polek.648.
  9. Jan Hanousek & Evžen KoÄ enda & Petr ZemÄ Ã­k, 2008, "Bond Market Emergence," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 7, issue 2, pages 141-168, August, DOI: 10.1177/097265270800700202.

2007

  1. Jaromír Baxa, 2007, "Stock Market Optimism and Cointegration among Stocks: The Case of the Prague Stock Exchange
    [Optimismus na akciovém trhu a kointegrace mezi akciemi: Případ BCP Praha]    ," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2007, issue 4, pages 5-16, DOI: 10.18267/j.aop.69.
  2. Alexis Derviz, 2007, "Cross-Border Risk Transmission by a Multinational Bank," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, volume 1, issue 1, pages 87-111, March.
  3. Michal Houda, 2007, "Role of Dependence in Chance-constrained and Robust Programming
    [Role závislosti v úlohách s pravděpodobnostními omezeními a v úlohách robustního programování]    ," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2007, issue 4, pages 111-120, DOI: 10.18267/j.aop.80.
  4. Vlasta Kaňková, 2007, "Multistage Stochastic Programming via Autoregressive Sequences
    [Autoregresní posloupnosti v úlohách vícestupňového stochastického programování]    ," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2007, issue 4, pages 99-110, DOI: 10.18267/j.aop.79.
  5. Jan Hanousek & Evžen Kočenda & Jan Svejnar, 2007, "Origin and concentration," The Economics of Transition, The European Bank for Reconstruction and Development, volume 15, issue 1, pages 1-31, January, DOI: 10.1111/j.1468-0351.2007.00278.x.
  6. Egert, Balazs & Kocenda, Evzen, 2007, "Interdependence between Eastern and Western European stock markets: Evidence from intraday data," Economic Systems, Elsevier, volume 31, issue 2, pages 184-203, June.
  7. Evžen Koèenda & Jan Hanousek & Peter Ondko, 2007, "The Banking Sector in New EU Member Countries: A Sectoral Financial Flows Analysis (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 57, issue 5-6, pages 200-224, August.
  8. Evžen Kočenda & Jan Hanousek, 2007, "Existence procesu učení na umělém akciovém trhu
    [Existence of the learning process at a proxy stock market]    ," Politická ekonomie, Prague University of Economics and Business, volume 2007, issue 3, DOI: 10.18267/j.polek.601.
  9. Miloslav Vošvrda & Lukáš Vácha, 2007, "Heterogeneous Agents Model with the Worst Out Algorithm," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, volume 1, issue 1, pages 54-66, March.
  10. Lukáš Vácha, 2007, "Fractal Properties of the Financial Market
    [Fraktální vlastnosti finančních trhů]    ," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2007, issue 4, pages 49-55, DOI: 10.18267/j.aop.74.
  11. Lukáš Vácha & Miloslav Vošvrda, 2007, "Wavelet Decomposition of the Financial Market," Prague Economic Papers, Prague University of Economics and Business, volume 2007, issue 1, pages 38-54, DOI: 10.18267/j.pep.296.

2006

  1. Jan Brùha & 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, volume 56, issue 7-8, pages 318-343, July.
  2. Kocenda, Evzen & Kutan, Ali M. & Yigit, Taner M., 2006, "Pilgrims to the Eurozone: How far, how fast?," Economic Systems, Elsevier, volume 30, issue 4, pages 311-327, December.
  3. Kocenda, Evzen & Valachy, Juraj, 2006, "Exchange rate volatility and regime change: A Visegrad comparison," Journal of Comparative Economics, Elsevier, volume 34, issue 4, pages 727-753, December.
  4. Martin Vojtek & Evžen Koèenda, 2006, "Credit-Scoring Methods (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 56, issue 3-4, pages 152-167, March.
  5. Balázs Égert & Rebeca Jiménez-Rodríguez & Evžen Kočenda & Amalia Morales-Zumaquero, 2006, "Structural changes in Central and Eastern European economies: breaking news or breaking the ice?," Economic Change and Restructuring, Springer, volume 39, issue 1, pages 85-103, June, DOI: 10.1007/s10644-007-9021-5.
  6. Jan Hanousek & Evžen Kočenda & Jan Švejnar, 2006, "Rozdělení, privatizace podniků a jejich výkonnost
    [Breakups, privatization and firms" performance]    ," Politická ekonomie, Prague University of Economics and Business, volume 2006, issue 4, pages 467-489, DOI: 10.18267/j.polek.569.

2005

  1. Michal Houda, 2005, "Using Metrics in Stability of Stochastic Programming Problems
    [Užití metrik ve stabilitě úloh stochastického programování]    ," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2005, issue 1, pages 128-134, DOI: 10.18267/j.aop.145.
  2. Vlasta Kaňková, 2005, "Multistage Stochastic Decision and Economic Processes
    [Vícestupňové stochastické rozhodování a ekonomické procesy]    ," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2005, issue 1, pages 119-127, DOI: 10.18267/j.aop.143.
  3. Kocenda, Evzen, 2005, "Beware of breaks in exchange rates: Evidence from European transition countries," Economic Systems, Elsevier, volume 29, issue 3, pages 307-324, September.
  4. Evzen Kocenda & Lubos Briatka, 2005, "Optimal Range for the iid Test Based on Integration Across the Correlation Integral," Econometric Reviews, Taylor & Francis Journals, volume 24, issue 3, pages 265-296, DOI: 10.1080/07474930500243001.
  5. Roman Binter & Lukáš Vácha, 2005, "Local Stability and Bifurcations in Kaldor Model
    [Lokální stabilita a bifurkace v Kaldorově modelu]    ," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2005, issue 1, pages 10-20, DOI: 10.18267/j.aop.123.
  6. Lukáš Vácha & Miloslav S. Vošvrda, 2005, "Dynamical Agents' Strategies and the Fractal Market Hypothesis," Prague Economic Papers, Prague University of Economics and Business, volume 2005, issue 2, pages 163-170, DOI: 10.18267/j.pep.260.

2004

  1. Derviz, Alexis, 2004, "Asset return dynamics and the FX risk premium in a decentralized dealer market," European Economic Review, Elsevier, volume 48, issue 4, pages 747-784, August.

2003

  1. Jan Hanousek & Evžen Kočenda, 2003, "The impact of Czech mass privatisation on corporate governance," Journal of Economic Studies, Emerald Group Publishing Limited, volume 30, issue 3/4, pages 278-293, June, DOI: 10.1108/01443580310483574.
  2. Evžen Kočenda, 2003, "Performance of czech voucher-privatized firms," Prague Economic Papers, Prague University of Economics and Business, volume 2003, issue 2, pages 121-130, DOI: 10.18267/j.pep.209.
  3. Miloslav Vošvrda & Lukáš Vácha, 2003, "Heterogeneous agent model with memory and asset price behaviour," Prague Economic Papers, Prague University of Economics and Business, volume 2003, issue 2, pages 155-168, DOI: 10.18267/j.pep.212.

2002

  1. Alexis Derviz, 2002, "The uncovered parity properties of the czech koruna," Prague Economic Papers, Prague University of Economics and Business, volume 2002, issue 1, pages 17-37, DOI: 10.18267/j.pep.186.
  2. Evžen Kočenda & Juraj Valachy, 2002, "Firm ownership structures: dynamic development," Prague Economic Papers, Prague University of Economics and Business, volume 2002, issue 3, pages 255-268, DOI: 10.18267/j.pep.197.
  3. Evžen Kočenda & Lubomír Lízal, 2002, "Vývoj českých podniků v období transformace: stručný přehled
    [Development of czech firms during transition: an overview]    ," Politická ekonomie, Prague University of Economics and Business, volume 2002, issue 4, DOI: 10.18267/j.polek.370.

2001

  1. Lizal, Lubomir & Kocenda, Evzen, 2001, "State of corruption in transition: case of the Czech Republic," Emerging Markets Review, Elsevier, volume 2, issue 2, pages 138-160, June.
  2. Kocenda, Evzen, 2001, "Macroeconomic Convergence in Transition Countries," Journal of Comparative Economics, Elsevier, volume 29, issue 1, pages 1-23, March.
  3. Evžen Koèenda, 2001, "Transition and Convergence in Central and Eastern Europe," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 51, issue 4, pages 234-248, April.
  4. Evzen Kocenda, 2001, "An Alternative To The Bds Test: Integration Across The Correlation Integral," Econometric Reviews, Taylor & Francis Journals, volume 20, issue 3, pages 337-351, DOI: 10.1081/ETC-100104938.

2000

  1. Evžen Koèenda, 2000, "International Economics - A Small Open Economy Applications," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 50, issue 9, pages 450-451, September.
  2. Evžen Koèenda & Juraj Valachy, 2000, "Exchange Rates and Monetary Measures," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 50, issue 9, pages 503-511, September.
  3. Evžen Kočenda, 2000, "Zbytkový státní majetek a vlastnická práva
    [Residual state property and ownership rights]    ," Politická ekonomie, Prague University of Economics and Business, volume 2000, issue 3, DOI: 10.18267/j.polek.146.
  4. Evžen Kočenda, 2000, "Test nelineárních závislostí
    [A test of nonlinear dependencies]    ," Politická ekonomie, Prague University of Economics and Business, volume 2000, issue 6, DOI: 10.18267/j.polek.186.

1999

  1. Evžen Koèenda, 1999, "Sbližování mìnových kurzù v zemích støední a východní Evropy (Convergence of Exchange Rates in Central and Eastern Europe)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 49, issue 1, pages 46-58, January.
  2. Evžen Kočenda, 1999, "Residual State Property in the Czech Republic," Eastern European Economics, Taylor & Francis Journals, volume 37, issue 5, pages 6-35, October.

1998

  1. Evžen Kočenda, 1998, "Altered bank and exchange volatility," The Economics of Transition, The European Bank for Reconstruction and Development, volume 6, issue 1, pages 173-181, May, DOI: 10.1111/j.1468-0351.1998.tb00043.x.
  2. Jan Hanousek & Evžen Koèenda, 1998, "Monetární vazby na èeském mezibankovním trhu (Czech Money Market: Emerging Links Among Interest Rates)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 48, issue 2, pages 99-109, February.
  3. Evzen Kocenda & Jan Hanousek, 1998, "Integration of Emergency Equity Markets: Major Asian Players," Korean Economic Review, Korean Economic Association, volume 14, pages 99-113.
  4. Evžen Kočenda, 1998, "Discrepancy between Exchange Rate Regime and Monetary Policy," Politická ekonomie, Prague University of Economics and Business, volume 1998, issue 5, DOI: 10.18267/j.polek.251.

1997

  1. Evžen Koèenda & Josef Kotrba, 1997, "Sbližování tržních výnosù: paralela pro støedoevropský region (Eliminating Market Returns' Disparities: Parallel for the Central-European Region)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 47, issue 6, pages 349-358, June.
  2. Jan Hanousek & Evžen Koèenda, 1997, "Efektivnost nových kapitálových trhù: pøíklad pro støední Evropu (Emerging Capital Markets' Efficiency: an Example for the Central Europe)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 47, issue 9, pages 538-547, September.
  3. Kocenda, Evzen & Papell, David H, 1997, "Inflation Convergence within the European Union: A Panel Data Analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 2, issue 3, pages 189-198, July.
  4. Evžen Kočenda, 1997, "Conditional variance and fluctuation band," Prague Economic Papers, Prague University of Economics and Business, volume 1997, issue 4, DOI: 10.18267/j.pep.140.
  5. Evžen Kočenda, 1997, "Inflace a mechanismus měnových kurzů
    [Inflation and Exchange Rate Mechanism]    ," Politická ekonomie, Prague University of Economics and Business, volume 1997, issue 5, pages 657-668, DOI: 10.18267/j.polek.296.

1996

  1. Evžen Kočenda, 1996, "Volatility of a Seemingly Fixed Exchange Rate," Eastern European Economics, Taylor & Francis Journals, volume 34, issue 6, pages 37-67, December.

Books

2017

  1. Kocenda, Evzen & Cerný, Alexandr, 2017, "Elements of Time Series Econometrics," University of Chicago Press Economics Books, University of Chicago Press, number 9788024631998, edition 3, ISBN: ARRAY(0x4b3c8ff0), December.

2015

  1. Jan Babecky & Michal Franta (ed.), 2015, "Monetary Policy Challenges in a Low-Inflation Environment," Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department, number rb13/2, edition 2.

2014

  1. Jan Babecky & Borek Vasicek (ed.), 2014, "Macroprudential Research: Selected Issues," Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department, number rb12/2, edition 2.

2013

  1. Jan Babecky & Roman Horvath (ed.), 2013, "Transmission of Monetary Policy," Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department, number rb11/1, edition 1.

2012

  1. Jan Babecky (ed.), 2012, "Macroeconomic Forecasting: Methods, Accuracy and Coordination," Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department, number rb10/1, edition 1.
  2. Jan Babecky & Roman Horvath (ed.), 2012, "Financial Stability and Monetary Policy," Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department, number rb10/2, edition 2.

2011

  1. Jan Babecky & Roman Horvath (ed.), 2011, "Monetary Policy Analysis in a Central Bank," Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department, number rb09/1, edition 1.
  2. Jan Babecky (ed.), 2011, "Macro-Financial Linkages: Theory and Applications," Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department, number rb09/2, edition 2.

2007

  1. Michal Hlavacek (ed.), 2007, "CNB Economic Research Bulletin: Financial Stability in a Transforming Economy," Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department, number rb05/1, edition 1.

2005

  1. Vladislav Flek (ed.), 2005, "CNB Economic Research Bulletin: Financial Stability," Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department, number rb03/2, edition 2.

Chapters

2024

  1. Alexis Derviz, 2024, "Blockchain use cases outside of digital currencies," Occasional Publications - Chapters in Edited Volumes, Czech National Bank, Research and Statistics Department, "CNB Global Economic Outlook - August 2024".

2023

  1. Alexis Derviz, 2023, "Cross-border payments at a crossroads between SWIFT and DLT," Occasional Publications - Chapters in Edited Volumes, Czech National Bank, Research and Statistics Department, "CNB Global Economic Outlook - June 2023".

2021

  1. Alexis Derviz, 2021, "Decentralised finance, its prospects and limits: Is blockchain interoperability the only obstacle?," Occasional Publications - Chapters in Edited Volumes, Czech National Bank, Research and Statistics Department, "CNB Global Economic Outlook - July 2021".

2020

  1. Alexis Derviz, 2020, "Stablecoins - a gateway between conventional and crypto financial universes?," Occasional Publications - Chapters in Edited Volumes, Czech National Bank, Research and Statistics Department, "CNB Global Economic Outlook - March 2020".

2019

  1. Alexis Derviz, 2019, "What changes in financial intermediation are to be expected from fintech?," Occasional Publications - Chapters in Edited Volumes, Czech National Bank, Research and Statistics Department, "CNB Global Economic Outlook - August 2019".

2015

  1. Alexis Derviz & Libor Holub, 2015, "Collateral and the Role of International Merchant Banks in the Spread of Aggregate Risks," Occasional Publications - Chapters in Edited Volumes, Czech National Bank, Research and Statistics Department, chapter 0, "CNB Financial Stability Report 2014/2015".

2014

  1. Jozef Baruník & Evžen Kočenda & Lukas Vacha, 2014, "Wavelet-Based Correlation Analysis of the Key Traded Assets," Dynamic Modeling and Econometrics in Economics and Finance, Springer, in: Marco Gallegati & Willi Semmler, "Wavelet Applications in Economics and Finance", DOI: 10.1007/978-3-319-07061-2_8.

2011

  1. Jaromír Baxa & Roman Horváth & Bořek Vašíček, 2011, "Time Varying Monetary Policy Rules and Financial Stress," Chapters, Edward Elgar Publishing, chapter 10, in: Sylvester Eijffinger & Donato Masciandaro, "Handbook of Central Banking, Financial Regulation and Supervision".

2006

  1. Jan Hanousek & Evžen Kočenda & Lubomír Lízal, 2006, "The Czech Republic: Understanding the Transition Reform," Palgrave Macmillan Books, Palgrave Macmillan, chapter 7, in: José María Fanelli & Gary McMahon, "Understanding Market Reforms", DOI: 10.1057/9780230373617_7.

2005

  1. Alexis Derviz & Narcisa Kadlcáková, 2005, "Business cycle, credit risk and economic capital determination by commercial banks," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Investigating the relationship between the financial and real economy".

2003

  1. Barbara Błaszczyk & Iraj Hoshi & Evžen Kočenda & Richard Woodward, 2003, "Ownership and Performance in Transition Economies: An Overview," Palgrave Macmillan Books, Palgrave Macmillan, chapter 1, in: Barbara Błaszczyk & Iraj Hoshi & Richard Woodward, "Secondary Privatisation in Transition Economies", DOI: 10.1057/9780230377011_1.
  2. Evžen Kočenda & Juraj Valachy, 2003, "The Czech Republic: Ownership and Performance of Voucher-Privatised Firms," Palgrave Macmillan Books, Palgrave Macmillan, chapter 5, in: Barbara Błaszczyk & Iraj Hoshi & Richard Woodward, "Secondary Privatisation in Transition Economies", DOI: 10.1057/9780230377011_5.

2001

  1. Alexis Derviz, 2001, "Currency Options and Trade Smoothing under an Exchange Rate Regime Shift," Palgrave Macmillan Books, Palgrave Macmillan, chapter 3, in: Christos Papazoglou & Eric J. Pentecost, "Exchange Rate Policies, Prices and Supply-Side Response", DOI: 10.1057/9780230554535_3.

1999

  1. Jozef Kotrba & Eväæen Koƒçenda & Jan Hanousek, 1999, "The Governance of Privatization Funds in the Czech Republic," Chapters, Edward Elgar Publishing, chapter 1, in: Marko Simoneti & Saul Estrin, "The Governance of Privatization Funds".

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