Details about Petr Jakubík

Access statistics for papers by Petr Jakubík.

Last updated 2013-05-16. Update your information in the RePEc Author Service.

Short-id: pja172

Working Papers

2012

1. Bank Stress Tests as an Information Device for Emerging Markets: The Case of Russia
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
   Also in BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition (2012) View citations (1)
2. Dynamic Stress Testing: The Framework for Testing Banking Sector Resilience Used by the Czech National Bank
   Working Papers, Czech National Bank, Research Department View citations (1)
3. Monetary Conditions and Banks' Behaviour in the Czech Republic
   Working Papers, Czech National Bank, Research Department

2011

4. Dopady změn parametrů pojištění vkladů v roce 2008
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
5. Household Balance Sheets and Economic Crisis
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
6. Households’ response to economic crisis
   BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition

2010

7. Adverse Feedback Loop in the Bank-Based Financial Systems
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
8. Relationship Lending in the Czech Republic
   Working Papers, Czech National Bank, Research Department
9. Relationship Lending, Firms’ Behaviour and Credit Risk: Evidence from the Czech Republic
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (1)

2009

10. The Merton Approach to Estimating Loss Given Default: Application to the Czech Republic
    Working Papers, Czech National Bank, Research Department

2008

11. Stress Testing Credit Risk: Is the Czech Republic Different from Germany?
    Working Papers, Czech National Bank, Research Department View citations (9)
12. Stress testing of the Czech banking sector
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
    See also Journal Article in Prague Economic Papers (2008)
13. The Prediction of Corporate Bankruptcy and Czech Economy’s Financial Stability through Logit Analysis
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies

2007

14. Credit Risk in the Czech Economy
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (1)
15. Execution, bankruptcy and their macroeconomic determinants / Exekuce, bankroty a jejich makroekonomické determinanty [available in Czech only]
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies

2006

16. Does Credit Risk Vary with Economic Cycles? The Case of Finland
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (5)

Journal Articles

2011

1. IMPACT OF PARAMETRIC CHANGES IN DEPOSIT INSURANCE SCHEMES IN 2008
   Politická ekonomie, 2011, 2011, (5), 659-679
2. Relationship Lending in Emerging Markets: Evidence from the Czech Republic
   Comparative Economic Studies, 2011, 53, (4), 575-596 View citations (2)
3. The JT Index as an Indicator of Financial Stability of Corporate Sector
   Prague Economic Papers, 2011, 2011, (2), 157-176 View citations (2)

2009

4. Estimating expected loss given default in an emerging market: the case of Czech Republic
   Journal of Financial Transformation, 2009, 27, 103-107 View citations (3)
5. Implied Market Loss Given Default in the Czech Republic: Structural-Model Approach
   Czech Journal of Economics and Finance (Finance a uver), 2009, 59, (1), 20-40 View citations (9)

2008

6. Stress testing of the czech banking sector
   Prague Economic Papers, 2008, 2008, (3), 195-212 View citations (2)
   See also Working Paper (2008)

2007

7. Credit Risk and the Finnish Economy
   Czech Economic Review, 2007, 1, (3), 254-285
8. Macroeconomic Environment and Credit Risk (in English)
   Czech Journal of Economics and Finance (Finance a uver), 2007, 57, (1-2), 60-78 View citations (13)

Books

2012

1. Financial Stability and Monetary Policy, vol 10
   Occasional Publications - Edited Volumes, Czech National Bank, Research Department

2009

2. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2009
   Occasional Publications - Edited Volumes, Czech National Bank, Research Department
3. CNB Economic Research Bulletin: Financial and Global Stability Issues, vol 7
   Occasional Publications - Edited Volumes, Czech National Bank, Research Department

2008

4. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2008
   Occasional Publications - Edited Volumes, Czech National Bank, Research Department

2007

5. CNB Economic Research Bulletin: Financial Stability in a Transforming Economy, vol 5
   Occasional Publications - Edited Volumes, Czech National Bank, Research Department

Chapters

2011

1. Thoughts on the proper design of macro stress tests
   A chapter in Macroprudential regulation and policy, 2011, vol. 60, pp 111-119 View citations (1)

2010

2. Procyclicality of the Financial System and Simulation of the Feedback Effect
   Chapter Thematic Article 3 in CNB Financial Stability Report 2009/2010, 2010, pp 110-119 View citations (1)

2009

3. Estimating Expected Loss Given Default
   Chapter Thematic Article 4 in CNB Financial Stability Report 2008/2009, 2009, pp 102-109 View citations (1)
4. Models of Bank Financing of Czech Corporations and Credit Risk
   Chapter Thematic Article 3 in CNB Financial Stability Report 2008/2009, 2009, pp 92-101 View citations (1)

2008

5. Scoring as an Indicator of Financial Stability
   Chapter Thematic Article 2 in CNB Financial Stability Report 2007, 2008, pp 76-85

2007

6. Credit Risk and Stress Testing of the Banking Sector of the Czech Republic
   Chapter Thematic Article 1 in CNB Financial Stability Report 2006, 2007, pp 57-68 View citations (2)

2006

7. Macroeconomic Credit Risk Model
   Chapter Thematic Article 2 in CNB Financial Stability Report 2005, 2006, pp 84-92