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Details about Zlatuse Komarkova

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Workplace:Česká Národní Banka (Czech National Bank), (more information at EDIRC)

Access statistics for papers by Zlatuse Komarkova.

Last updated 2020-11-23. Update your information in the RePEc Author Service.

Short-id: pko250


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Working Papers

2017

  1. Longer-term Yield Decomposition: An Analysis of the Czech Government Yield Curve
    Working Papers, Czech National Bank Downloads
    See also Journal Article in Czech Journal of Economics and Finance (Finance a uver) (2019)
    Chapter (2017)

2014

  1. Similarity and Clustering of Banks: Application to the Credit Exposures of the Czech Banking Sector
    Research and Policy Notes, Czech National Bank Downloads

2013

  1. Identification of Asset Price Misalignments on Financial Markets With Extreme Value Theory
    Working Papers, Czech National Bank Downloads
    See also Journal Article in Emerging Markets Finance and Trade (2016)

2012

  1. Integration of Chinese and Russian stock markets with world markets: National and sectoral Perspectives
    BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition Downloads
  2. Macroprudential Policy and Its Instruments in a Small EU Economy
    Research and Policy Notes, Czech National Bank Downloads View citations (6)
  3. Models for Stress Testing in the Insurance Sector
    Research and Policy Notes, Czech National Bank Downloads View citations (1)

2011

  1. Models for Stress Testing Czech Banks' Liquidity Risk
    Working Papers, Czech National Bank Downloads View citations (1)

2010

  1. Financial Integration at Times of Financial Instability
    Working Papers, Czech National Bank Downloads View citations (6)
    See also Journal Article in Czech Journal of Economics and Finance (Finance a uver) (2013)
    Chapter (2010)

2008

  1. Financial Integration of Stock Markets among New EU Member States and the Euro Area
    Economic Research Papers, University of Warwick - Department of Economics Downloads View citations (1)
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2008) Downloads View citations (2)
    Working Papers, Czech National Bank (2007) Downloads View citations (13)

    See also Journal Article in Czech Journal of Economics and Finance (Finance a uver) (2007)

2005

  1. Current Account Reversals and Growth: The Direct Effect Central and Eastern Europe 1923-2000
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads View citations (1)
  2. Current Account Reversals and Growth: The Direct Effect Central and Eastern Europe 1993-2000
    Economic Research Papers, University of Warwick - Department of Economics Downloads

Journal Articles

2020

  1. A Liquidity Risk Stress-Testing Framework with Basel Liquidity Standards
    Prague Economic Papers, 2020, 2020, (3), 251-273 Downloads

2019

  1. The Czech Government Yield Curve Decomposition at the Lower Bound
    Czech Journal of Economics and Finance (Finance a uver), 2019, 69, (1), 2-36 Downloads
    See also Chapter (2017)
    Working Paper (2017)

2016

  1. Identification of Asset Price Misalignments on Financial Markets With Extreme Value Theory
    Emerging Markets Finance and Trade, 2016, 52, (11), 2595-2609 Downloads View citations (1)
    See also Working Paper (2013)
  2. Liquidity Stress Testing with Second-Round Effects: Application to the Czech Banking Sector
    Czech Journal of Economics and Finance (Finance a uver), 2016, 66, (1), 32-49 Downloads View citations (1)

2013

  1. Analysis of Sovereign Risk Market Indicators: The Case of the Czech Republic
    Czech Journal of Economics and Finance (Finance a uver), 2013, 63, (1), 5-24 Downloads View citations (6)
  2. Convergence of Returns on Chinese and Russian Stock Markets with World Markets: National and Sectoral Perspectives
    National Institute Economic Review, 2013, 223, (1), R16-R34 Downloads View citations (3)
  3. Financial Integration at Times of Financial Instability
    Czech Journal of Economics and Finance (Finance a uver), 2013, 63, (1), 25-45 Downloads View citations (11)
    See also Working Paper (2010)
    Chapter (2010)
  4. Loan Loss Provisioning in Selected European Banking Sectors: Do Banks Really Behave in a Procyclical Way?
    Czech Journal of Economics and Finance (Finance a uver), 2013, 63, (4), 308-326 Downloads View citations (9)

2011

  1. Monetary Policy in a Small Economy after Tsunami: A New Consensus on the Horizon?
    Czech Journal of Economics and Finance (Finance a uver), 2011, 61, (1), 5-33 Downloads View citations (16)

2009

  1. Liquidity Risk and Banks’ Bidding Behavior: Evidence from the Global Financial Crisis
    Czech Journal of Economics and Finance (Finance a uver), 2009, 59, (6), 577-592 Downloads View citations (6)

2007

  1. Financial Integration of Stock Markets among New EU Member States and the Euro Area
    Czech Journal of Economics and Finance (Finance a uver), 2007, 57, (7-8), 341-362 Downloads View citations (41)
    See also Working Paper (2008)
  2. Integrace devizových trhů vybraných nových členských zemí Evropské unie
    (Integration of the foreign exchange markets of the selected EU new member states)
    Politická ekonomie, 2007, 2007, (3) Downloads View citations (1)

Books

2018

  1. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2018
    Occasional Publications - Edited Volumes, Czech National Bank Downloads
  2. Interest Rates, vol 16
    Occasional Publications - Edited Volumes, Czech National Bank Downloads

2017

  1. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2017
    Occasional Publications - Edited Volumes, Czech National Bank Downloads

2016

  1. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2016
    Occasional Publications - Edited Volumes, Czech National Bank Downloads

2015

  1. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2015
    Occasional Publications - Edited Volumes, Czech National Bank Downloads

2014

  1. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2014
    Occasional Publications - Edited Volumes, Czech National Bank Downloads
  2. Macroprudential Research: Selected Issues, vol 12
    Occasional Publications - Edited Volumes, Czech National Bank Downloads
  3. Stress-Testing Analyses of the Czech Financial System, vol 12
    Occasional Publications - Edited Volumes, Czech National Bank Downloads

2013

  1. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2013
    Occasional Publications - Edited Volumes, Czech National Bank Downloads

2012

  1. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2012
    Occasional Publications - Edited Volumes, Czech National Bank Downloads

2011

  1. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2011
    Occasional Publications - Edited Volumes, Czech National Bank Downloads
  2. Macro-Financial Linkages: Theory and Applications, vol 9
    Occasional Publications - Edited Volumes, Czech National Bank Downloads

2010

  1. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2010
    Occasional Publications - Edited Volumes, Czech National Bank Downloads

2009

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

2008

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

2007

  1. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2007
    Occasional Publications - Edited Volumes, Czech National Bank Downloads

2006

  1. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2006
    Occasional Publications - Edited Volumes, Czech National Bank Downloads

Chapters

2020

  1. The Relationship between Capital and Liquidity Prudential Instruments
    Czech National Bank Downloads
  2. Vulnerable growth: Bayesian GDP-at-Risk
    Czech National Bank Downloads

2017

  1. Decomposition of the Czech government bond yield curve
    Chapter Thematic Article 3 in CNB Financial Stability Report 2016/2017, 2017, pp 125-134 Downloads
    See also Journal Article in Czech Journal of Economics and Finance (Finance a uver) (2019)
    Working Paper (2017)

2016

  1. Could the Czech Insurance Sector Be a Source of Systemic Risk?
    Chapter Thematic Article 1 in CNB Financial Stability Report 2015/2016, 2016, pp 116-126 Downloads
  2. The Relationship between Liquidity Risk and Credit Risk in The CNB's Liquidity Stress Tests
    Chapter Thematic Article 2 in CNB Financial Stability Report 2015/2016, 2016, pp 127-136 Downloads

2014

  1. Collateralization and Financial Stability
    Chapter Thematic Article 3 in CNB Financial Stability Report 2013/2014, 2014, pp 137-147 Downloads View citations (1)

2013

  1. Fiscal sustainability and financial stability
    Chapter Thematic Article 2 in CNB Financial Stability Report 2012/2013, 2013, pp 103-112 Downloads

2012

  1. How To Identify Systemically Important Financial Institutions
    Chapter Thematic Article 1 in CNB Financial Stability Report 2011/2012, 2012, pp 100-111 Downloads View citations (7)
  2. Impacts Of The Sovereign Default Crisis On The Czech Financial Sector
    Chapter Thematic Article 3 in CNB Financial Stability Report 2011/2012, 2012, pp 118-128 Downloads

2011

  1. Financial Stability, Systemic Risk and Macroprudential Policy
    Chapter Thematic Article 1 in CNB Financial Stability Report 2010/2011, 2011, pp 96-111 Downloads View citations (15)

2010

  1. Financial Integration at Times of Financial (In)Stability
    Chapter Thematic Article 2 in CNB Financial Stability Report 2009/2010, 2010, pp 102-109 Downloads View citations (2)
    See also Working Paper (2010)
    Journal Article in Czech Journal of Economics and Finance (Finance a uver) (2013)

2009

  1. Instruments for Curbing Fluctuations in Lending over the Business Cycle
    Chapter Thematic Article 1 in CNB Financial Stability Report 2008/2009, 2009, pp 72-81 Downloads View citations (8)
 
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