Details about Evzen Kocenda

Access statistics for papers by Evzen Kocenda.

Last updated 2009-11-09. Update your information in the RePEc Author Service.

Short-id: pko58

Working Papers

2009

1. Intraday Price Discovery in Emerging European Stock Markets
   CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economic Institute, Prague
2. Public investment and growth in New EU member states: an overview
   Departemental Working Papers, Department of Economics University of Milan Italy
3. State Ownership and Control in the Czech Republic
   CESifo Working Paper Series, CESifo Group Munich

2008

4. 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
   See also Journal Article in Journal of Financial Stability (2009)

2007

5. 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
6. 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

7. 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

8. 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
9. 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
10. 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
11. Pilgrims to Eurozone: How Far, How Fast
    Departmental Working Papers, Bilkent University, Department of Economics View citations

2004

12. 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)
13. 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
14. Instability in Exchange Rates of the World Leading Currencies: Implications of a Spatial Competition Model among Central Banks (Currencies, Competition, and Clans)
    Macroeconomics, EconWPA
15. 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
16. 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)

2003

17. An Alternative to the BDS Test: Integration Across The Correlation Integral
    Econometrics, EconWPA
    See also Journal Article in Econometric Reviews (2001)
18. 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
19. Ownership and Firm Performance After Large-Scale Privatization
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economic Institute, Prague (2003) View citations
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Stephen M. Ross Business School (2003) View citations

2002

20. 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)
21. 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

22. Disparities of Exchange Rates in CEE Countries
    International Finance, EconWPA
23. 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

24. 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

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

1998

26. 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

27. 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
28. 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

2009

1. Divestitures, privatization and corporate performance in emerging markets
   The Economics of Transition, 2009, 17, (1), 43-73 View citations
2. The reaction of asset prices to macroeconomic announcements in new EU markets: Evidence from intraday data
   Journal of Financial Stability, 2009, 5, (2), 199-219
   See also Working Paper (2008)

2008

3. CONTROL POTENTIAL OF THE STATE IN PRIVATIZED FIRMS
   Politická ekonomie, 2008, 2008, (4)
4. Currencies, competition, and clans
   Journal of Policy Modeling, 2008, 30, (6), 1115-1132
5. Fiscal convergence in the European Union
   The North American Journal of Economics and Finance, 2008, 19, (3), 319-330
6. Potential of the state to control privatized firms
   Economic Change and Restructuring, 2008, 41, (2), 167-186 View citations

2007

7. EXISTENCE OF THE LEARNING PROCESS AT A PROXY STOCK MARKET
   Politická ekonomie, 2007, 2007, (3)
8. Interdependence between Eastern and Western European stock markets: Evidence from intraday data
   Economic Systems, 2007, 31, (2), 184-203 View citations
9. Origin and concentration
   The Economics of Transition, 2007, 15, (1), 1-31
10. 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

11. BREAKUPS, PRIVATIZATION AND FIRMS" PERFORMANCE
    Politická ekonomie, 2006, 2006, (4), 467-489
12. Credit-Scoring Methods (in English)
    Czech Journal of Economics and Finance (Finance a uver), 2006, 56, (3-4), 152-167
13. Exchange rate volatility and regime change: A Visegrad comparison
    Journal of Comparative Economics, 2006, 34, (4), 727-753 View citations
14. Pilgrims to the Eurozone: How far, how fast?
    Economic Systems, 2006, 30, (4), 311-327 View citations
15. Structural changes in Central and Eastern European economies: breaking news or breaking the ice?
    Economic Change and Restructuring, 2006, 39, (1), 85-103

2005

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

2003

17. PERFORMANCE OF CZECH VOUCHER-PRIVATIZED FIRMS
    Prague Economic Papers, 2003, 2003, (2)
18. The impact of Czech mass privatisation on corporate governance
    Journal of Economic Studies, 2003, 30, (3/4), 278-293 View citations

2002

19. DEVELOPMENT OF CZECH FIRMS DURING TRANSITION: AN OVERVIEW
    Politická ekonomie, 2002, 2002, (4)
20. FIRM OWNERSHIP STRUCTURES: DYNAMIC DEVELOPMENT
    Prague Economic Papers, 2002, 2002, (3) View citations

2001

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

2000

24. A Test of Nonlinear Dependencies
    Politická ekonomie, 2000, 2000, (6)
25. RESIDUAL STATE PROPERTY AND OWNERSHIP RIGHTS
    Politická ekonomie, 2000, 2000, (3)

1998

26. Discrepancy between Exchange Rate Regime and Monetary Policy
    Politická ekonomie, 1998, 1998, (5)

1997

27. CONDITIONAL VARIANCE AND FLUCTUATION BAND
    Prague Economic Papers, 1997, 1997, (4)
28. Inflation Convergence within the European Union: A Panel Data Analysis
    International Journal of Finance & Economics, 1997, 2, (3), 189-98 View citations
29. Inflation and Exchange Rate Mechanism
    Politická ekonomie, 1997, 1997, (5)