Details about Vit Bubak

Access statistics for papers by Vit Bubak.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pbu105

Working Papers

2011

1. Volatility Transmission in Emerging European Foreign Exchange Markets
   William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan View citations (167)
   Also in CESifo Working Paper Series, CESifo (2010) View citations (5)
   See also Journal Article Volatility transmission in emerging European foreign exchange markets, Journal of Banking & Finance, Elsevier (2011) View citations (144) (2011)

2010

2. Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market
   Post-Print, HAL
   Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010)
   See also Journal Article Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market, Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2010) (2010)

2008

3. Value-at-Risk on Central and Eastern European Stock Markets: An Empirical Investigation Using GARCH Models
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (1)

2006

4. The Price Impact of Stock Trades: Evidence from the Prague Stock Exchange
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies

2005

5. Trading Intensity and Intraday Volatility on the Prague Stock Exchange: Evidence from an Autoregressive Conditional Duration Model
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies

Journal Articles

2019

1. Closing the rural-urban gap in child malnutrition: Evidence from Paraguay, 1997–2012
   Economics & Human Biology, 2019, 32, (C), 1-10 View citations (5)

2011

2. Volatility transmission in emerging European foreign exchange markets
   Journal of Banking & Finance, 2011, 35, (11), 2829-2841 View citations (144)
   See also Working Paper Volatility Transmission in Emerging European Foreign Exchange Markets, William Davidson Institute Working Papers Series (2011) View citations (167) (2011)

2010

3. Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market
   Czech Economic Review, 2010, 4, (3), 295-314
   See also Working Paper Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market, Post-Print (2010) (2010)

2009

4. Distribution and Dynamics of Central-European Exchange Rates: Evidence from Intraday Data
   Czech Journal of Economics and Finance (Finance a uver), 2009, 59, (4), 334-359 View citations (10)

2006

5. Seasonality and Non-Trading Effect on Central European Stock Markets (in English)
   Czech Journal of Economics and Finance (Finance a uver), 2006, 56, (1-2), 69-79 View citations (3)
6. Trading Intensity and Intraday Volatility on the Prague Stock Exchange: Evidence from an Autoregressive Conditional Duration Model (in English)
   Czech Journal of Economics and Finance (Finance a uver), 2006, 56, (5-6), 223-245

2003

7. Informative value of firm capital structure
   Prague Economic Papers, 2003, 2003, (3), 233-248 View citations (1)