Details about Martin Casta
Access statistics for papers by Martin Casta.
Last updated 2025-05-17. Update your information in the RePEc Author Service.
Short-id: pas256
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Working Papers
2022
- How Credit Improves the Exchange Rate Forecast
Working Papers, Czech National Bank, Research and Statistics Department
2021
- Deriving Equity Risk Premium Using Dividend Futures
Working Papers, Czech National Bank, Research and Statistics Department 
See also Journal Article Deriving equity risk premium using dividend futures, The North American Journal of Economics and Finance, Elsevier (2022) (2022)
2020
- On the Determinants of Life and Non-Life Insurance Premiums
Working Papers, Czech National Bank, Research and Statistics Department
Journal Articles
2023
- Inflation, interest rates and the predictability of stock returns
Finance Research Letters, 2023, 58, (C)
- On the macrofinancial determinants of life and non-life insurance premiums
The Geneva Papers on Risk and Insurance - Issues and Practice, 2023, 48, (4), 760-798 View citations (1)
2022
- Deriving equity risk premium using dividend futures
The North American Journal of Economics and Finance, 2022, 60, (C) 
See also Working Paper Deriving Equity Risk Premium Using Dividend Futures, Working Papers (2021) (2021)
- Supply shocks, demand shocks and yield curve dynamics
Finance Research Letters, 2022, 50, (C)
Chapters
2024
- Identifying Supply and Demand Shocks Using Dynamic Principal Component Analysis
Springer
2020
- Vulnerable growth: Bayesian GDP-at-Risk
Czech National Bank, Research and Statistics Department
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