Details about Evzen Kocenda

Access statistics for papers by Evzen Kocenda.

Last updated 2008-10-05. Update your information in the RePEc Author Service.

Short-id: pko58

Working Papers

2008

1. 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 - Economic Institute, Prague

2007

2. Macroeconomic Sources of Foreign Exchange Risk in New EU Members
   William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Stephen M. Ross Business School
3. 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 Stephen M. Ross Business School

2006

4. Foreign Exchange Risk Premium Determinants: Case of Armenia
   William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Stephen M. Ross Business School
   Also in
   CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economic Institute, Prague (2006)

2005

5. 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 Stephen M. Ross Business School View citations
6. Learning by Bidding: Evidence from a Large-Scale Natural Experiment
   CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economic Institute, Prague
7. Origin and Concentration: Corporate Ownership, Control and Performance
   CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economic Institute, Prague View citations
8. Pilgrims to Eurozone: How Far, How Fast
   Departmental Working Papers, Bilkent University, Department of Economics View citations

2004

9. 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 - Economic Institute, Prague
   Also in
   Econometrics, EconWPA (2004)
10. 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 Stephen M. Ross Business School
11. Instability in Exchange Rates of the World Leading Currencies: Implications of a Spatial Competition Model among Central Banks (Currencies, Competition, and Clans)
    Macroeconomics, EconWPA
12. Ownership, Control and Corporate Performance After Large-Scale Privatization
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Stephen M. Ross Business School View citations
    Also in
    Microeconomics, EconWPA (2004) View citations
13. Spinoffs, Privatization and Corporate Performance in Emerging Markets
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Stephen M. Ross Business School
    Also in
    Microeconomics, EconWPA (2004) View citations

2003

14. An Alternative to the BDS Test: Integration Across The Correlation Integral
    Econometrics, EconWPA
    See Also Journal Article in Econometric Reviews (2001)
15. 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 Stephen M. Ross Business School View citations
16. Ownership and Firm Performance After Large-Scale Privatization
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Stephen M. Ross Business School (2003) View citations
    CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economic Institute, Prague (2003) View citations

2002

17. Development of Ownership Structure and its Effect on Performance: Czech Firms from Mass Privatisation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    Also in
    Econometrics, EconWPA (2002)
    CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economic Institute, Prague (2001)
18. The Effects of Ownership Forms and Concentration on Firm Performance after Large-Scale Privatization
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Stephen M. Ross Business School View citations

2001

19. Disparities of Exchange Rates in CEE Countries
    International Finance, EconWPA
20. The Paradox of Czech Crusaders: Will They Ever Learn the Corruption Lesson? (Corruption and Anticorruption in the Czech Republic)
    Public Economics, EconWPA
    Also in
    CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economic Institute, Prague (2001)

2000

21. Corruption and Anticorruption in the Czech Republic
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Stephen M. Ross Business School

1999

22. Detecting Structural Breaks: Exchange Rates in Transition Economies
    Working Papers, Commission of the EEC - Ecofin, Country Studies View citations

1998

23. Accession and Real Exchange Movements: A Comparison
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Stephen M. Ross Business School

1997

24. Czech Money Market: Emerging Links Among Interest Rates
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Stephen M. Ross Business School View citations
25. The Czech Crown's Volatility Under Modified Exchange Regimes
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Stephen M. Ross Business School

Journal Articles

2008

1. Potential of the state to control privatized firms
   Economic Change and Restructuring, 2008, 41, (2), 167-186

2007

2. Interdependence between Eastern and Western European stock markets: Evidence from intraday data
   Economic Systems, 2007, 31, (2), 184-203 View citations
3. Origin and concentration
   The Economics of Transition, 2007, 15, (1), 1-31
4. The Banking Sector in New EU Member Countries: A Sectoral Financial Flows Analysis (in English)
   Czech Journal of Economics and Finance (Finance a uver), 2007, 57, (5-6), 200-224

2006

5. Credit-Scoring Methods (in English)
   Czech Journal of Economics and Finance (Finance a uver), 2006, 56, (3-4), 152-167
6. Exchange rate volatility and regime change: A Visegrad comparison
   Journal of Comparative Economics, 2006, 34, (4), 727-753 View citations
7. Pilgrims to the Eurozone: How far, how fast?
   Economic Systems, 2006, 30, (4), 311-327 View citations
8. Structural changes in Central and Eastern European economies: breaking news or breaking the ice?
   Economic Change and Restructuring, 2006, 39, (1), 85-103

2005

9. Beware of breaks in exchange rates: Evidence from European transition countries
   Economic Systems, 2005, 29, (3), 307-324 View citations

2001

10. AN ALTERNATIVE TO THE BDS TEST: INTEGRATION ACROSS THE CORRELATION INTEGRAL
    Econometric Reviews, 2001, 20, (3), 337-351
    See Also Working Paper (2003)
11. Macroeconomic Convergence in Transition Countries
    Journal of Comparative Economics, 2001, 29, (1), 1-23 View citations
12. State of corruption in transition: case of the Czech Republic
    Emerging Markets Review, 2001, 2, (2), 138-160 View citations

1997

13. Inflation Convergence within the European Union: A Panel Data Analysis
    International Journal of Finance & Economics, 1997, 2, (3), 189-98 View citations