Content
August 2024, Volume 74, Issue 3
- 272-291 The Fiscal Policy - Inequality Nexus in Developing and Advanced Economies: Difference-Based Policy Insights
by Van Bon Nquyen - 292-312 Optimal Working Capital Management and Stock Returns: Evidence from European Listed Firms
by Tiago Coelho & Célia Oliveira & Ines Lisboa - 313-341 Effect of Climate Policy Uncertainty on the Relationship between Investor Sentiment and Metals and Mining Industry Index Returns: Time-Varying Granger Causality Approach
by Ecenur Ugurlu-Yildrim & Ozge Dinc-Cavlak - 342-365 Hedging Extreme Risk of Wheat in Semiparametric CVaR Portfolios with Commodities
by Dejan Zivkov & Sanja Loncar & Biljana Stankov
May 2024, Volume 74, Issue 2
- 142-190 Multi-Horizon Equity Returns Predictability via Machine Learning
by Lenka Nechvatalova - 191-220 The Nexus between Economic Freedom and Economic Growth in the Least Developed Countries. An Empirical Analysis for the Period of 2000-2021
by Antonio Afonso & M. Carmen Blanco-Arana - 221-254 Fiscal Consolidation under Market’s Scrutiny: How Government Communication Affects Bond Yields
by Josef Sveda & Jaromir Baxa & Adam Gersl - 221-254 Technology and Skill Demand: Labor Market Polarization in European Countries
by Martin Labaj & Matej Vitalos
March 2024, Volume 74, Issue 1
- 2-42 Practical Macrofinancial Stability Analysis: A Prototype Semistructural Model
by Jaromir Benes & Tomas Motl & David Vavra - 43-72 Easier Said than Done: Predicting Downside Risks to House Prices in Croatia
by Tihana Skrinjaric & Maja Sabol - 73-104 CEO Duality and Bank Tax Avoidance: The Moderating Role of Risk Committees - An International Evidence
by Mohammed Baba Yahaya & Elaine Yen Nee Oon & Ruzita Jusoh - 105-140 Regime-Dependent Effects of Uncertainty Shocks. A Markov-Switching Approach for Central Eastern European Countries
by Georgiana Plesa
December 2023, Volume 73, Issue 4
- 330-350 Tax News: Evidence from Google Searches and News Coverage
by Svatopluk Kapounek & Jolana Stejskalova - 351-374 Determinants of Public Investments in the EU Countries. Role and Importance of Fiscal Rules
by Rafal Chmura - 375-391 Corporate Structure Complexity and Cost of Debt
by Hong-Hanh Thi Huynh & Hoang-Long Phan - 392-412 Multiscale Tail Risk Interdependence between Precious Metals
by Dejan Zivkov & Marina Gajic-Glamoclija & Dajana Ercegovac & Igor Lavrnic
October 2023, Volume 73, Issue 3
- 220-250 The Impact of Loan Payment Deferral on Indebted Households and Financial Stability during the Covid-19 Pandemic: Survey Results from Slovakia
by Martin Cesnak & Andrej Cupak & Ján Klacso & Martin Suster - 251-276 Beauty and Productivity in Academic Publishing
by Kseniya Bortnikova - 277-302 Forecasting Base Metal Prices with an International Stock Index
by Pablo Pincheira-Brown & Nicolás Hardy & Cristobal Henrriquez & Ignacio Tapia & Andrea Bentancor - 303-327 Investigating the Causality between Bank Profitability and Economic Growth: Evidence from Central and Eastern Europe
by Mihail Petkovski & Jordan Kjosevski & Aleksandar Stojkov & Katerina Bartasek Petkovska
June 2023, Volume 73, Issue 2
- 106-133 Dynamic Conditional Systemic Risk Measures
by Deyan Radev - 134-161 Is There an Asymmetric Effect Between the Exchange Rate and the Gross Domestic Product of Southeastern European Countries?
by Safet Kurtovic & Nehat Maxhuni & Blerim Halili & Flakron Shala - 162-188 Voters’ Awareness as a Determinant of Political Budget Cycles: Evidence from Selected European Economies
by Milutin Jesic & Aleksandra Prasceevic - 189-217 The Asymmetric Effects of the Interest Rate on the Bitcoin Price
by Nezir Köse & Emre Ünal
January 2023, Volume 73, Issue 1
- 2-23 The Effect of the U.S. Quantitative Easing on the Term Structure. A Spatial Panel Model Approach
by Alejandro Almedia & Antonio A. Golpe & Juan Manuel Martin & José Carlos Vides - 24-55 Forecasting VIX with Stock and Oil Prices
by Hung-Hsi Huang & Yi-Ru Lin - 56-80 Confirmation of T+35 Failures-To-Deliver Cycles: Evidence from GameStop Corp
by Daniel Pastorek & Michal Drabek & Peter Albrecht - 81-103 How to Reduce Extreme Risk of the U.S. Tourism Indices? - Minimum-CVaR Portfolio Approach
by Dejan Zivkov & Bojana Kovacevic-Berlekovic & Dušan Kicovic & Jasmina Duraskovic
December 2022, Volume 72, Issue 4
- 296-327 Better Environmental Value Using Public Procurement: Evidence from Visegrad Group Countries
by Peter Nemec & Robert Stefko & Matus Kubak - 328-355 Stock Markets Reaction to COVID-19: Evidence from Time-Varying Cointegration, Leveraged Bootstrap Causality and Event Analysis
by Chien-Chiang Lee & Godwin Olasehinde-Williams & Ifedola Olanipekun - 356-381 Corporate Governance and Dividend Payments. An Evidence from ASEAN-5
by Tahir Akhtar - 382-420 Was a One Hour Adjustment in Georgian Public Sector Working Hours ‘Family Friendly’ and Did It Increase Female Labor Participation?
by William Appleman & Levan Bezhanishvili & Zurab Abramishvili
September 2022, Volume 72, Issue 3
- 200-221 Are There Barriers to Funding Female Entrepreneurs in MENA Countries?
by Imene Berguiga & Philippe Adair - 222-241 Business Groups and Herding Behavior during the COVID-19 Pandemic
by Joao Paulo Vieito & Christian Espinosa-Mendez & Carlos Maquieira - 242-264 Central Bank Digital Currency in Brazil
by Joao Manoel Pinho De Mello & Isabella Kanczuk-Alfaro - 265-293 Why Do Consumers Purchase Further Financial Services? Application of the Theory of Planned Behaviour
by Andrzej R. Stopczynski & Marika Ziemba
June 2022, Volume 72, Issue 2
- 104-123 Contagious Defaults in Interbank Networks
by Ali Elminejad - 124-149 Predicting Stock Returns and Volatility in BRICS Countries during a Pandemic: Evidence from the Novel Wild Bootstrap Likelihood Ratio Approach
by Oktay Özkan & Godwin Olasehinde-Williams & Ifedola Olanipekun - 150-171 Least Weighted Squares Quantiles Reveal How Competitiveness Contributes to Tourism Performance
by Jan Kalina & Petra Vidnerová - 172-196 What Drives Small Business Crowdfunding? Impact of Macroeconomic and Financial Factors
by Emil Adamek & Jan Janku
March 2022, Volume 72, Issue 1
- 2-29 Regional Determinants of Housing Prices in the Czech Republic
by Roman Kalabiska & Michal Hlavacek - 30-49 Does Education Affect Environmental Pollution? An Empirical Analysis of the Environmental Kuznets Curve
by Cigdem Borke Tunali - 50-70 Energy Commodity Price Risk Minimization with Precious Metals in a Multivariate Portfolio
by Dejan Zivkov & Jelena Damnjanovic & Natasa Papic-Blagojevic - 71-101 Financial Revenues, Financial Leverage, Debt Maturity, Uncertainty and the Underinvestment Problem
by Abdul Majid Nasir & Rozaimah Zainudin & Aidil Rizal Shahrin
December 2021, Volume 71, Issue 4
- 268-281 Corporate Governance of Financial Stability
by Zdenek Tuma - 282-305 Role Swap: When the Follower Leads and the Leader Follows
by Jan Libich & Martin Machacek & Dat Thanh Nguyen - 306-322 Asymmetric Effects of Long and Short Selling Positions: Evidence from US Stock Markets
by Kwaku Boafo Baidoo - 323-351 Forecast-Augmented Credit-to-GDP Gap as an Early Warning Indicator of Banking Crises
by Adam Geršl & Thomas Mitterling
November 2021, Volume 71, Issue 3
- 202-202 Guest Editors’ Introduction to the Special Issue
by Eduard Baumöhl & Tomáš Výrost - 203-219 Automation, Digitalization, and Income Inequality in Europe
by Pauline Fiedler & Jarko Fidrmuc & Fabian Reck - 220-244 Automation and Labor Demand: The Role of Different Types of Robotic Applications
by Martin Labaj & Matej Vitalos - 245-266 Ricardians in the European Union: The Role of Fiscal Rules
by Matej Boor
October 2021, Volume 71, Issue 2
- 96-118 A Simulation Model for Risk and Pricing Competition in the Retail Lending Market
by Blazej Kochanski - 119-143 Multinational Banks and the Drivers of Cross-Border Contagion
by Deyan Radev - 144-177 Who Fears the Far Right? Aggregate and Firm-Level Evidence from Three Western European Stock Markets
by Pedro L. Angosto-Fernández & Victoria Ferrández-Serrano - 178-200 Measuring Downside Risk in Portfolios with Bitcoin
by Dejan Živkov & Slavica Manic & Jasmina Duraskovic & Dejan Viduka
June 2021, Volume 71, Issue 1
- 2-32 Czech Kurzarbeit: First Evidence from the First Pandemic Wave
by Stepan Jurajda & Pavla Dolezelova - 33-51 Testing the Properties of Financial Analysts’ Predictions of Future Spot Exchange Rates (Example of CZK/EUR)
by Martin Mandel & Jan Vejmelek - 52-79 On the Applicability of Dynamic Factor Models for Forecasting Real GDP Growth in Armenia
by Karen Poghosyan & Ruben Poghosyan - 80-94 Maximising the Chances of Success in Reward Crowdfunding
by Tomas Stofa & Michal Soltes
December 2020, Volume 70, Issue 6
- 488-520 Income Inequality and the Distributional Effects of Monetary Policy: The Role of Financial Heterogeneity
by Boris Fišera - 521-540 Credit Crunch or Loan Demand Shortage: What Is the Problem with the SMEs’ Financing?
by M. Belén Guercio & Lisana B. Martinez & Aurelio F. Bariviera & Valeria Scherger - 541-565 The Heterogeneous Nature of FDI in Central and Eastern Europe. Impact of the Entry Mode on the Host Country’s Economic Growth
by Marcin Humanicki & Krzysztof Olszewski - 566-588 The Effect of Oil Price Uncertainty on Industrial Production in the Major European Economies - Methodologies Based on the Bayesian Approach
by Dejan Zivkov & Jelena Damnjanovic & Jasmina Duraskovic
November 2020, Volume 70, Issue 5
- 386-406 Two-Stage Asset Allocation with Data Envelopment Analysis: The Case of Emerging Markets
by José Luis Miralles-Quiros & María Mar Miralles-Quiros & Jose Manuel Nogueira - 407-430 Looking for Alternatives in Times of Market Stress: A Tail Dependence between the European Stock Markets and Bitcoin, Gold and Fine Wine Market
by Blanka Let & Karolina Siemaszkiewicz - 431-460 Households Expectations and Investing in Safe and Risky Financial Assets
by Silvo Dajcman - 461-486 Inflation Uncertainty and Output Growth - Evidence from the Asia-Pacific Countries Based on the Multiscale Bayesian Quantile Inference
by Dejan Zivkov & Marina Gajic-Glamoclija & Jelena Kovacevic & Sanja Loncar
October 2020, Volume 70, Issue 4
- 312-331 Types of FDI and Determinants of Affiliate Size: the Classification Makes the Difference
by Michael Moritz & Veronika Hecht & Patricia Noska & Johannes Schaffler - 332-349 Inadequate Stock Price Reactions; Evidence from Prague Stock Exchange
by Lukas Marek & Ludek Benada - 350-372 Determinants of Polish Co-operative Banks’ Financial Liquidity in the Post-Crisis Perspective
by Radoslaw Ciukaj & Krzysztof Kil - 373-384 Asymmetric Effects of Firm Investment Determinants: Evidence from Post-Transformation Economies
by Klara Bakova & Svatopluk Kapounek
September 2020, Volume 70, Issue 3
- 216-243 Public Pension Expenditure in the New EU Member States: A Panel Data Approach
by Lorena Skuflic & Mira Krpan & Ana Pavkovic - 244-261 Are Funding of Pensions and Economic Growth Directly Linked? New Empirical Results for Some OECD Countries
by Gaetano Carmeci & Pietro Cavallini & Giovanni Millo - 262-280 What Determines the Price to Book Ratio in the European Banking Sector
by Roberto Ercegovac & Mario Pecaric & Ivica Klinac - 281-307 The Impact of EU Accession on Farm Production in the Czech Republic: A Synthetic Control Method Approach
by Matej Opatrny
August 2020, Volume 70, Issue 2
- 96-120 Explaining Corporate Credit Default Rates with Sector Level Detail
by Lubomira Gertler & Kristina Janovicova-Bognarova & Lukas Majer - 121-144 Cryptocurrency Market Efficiency: Evidence from Wavelet Analysis
by Jarko Fidrmuc & Svatopluk Kapounek & Frederik Junge - 145-171 Should They Stay or Should They Go? CEO Appointments and Performance in a Transitional Economy
by Katarzyna Byrka-Kita & Mateusz Czerwinski & Stephen P. Ferris & Agnieszka Pres-Perepeczo & Tomasz Wisniewski - 172-212 Impact of Multinational Enterprises on Competition, Productivity and Trade Spillovers across European Firms
by Jan Hanousek & Evzen Kocenda & Pavla Vozárová
February 2020, Volume 70, Issue 1
- 2-25 Risk-Taking Channel and Its Non-Linearities: The Case of an Emerging Market Economy
by Tomasz Chmielewski & Tomasz Lyziak & Ewa Stanislawska - 26-41 Performance Ratios for Selecting International Portfolios: A Comparative Analysis Using Stock Market Indices in the Euro Area
by Jose Soares Da Fonseca - 42-69 Measurement of Volatility Spillovers and Asymmetric Connectedness on Commodity and Equity Markets
by Tereza Palanska - 70-93 European Banks’ Legal Provisions and Financial Crises: The Influence of Corporate Governance and Institutional Environment
by Jorge Gallud Cano & Felix J.Lopez-Iturriaga & Oscar Lopez-De-Foronda Perez
December 2019, Volume 69, Issue 6
- 510-537 The Effect of Currency Board Arrangements on Inflation Performance in Transition Countries before and during the Global Financial Crisis
by Selena Begovic & Nick Adnett & Geoff Pugh - 538-557 The Use of Leasing in Financially Constrained Firms: An Analysis for European SMEs
by Ana Mol-Gomez-Vazquez & Gines Hernandez-Canovas & Johanna Köeter-Kant - 558-579 Modeling Credit Losses for Multiple Loan Portfolios
by Petr Gapko & Martin Smid - 580-599 Bidirectional Nexus between Inflation and Inflation Uncertainty in the Asian Emerging Markets – The GARCH-in-Mean Approach
by Dejan Zivkov & Slavica Manic & Jasmina Duraskovic & Jelena Kovacevic
October 2019, Volume 69, Issue 5
- 416-439 Key Determinants of the Net Interest Margin of EU Banks in the Zero Lower Bound of Interest Rates
by Petr Hanzlik & Petr Teply - 440-462 Behavioural Attention to Financial Indicators: Evidence from Google Trends Data
by Jolana Stejskalova - 463-488 Sequential Gibbs Particle Filter Algorithm with Applications to Stochastic Volatility and Jumps Estimation
by Jiri Witzany & Milan Ficura - 489-507 The Effect of Deregulation on Firm Leverage and Strategic Behavior: Evidence from U.S. Electricity Industry
by An-Sing Chen & Pham Tuan Anh
August 2019, Volume 69, Issue 4
- 324-341 Isolated Islands or Communicating Vessels? – Bitcoin Price and Volume Spillovers Across Cryptocurrency Platforms
by Agata Kliber & Katarzyna Wlosik - 342-365 Is Lending by Polish Cooperative Banks Procyclical?
by Christophe Godlewski & Dorota Skala & Laurent Weill - 366-383 Mean-Variance Portfolio Optimization of Energy Stocks Supported with Second Order Stochastic Dominance Efficiency
by Celal Barkan Guran & Umut Ugurlu & Oktay Tas - 384-414 Revisiting Seasonality in Overnight and Daytime Returns in the U.S. Equity Markets: Mean-Variance, Sharpe Ratio and Stochastic Dominance Approaches
by Joao Dionísio Monteiro & Ernesto Raúl Ferreira
June 2019, Volume 69, Issue 3
- 238-252 Forecasting ECB Policy Rates with Different Monetary Policy Rules
by Ansgar Belke & Jens Klose - 253-274 Access to Credit and Growth of Firms
by Michal Brzozowski - 275-297 What Drives the Distributional Dynamics of Client Interest Rates on Consumer Loans in the Czech Republic?
by Václav Brož & Michal Hlavácek - 298-321 Dependence Structure of Volatility and Illiquidity on Vienna and Warsaw Stock Exchanges
by Henryk Gurgul & Robert Syrek
April 2019, Volume 69, Issue 2
- 122-148 Financial Variables in a Policy Rule: Does It Bring Macroeconomic Benefits?
by Jan Žácek - 149-173 News Releases, Credit Rating Announcements, and Anti-Crisis Measures as Determinants of Sovereign Bond Spreads in the Peripheral Euro-Area Countries
by Wojciech Grabowski & Ewa Stawasz-Grabowska - 149-210 Pension Reforms and Adverse Demographics: Options for the Czech Republic
by Martin Štepánek - 211-235 Multiscale Volatility Transmission and Portfolio Construction Between the Baltic Stock Markets
by Jasmina Ðuraškovic & Slavica Manic & Dejan Živkov
February 2019, Volume 69, Issue 1
- 2-36 The Czech Government Yield Curve Decomposition at the Lower Bound
by Michal Dvorák & Zlatuše Komárková & Adam Kucera - 37-75 Earnings Stability and Peer Company Selection for Multiple Based Indirect Valuation
by Karel Janda - 76-94 The Impact of EU Funds on Regional Economic Growth of the Czech Republic
by Filip Hruza & Stanislav Volcík & Jan Žácek - 95-119 What Wavelet-Based Quantiles Can Suggest about the Stocks-Bond Interaction in the Emerging East Asian Economies?
by Jovan Njegic & Milica Stankovic & Dejan Živkov
December 2018, Volume 68, Issue 6
- 519-539 Inflation Targeting and Variability of Money Market Interest Rates Under a Zero Lower Bound
by Karel Bruna & Quang Van Tran - 537-549 An Exchange Rate Floor as an Instrument of Monetary Policy: An Ex-Post Assessment of the Czech Experience
by Jan Bruha & Jaromir Tonner - 550-577 Estimating the Effective Lower Bound on the Czech National Bank’s Policy Rate
by Dominika Kolcunova & Tomas Havranek - 578-599 Expectations and Central Banks' Forecasts: The Experience of Chile, Colombia, Mexico, Peru and the United Kingdom, 2004 – 2014
by Carlos R. Barrera Chaupis
October 2018, Volume 68, Issue 5
- 416-441 The Halo Effect in Banking: Evidence from Local Markets
by Lukasz Kozlowski - 442-459 Banking Crises and Reversals in Financial Reforms
by Petar Stankov - 460-490 Empirical Panel Analysis of Non-performing Loans in the Czech Republic. What are their Determinants and How Strong is their Impact on the Real Economy?
by Mihail Petkovski & Jordan Kjosevski & Kiril Jovanovski - 491-512 What Multiscale Approach Can Tell About the Nexus Between Exchange Rate and Stocks in the Major Emerging Markets?
by Dejan Zivkov & Suzana Balaban & Jasmina Djuraskovic
September 2018, Volume 68, Issue 4
- 320-350 Individual, Systematic and Systemic Risks in the Danish Banking Sector
by Johannes K. Dreyer & Peter A. Schmid & Victoria Zugrav - 351-373 Successful Crowdfunding Campaigns: The Role of Project Specifics, Competition and Founders’ Experience
by Jan Janku & Zuzana Kucerova - 374-398 Country Risk and Expected Returns Across Global Equity Markets
by Adam Zaremba - 399-414 Optimal Fiscal Policy in the Presence of VAT Evasion: The Case of Bulgaria
by Aleksandar Vasilev
July 2018, Volume 68, Issue 3
- 202-244 Effects of Macroprudential Policy on Systemic Risk and Bank Risk Taking
by Alin-Marius Andries & Florentina Melnic & Simona Nistor - 245-267 Trick or Treat? The Effect of IMF Programmes on Mobilising FDI in CESEE Countries
by Marijana Andrijic & Tajana Barbic - 268-293 Effects of Macroeconomic Indicators on the Financial Markets Interrelations
by Anna Czapkiewicz & Pawel Jamer & Joanna Landmesser - 294-317 Has CEFTA Increased Members’ Mutual Trade? Evidence with an Enlarged Set of Plausibly Exogenous Instruments
by Marjan Petreski
April 2018, Volume 68, Issue 2
- 100-119 Euro Area Sovereign Yields and the Power of Unconventional Monetary Policy
by Antonio Afonso & Mina Kazemi - 120-143 Firm-Level and Institutional Determinants of Corporate Capital Structure in Poland: New Evidence from the Warsaw Stock Exchange
by Christopher A. Hartwell & Anna P. Malinowska - 144-164 The Value Added Tax Incidence – the Case of the Book Market in CEE Countries
by Arkadiusz Bernal - 165-199 IPOs in the U.S. from 2005 to 2015: Using the Spline Regression Technique to Estimate Aggregate Issuance and Performance
by Muhammad Zubair Mumtaz & Zachary Alexander Smith
February 2018, Volume 68, Issue 1
- 2-17 Does the Clarity of Monetary Policy Reports Reduce Volatility in Financial Markets?
by Ales Bulir & Martin Cihak & David-Jan Jansen - 18-33 Who Gains More Power in the EU after Brexit?
by Agnieszka Szczypinska - 34-70 Religion, Corporate Governance, and Executive Compensation
by Ales Cornanic & Jiri Novak & Jan Sarapatka - 71-98 Is There Seasonality in Traded and Non-Traded Period Returns in the US Equity Market? A Multiple Structural Change Approach
by Joao Dionisio Monteiro & Jose Luis Miralles-Quiros & Jose Ramos Pires Manso
October 2017, Volume 67, Issue 6
- 462-491 The Time Dimension of the Links Between Loss Given Default and the Macroeconomy
by Tomas Konecny & Jakub Seidler & Aelta Belyaeva & Konstantin Belyaev - 492-511 Role of Foreign Capital in Stability of Banking Sectors in CESEE Countries
by Malgorzata Iwanicz-Drozdowska & Pawel Smaga & Bartosz Witkowski - 512-538 Mutual Funds: Does the Performance Erosion Effect Exist? Evidence from the Czech Republic, Hungary and Poland
by Dariusz Filip - 539-577 Quantifying the Effects of the CNB's Exchange Rate Commitment: A Synthetic Control Method Approach
by Matej Opatrny
October 2017, Volume 67, Issue 5
- 372-395 The Impact of Institutional Quality on Bank Lending Activity: Evidence from Bayesian Model Averaging
by Svatopluk Kapounek - 396-422 Construction of Commodity Portfolio and Its Hedge Effectiveness Gauging – Revisiting DCC Models
by Vera Mirovic & Dejan Zivkov & Jovan Njegic - 423-438 Self-selection Bias and the Listing Status of Target Firms: Value Effects in the Spanish Market
by Jose E. Farinos & Begona Herrero & Miguel A. Latorre - 439-459 Analysis of Variance in Household Financial Portfolio Choice: Evidence from Spain
by F. J. Callado-Munoz & J. Gonzalez-Chapela & N. Utrero-Gonzalez
August 2017, Volume 67, Issue 4
- 277-299 Leverage Ratio and its Impact on the Resilience of the Banking Sector and Efficiency of Macroprudential Policy
by Lukas Pfeiffer & Libor Holub & Zdenek Pithart & Martin Hodula - 300-317 Volatility Dynamics of Precious Metals: Evidence from Russia
by Berna Kirkulak-Uludag & Zorikto Lkhamazhapov - 318-341 Does the Amount and Time of Recapitalization Affect the Profitability of Commercial Banks?
by Matej Tomec & Timotej Jagric - 342-369 The Impact of Minimum Return Guarantees on Management of Mandatory Pension Funds in Croatia
by Petar Pierre Matek & Masa Galic
June 2017, Volume 67, Issue 3
- 166-198 Linkages Between Equity and Global Food Markets: New Evidence from Including Structural Changes
by Mofleh Alshogeathri & Jamel Jouini - 199-220 An Empirical Analysis of Relationships between the Forward Exchange Rates and Present and Future Spot Exchange Rates Example of CZK/USD and CZK/EUR
by Josef Arlt & Martin Mandel - 221-249 Disentangling the Relationship between News Media and Consumers' Inflation Sentiment: the Case of Croatia
by Ivana Lolic & Petar Soric & Mirjana Cizmesija - 250-275 Comovements of Stock Markets between Turkey and Global Countries
by Sema Bayraktar & Thomas C. Chiang
April 2017, Volume 67, Issue 2
- 80-103 Determinants of Capital Structure: Family Businesses versus Non-Family Firms
by Miguel Angel Acedo-Ramirez & Juan Carlos Ayala Calvo & Ernesto Navarrete-Martinez - 104-118 Liquidity Networks in Banking
by Eda Orhun - 119-139 Credit Rationing in Greece During and After the Financial Crisis
by Petr Korab & Jitka Pomenkova - 140-164 The Self-Selection of Workers to the Formal and Informal in Transition Economies: Evidence from Tajikistan
by Peter Huber & Ulugbek Rahimov
March 2017, Volume 67, Issue 1
- 2-14 What Determines the Current Account: Intratemporal versus Intertemporal Factors
by Piotr Dybka & Michal Rubaszek - 15-38 Systemic Risk in Financial Risk Regulation
by Tomas Cipra & Radek Hendrych - 39-52 How Jumps Affect Liquidity? The Evidence from Poland
by Barbara Bedowska-Sojka - 53-78 Corporate Governance Quality and a Firm’s Adaptation to Competitive Threats
by Jan Kurzeja & Jiri Novak
December 2016, Volume 66, Issue 6
- 478-509 The Russian Stock Market during the Ukrainian Crisis: A Network Perspective
by Harald Schmidbauer & Angi Rösch & Erhan Uluceviz & Narod Erkol - 510-538 On the Reliability of a Credit Default Swap Contract during the EMU Debt Crisis
by Petra Buzkova & Milos Kopa - 539-564 Forecasting with a Random Walk
by Pablo M. Pincheira & Carlos A. Medel - 565-574 Multi-Period Structural Model of a Mortgage Portfolio with Cointegrated Factors
by Petr Gapko & Martin Smid
October 2016, Volume 66, Issue 5
- 372-373 Editorial to the Special Issue on Emerging Market Finance and Institutional Investors
by Michael Frommel - 374-404 US Dollar Carry Trades in the Era of "Cheap Money"
by Ali Shehadeh & Peter Erdos & Youwei Li & Michael Moore - 405-425 Impact of US Macroeconomic News Announcements on Intraday Causalities on Selected European Stock Markets
by Henryk Gurgul & Lukaz Lach & Tomasz Wojtowicz - 426-452 The Role of the Real Exchange Rate in Credit Growth in Central and Eastern European Countries: A Bank-Level Analysis
by Michael Frommel & Murat Midilic - 453-475 Forecasting Exchange Rate Volatility: The Case of the Czech Republic, Hungary and Poland
by Stefan Lyocsa & Peter Molnar & Igor Fedorko
August 2016, Volume 66, Issue 4
- 278-301 Estimating Stochastic Volatility and Jumps Using High-Frequency Data and Bayesian Methods
by Milan Ficura & Jiri Witzany - 302-321 Credit Spreads and the Links between the Financial and Real Sectors in a Small Open Economy: The Case of the Czech Republic
by Tomas Konecny & Oxana Babecka-Kucharcukova - 322-353 Did Investors Seeking Short Exposure Move to the CDS Market after the 2011 Short-Sale Bans in European Financial Stocks?
by Paulo Pereira da Silva - 354-369 Demand for Food Away from Home in Slovakia
by Andrej Cupak & Jan Pokrivcak & Marian Rizov
June 2016, Volume 66, Issue 3
- 182-206 Which Came First, the Chicken or the Egg? Banks and Firms on Local Banking Markets
by Krzysztof Jackowicz & Lukasz Kozlowski - 207-235 The Great Recession in the Non-EMU Visegrád Countries: A Nonlinear DSGE Model with Time-Varying Parameters
by Stanislav Tvrz & Osvald Vasicek - 236-262 Trade in Parts and Components across Europe
by Richard Frensch & Jan Hanousek & Evzen Kocenda - 263-276 European Government Bond Market Contagion in Turbulent Times
by Pilar Abad & Helena Chulia
April 2016, Volume 66, Issue 2
- 96-112 Stock Market Co-Movement at the Disaggregated Level: Individual Stock Integration
by Dogus EMIN - 113-139 IPO Cycles in Central and Eastern Europe: What Factors Drive these Cycles?
by Polona Peterle & Ales S. Berk - 140-160 Estimating Probability of Informed Trading on the Bucharest Stock Exchange
by Cosmin Octavian Cepoi & Filip Mihai Toma - 161-180 Manager Characteristics and Manager-Replacement: How Is Pension Fund Performance Affected?
by Mercedes Alda
February 2016, Volume 66, Issue 1
- 2-31 Real and Financial Sector Studies in Central and Eastern Europe: A Review
by RNuket Kirci Cevik & Sel Dibooglu & Ali M. Kutan - 32-49 Liquidity Stress Testing with Second-Round Effects: Application to the Czech Banking Sector
by Adam Gersl & Zlatuse Komarkova & Lubos Komarek - 50-69 The Nexus Between Systemic Risk and Sovereign Crises
by Tomas Klinger & Petr Teply - 70-94 Separating Winners from Losers: Composite Indicators Based on Fundamentals in the European Context
by Borja Amor-Tapia & Maria T. Tascon
December 2015, Volume 65, Issue 6
- 432-454 Do Central Bank Forecasts Matter for Professional Forecasters?
by Jacek Kotlowski - 455-476 The Impact of Monetary Policy on Financing of Czech Firms
by Ruslan Aliyev & Dana Hajkova & Ivana Kubicova - 477-498 Bidirectional Volatility Spillover Effect between the Exchange Rate and Stocks in the Presence of Structural Breaks in Selected Eastern European Economies
by Dejan Zivkov & Jovan Njegic & Ivan Milenkovic - 499-523 Youth Self-Employment in Households Receiving Remittances in the Republic of Macedonia
by Marjan Petreski & Nikica Mojsoska-Blazevski
October 2015, Volume 65, Issue 5
- 362-376 Benefit-Retirement Age Schedules and Redistribution in Public Pension Systems
by Andras Simonovits - 377-390 A Cross-Country Analysis of Monetary Policy Effects on Prices
by Bruno Coric & Lena Malesevic Perovic & Vladimir Simic - 391-410 Monetary Policy and Exchange Rate Dynamics: The Exchange Rate as a Shock Absorber
by Volha Audzei & Frantisek Brazdik - 411-430 Central and Eastern European Stock Exchanges under Stress: A Range-Based Volatility Spillover Framework
by Sercan Demiralay & Selcuk Bayraci
August 2015, Volume 65, Issue 4
- 272-289 Propagation of Shocks to Food and Energy Prices: A Cross-Country Analysis
by Michael Pedersen - 290-306 Exchange Rate Pass-Through in Central and Eastern Europe: A Panel Bayesian VAR Approach
by Valeriu Nalban - 307-335 Signaling by Underpricing the Initial Public Offerings of Primary Listings in an Emerging Market
by Ales Cornanic & Jiri Novak - 336-359 From Financial Integration to Sudden Stops? New Evidence from EU Transition Countries
by Tomislav Globan
May 2015, Volume 65, Issue 3
- 192-210 Labor Tax Harmonization in a Multi-Country Model
by Matus Senaj & Milan Vyskrabka - 211-229 Determinants of Export Performance: Comparison of Central European and Baltic Firms
by Andrej Cieslik & Anna Michalek & Jan Jakub Michalek & Jerzy Mycielski - 254-270 International Dependence and Contagion across Asset Classes: The Case of Poland
by Michal Adam & Piotr Banbula & Michal Markun
March 2015, Volume 65, Issue 2
- 106-126 Interactions of Unconventional Monetary Policy Measures with the Euro Area Yield Curve
by Lubomira Gertler
April 2015, Volume 65, Issue 2
- 106-126 Systemic Sovereign Risk and Asset Prices: Evidence from the CDS Market, Stressed European Economies and Nonlinear Causality Tests
by Nicholas Apergis & Ahdi Noomen Ajmi - 144-166 Systemic Sovereign Risk and Asset Prices: Evidence from the CDS Market, Stressed European Economies and Nonlinear Causality Tests
by Antonio Blanco-Oliver & Ana Irimia-Dieguez & María Oliver-Alfonso & Nicholas Wilson