Details about Evžen Kočenda

E-mail:
Homepage:	http://kocenda.fsv.cuni.cz
Phone:	(+420) 222112321
Postal address:	Institute of Economic Studies Charles University Opletalova 26 110 00 Prague Czech Republic
Workplace:	Institut ekonomických studií (Institute of Economic Studies), Univerzita Karlova v Praze (Charles University), (more information at EDIRC) Ústav teorie informace a automatizace (ÚTIA) (Institute of Information Theory and Automation), Akademie věd České Republiky (Academy of Sciences), (more information at EDIRC)

Access statistics for papers by Evžen Kočenda.

Last updated 2023-02-06. Update your information in the RePEc Author Service.

Short-id: pko58

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Working Papers

2022

1. ECB monetary policy and commodity prices
   FFA Working Papers, Prague University of Economics and Business
   Also in Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2020)
   See also Journal Article in Review of International Economics (2023)
2. Financial Impact of Trust and Institutional Quality around the World
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
3. How Firms Survive in European Emerging Markets: A Survey
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
   See also Journal Article in Eastern European Economics (2022)
4. Macroeconomic Implications of Oil-Price Shocks to Emerging Economies: A Markov Regime-Switching Approach
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
   Also in FFA Working Papers, Prague University of Economics and Business (2022)
5. Macroeconomic Responses of Emerging Market Economies to Oil Price Shocks: An Analysis by Region and Resource Profile
   FFA Working Papers, Prague University of Economics and Business
   Also in Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2020)
   See also Journal Article in Economic Systems (2022)
6. Yield Curve Dynamics and Fiscal Policy Shocks
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (2)

2021

7. Bank Survival Around the World A Meta‐Analytic Review
   CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University View citations (3)
   Also in Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2021) View citations (3)
   See also Journal Article in Journal of Economic Surveys (2022)
8. Distressed Acquisitions Evidence from European Emerging Markets
   RRC Working Paper Series, Russian Research Center, Institute of Economic Research, Hitotsubashi University View citations (2)
   Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2020) View citations (1)
   CESifo Working Paper Series, CESifo (2021) View citations (2)
   See also Journal Article in Journal of Comparative Economics (2021)
9. Does the Spillover Index Respond Significantly to Systemic Shocks? A Bootstrap-Based Probabilistic Analysis
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
   Also in Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2019)
10. Institutions, Financial Development, and Small Business Survival: Evidence from European Emerging Markets
    CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University View citations (5)
    Also in CESifo Working Paper Series, CESifo (2020)
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2020) View citations (2)
    See also Journal Article in Small Business Economics (2022)
11. Media Treatment of Monetary Policy Surprises and Their Impact on Firms' and Consumers' Expectations
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
12. Mortgage-Related Bank Penalties and Systemic Risk among U.S. Banks
    CESifo Working Paper Series, CESifo
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2020)
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2019)
    See also Journal Article in Journal of International Money and Finance (2022)
13. Selective Attention in Exchange Rate Forecasting
    CESifo Working Paper Series, CESifo View citations (2)
    Also in Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2020)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2020)
    See also Journal Article in Journal of Behavioral Finance (2022)

2020

14. Bank Survival in Central and Eastern Europe
    KIER Working Papers, Kyoto University, Institute of Economic Research View citations (8)
    Also in Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) (2019) View citations (2)
    Discussion Paper Series, Institute of Economic Research, Hitotsubashi University (2018) View citations (1)
    See also Journal Article in International Review of Economics & Finance (2020)
15. Financial Crime and Punishment: A Meta-Analysis
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
16. Impact of Multinational Enterprises on Competition, Productivity and Trade Spillovers across European Firms
    KIER Working Papers, Kyoto University, Institute of Economic Research
    See also Journal Article in Czech Journal of Economics and Finance (Finance a uver) (2020)
17. Nowcasting Real GDP Growth: Comparison between Old and New EU Countries
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (1)
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2018) View citations (1)
    See also Journal Article in Eastern European Economics (2020)

2019

18. Firm survival in new EU member states
    Working and Discussion Papers, Research Department, National Bank of Slovakia View citations (2)
    Also in CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University (2017) View citations (1)
    See also Journal Article in Economic Systems (2020)
19. Institutions and determinants of firm survival in European emerging markets
    Working and Discussion Papers, Research Department, National Bank of Slovakia View citations (21)
    Also in CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University (2018) View citations (2)
    See also Journal Article in Journal of Corporate Finance (2019)
20. Total, Asymmetric and Frequency Connectedness Between Oil and Forex Markets
    CESifo Working Paper Series, CESifo View citations (12)
    Also in Papers, arXiv.org (2019) View citations (25)
    See also Journal Article in The Energy Journal (2019)

2018

21. Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis
    CESifo Working Paper Series, CESifo View citations (8)
    Also in Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2016) View citations (1)
    See also Journal Article in Economic Systems (2018)
22. Survival of Service Firms in European Emerging Economies
    CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University View citations (1)
    See also Journal Article in Applied Economics Letters (2020)

2017

23. Are some owners better than others in Czech privatized firms? Even meta-analysis can't make us perfectly sure
    CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University View citations (11)
    Also in Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) (2017) View citations (15)
    See also Journal Article in Economic Systems (2017)
24. Asymmetric volatility connectedness on the forex market
    KIER Working Papers, Kyoto University, Institute of Economic Research View citations (81)
    Also in Papers, arXiv.org (2016) View citations (2)
    See also Journal Article in Journal of International Money and Finance (2017)
25. Dynamics and Factors of Inflation Convergence in the European Union
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
    See also Journal Article in Journal of International Money and Finance (2018)
26. Exchange Rate Co-movements, Hedging and Volatility Spillovers in New EU Forex Markets
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (2)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2019)
27. Export sophistication: A dynamic panel data approach
    Working Papers, Central Bank of the Republic of Armenia View citations (2)
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2017) View citations (4)
    See also Journal Article in Emerging Markets Finance and Trade (2018)
28. Financial Stability in Europe: Banking and Sovereign Risk
    CESifo Working Paper Series, CESifo
    See also Journal Article in Journal of Financial Stability (2018)
29. HORIZONTAL CROWDING-OUT VERSUS VERTICAL SYNERGIES UNDER THE MNE PRESENCE
    Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences
    Also in CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague (2017)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017)
30. Networks of Volatility Spillovers among Stock Markets
    CESifo Working Paper Series, CESifo
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2016) View citations (2)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2018)
31. Survey of volatility and spillovers on financial markets
    Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies)
    See also Journal Article in Prague Economic Papers (2018)
32. The Impact of Monetary Strategies on Inflation Persistence
    CESifo Working Paper Series, CESifo View citations (2)
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2016) View citations (2)
    See also Journal Article in International Journal of Central Banking (2018)

2016

33. Determinants of export sophistication: Evidence from Monte Carlo simulations
    Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies)
    Also in Working Papers, Central Bank of the Republic of Armenia (2007) View citations (1)
    See also Journal Article in Emerging Markets Finance and Trade (2018)
34. FDI and Ownership in Czech Firms: Pre- and Post-crisis Efficiency
    KIER Working Papers, Kyoto University, Institute of Economic Research
35. Trade in parts and components across Europe
    KIER Working Papers, Kyoto University, Institute of Economic Research View citations (6)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) View citations (1)
    See also Journal Article in Czech Journal of Economics and Finance (Finance a uver) (2016)

2015

36. Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility Spillover
    CESifo Working Paper Series, CESifo View citations (7)
    Also in FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2014) View citations (3)
    Papers, arXiv.org (2014) View citations (7)
    See also Journal Article in Journal of Financial Markets (2016)
37. Corporate Efficiency in Europe
    Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) View citations (31)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) View citations (31)
    See also Journal Article in Journal of Corporate Finance (2015)
38. Gold, Oil, and Stocks: Dynamic Correlations
    CESifo Working Paper Series, CESifo View citations (4)
    Also in FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2014)
    Papers, arXiv.org (2014) View citations (12)
    See also Journal Article in International Review of Economics & Finance (2016)
39. Volatility spillovers across petroleum markets
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan View citations (49)
    Also in Papers, arXiv.org (2014) View citations (1)
    See also Journal Article in The Energy Journal (2015)

2014

40. The impact of macro news and central bank communication on emerging European forex markets
    Post-Print, HAL View citations (15)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2012) View citations (1)
    CESifo Working Paper Series, CESifo (2013) View citations (5)
    See also Journal Article in Economic Systems (2014)

2013

41. Factors of trade in Europe
    Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) View citations (1)
    See also Journal Article in Economic Systems (2014)
42. Incomplete Specialization and Trade in Parts and Components
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan View citations (8)
    Also in FIW Working Paper series, FIW (2012) View citations (1)
    Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) (2012) View citations (3)
43. Price Jump Indicators: Stock Market Empirics During the Crisis
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan View citations (3)
44. Price Jumps on European Stock Markets
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan View citations (2)
    See also Journal Article in Borsa Istanbul Review (2014)
45. Short- and Long-term Growth Effects of Exchange Rate Adjustment
    Post-Print, HAL View citations (1)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2012) View citations (1)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2013) View citations (7)
    Post-Print, HAL (2012)
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2012) View citations (1)
    See also Journal Article in Review of International Economics (2013)
46. Specialization, gravity, and European trade in final goods
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan View citations (4)
    Also in Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) (2012) View citations (6)

2012

47. Firm Efficiency: Domestic Owners, Coalitions, and FDI
    CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague View citations (17)
    Also in Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) (2011) View citations (1)
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2011) View citations (2)
    See also Journal Article in Economic Systems (2012)
48. Incomplete Specialization and Offshoring across Europe
    CESifo Working Paper Series, CESifo View citations (2)
49. Short-Term and Long-Term Growth Effects of Exchange Rate Adjustment
    CESifo Working Paper Series, CESifo View citations (1)
50. Technological Innovation in New European Union Markets
    Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) View citations (22)
    See also Journal Article in Emerging Markets Finance and Trade (2012)

2011

51. Default Predictors in Retail Credit Scoring: Evidence from Czech Banking Data
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan View citations (11)
    Also in CESifo Working Paper Series, CESifo (2009) View citations (15)
    See also Journal Article in Emerging Markets Finance and Trade (2011)
52. Direct and Indirect Effects of FDI in Emerging European markets: A Survey and Meta-analysis
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (63)
    Also in Post-Print, HAL (2010) View citations (11)
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2010) View citations (7)
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2010) View citations (13)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010) View citations (6)
    Post-Print, HAL (2011) View citations (84)
    See also Journal Article in Economic Systems (2011)
53. Divide and Privatize: Firm Break-up and Performance
    CESifo Working Paper Series, CESifo View citations (1)
    Also in Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) (2010) View citations (1)
54. The Identification of Price Jumps
    CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague View citations (6)
    See also Journal Article in Monte Carlo Methods and Applications (2012)
55. Volatility Transmission in Emerging European Foreign Exchange Markets
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan View citations (137)
    Also in CESifo Working Paper Series, CESifo (2010) View citations (5)
    See also Journal Article in Journal of Banking & Finance (2011)

2010

56. Foreign News and Spillovers in Emerging European Stock Markets
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan View citations (3)
    Also in CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague (2009) View citations (4)
    See also Journal Article in Review of International Economics (2011)
57. Public Investment and Fiscal Performance in New EU Member States
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan View citations (3)
    See also Journal Article in Fiscal Studies (2011)
58. Technological Imitation and Innovation in New European Union Markets
    CESifo Working Paper Series, CESifo View citations (8)

2009

59. Effects of privatization and ownership in transition economies
    Policy Research Working Paper Series, The World Bank View citations (289)
    See also Journal Article in Journal of Economic Literature (2009)
60. State Ownership and Control in the Czech Republic
    CESifo Working Paper Series, CESifo View citations (2)
    See also Journal Article in Economic Change and Restructuring (2012)

2008

61. 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 - Economics Institute, Prague View citations (8)
    See also Journal Article in Journal of Financial Stability (2009)

2007

62. Macroeconomic Sources of Foreign Exchange Risk in New EU Members
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan View citations (6)
    See also Journal Article in Journal of Banking & Finance (2009)
63. 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 View citations (3)
    See also Journal Article in Empirical Economics (2011)

2006

64. Foreign Exchange Risk Premium Determinants: Case of Armenia
    CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague View citations (1)
    Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2006) View citations (1)
    See also Journal Article in Emerging Markets Finance and Trade (2008)

2005

65. 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 View citations (8)
    See also Journal Article in Economic Systems (2007)
66. Learning by Bidding: Evidence from a Large-Scale Natural Experiment
    CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague
    See also Journal Article in The Economics of Transition (2011)
67. Origin and Concentration: Corporate Ownership, Control and Performance
    CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague View citations (28)
    See also Journal Article in The Economics of Transition (2007)
68. Pilgrims to Eurozone: How Far, How Fast
    Working Papers, Department of Economics, Bilkent University View citations (10)
    Also in CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague (2005) View citations (11)
    See also Journal Article in Economic Systems (2006)

2004

69. Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power
    Econometrics, University Library of Munich, Germany View citations (2)
    Also in CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague (2004) View citations (2)
70. 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
    Also in Macroeconomics, University Library of Munich, Germany (2004)
    See also Journal Article in Journal of Policy Modeling (2008)
71. Ownership, Control and Corporate Performance After Large-Scale Privatization
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan View citations (12)
    Also in Microeconomics, University Library of Munich, Germany (2004) View citations (8)
72. Spinoffs, Privatization and Corporate Performance in Emerging Markets
    Microeconomics, University Library of Munich, Germany View citations (1)
    Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2004) View citations (1)
    See also Journal Article in The Economics of Transition (2009)

2003

73. An Alternative to the BDS Test: Integration Across The Correlation Integral
    Econometrics, University Library of Munich, Germany
    Also in MPRA Paper, University Library of Munich, Germany (1996) View citations (1)
    See also Journal Article in Econometric Reviews (2001)
74. 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 View citations (9)
    See also Journal Article in Journal of Comparative Economics (2006)
75. Ownership and Firm Performance After Large-Scale Privatization
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (15)
    Also in CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague (2003) View citations (12)
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2002) View citations (21)
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2003) View citations (17)

2002

76. Development of Ownership Structure and its Effect on Performance: Czech Firms from Mass Privatisation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
    Also in CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague (2001)
    Econometrics, University Library of Munich, Germany (2002) View citations (2)

2001

77. Detecting Structural Breaks: Exchange Rates in Transition Economies
    Development and Comp Systems, University Library of Munich, Germany
    Also in CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague (1999) View citations (3)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2000) View citations (1)
    See also Journal Article in Economic Systems (2005)
78. Disparities of Exchange Rates in CEE Countries
    International Finance, University Library of Munich, Germany
79. Secondary Privatization in the Czech Republic: Changes in Ownership and Enterprise Performance in Voucher-Privatized Firms
    CASE Network Reports, CASE-Center for Social and Economic Research View citations (4)
    See also Journal Article in Prague Economic Papers (2002)
80. The Paradox of Czech Crusaders: Will They Ever Learn the Corruption Lesson? (Corruption and Anticorruption in the Czech Republic)
    CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague
    Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2000)
    Public Economics, University Library of Munich, Germany (2001)
    See also Journal Article in Emerging Markets Review (2001)

1999

81. Limited Macroeconomic Convergence in Transition Countries
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
    See also Journal Article in Journal of Comparative Economics (2001)
82. Residual State Property in the Czech Republic
    MPRA Paper, University Library of Munich, Germany View citations (33)
    See also Journal Article in Eastern European Economics (1999)

1998

83. Accession and Real Exchange Movements: A Comparison
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan
84. Exchange rate in transition
    MPRA Paper, University Library of Munich, Germany View citations (2)

1997

85. Czech Money Market: Emerging Links Among Interest Rates
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan View citations (1)
86. The Czech Crown's Volatility Under Modified Exchange Regimes
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan
    See also Journal Article in The Economics of Transition (1998)

1996

87. Inflation Convergence Within the European Union: A Panel Data Analysis
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article in International Journal of Finance & Economics (1997)

1995

88. Volatility of a Seemingly Fixed Exchange Rate
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article in Eastern European Economics (1996)

Journal Articles

2023

1. ECB monetary policy and commodity prices
   Review of International Economics, 2023, 31, (1), 274-304
   See also Working Paper (2022)

2022

2. Bank survival around the world: A meta‐analytic review
   Journal of Economic Surveys, 2022, 36, (1), 108-156 View citations (2)
   See also Working Paper (2021)
3. Estimation of green bond premiums On the Chinese secondary market
   Politická ekonomie, 2022, 2022, (6), 684-710
4. How Firms Survive in European Emerging Markets: A Survey
   Eastern European Economics, 2022, 60, (5), 393-417
   See also Working Paper (2022)
5. Institutions, financial development, and small business survival: evidence from European emerging markets
   Small Business Economics, 2022, 58, (3), 1261-1283
   See also Working Paper (2021)
6. Macroeconomic responses of emerging market economies to oil price shocks: An analysis by region and resource profile
   Economic Systems, 2022, 46, (3)
   See also Working Paper (2022)
7. Mortgage-related bank penalties and systemic risk among U.S. banks
   Journal of International Money and Finance, 2022, 122, (C)
   See also Working Paper (2021)
8. Selective Attention in Exchange Rate Forecasting
   Journal of Behavioral Finance, 2022, 23, (2), 210-229
   See also Working Paper (2021)

2021

9. Distressed acquisitions: Evidence from European emerging markets
   Journal of Comparative Economics, 2021, 49, (4), 962-990 View citations (2)
   See also Working Paper (2021)

2020

10. Bank survival in Central and Eastern Europe
    International Review of Economics & Finance, 2020, 69, (C), 860-878 View citations (10)
    See also Working Paper (2020)
11. Firm survival in new EU member states
    Economic Systems, 2020, 44, (1) View citations (13)
    See also Working Paper (2019)
12. Impact of Multinational Enterprises on Competition, Productivity and Trade Spillovers across European Firms
    Czech Journal of Economics and Finance (Finance a uver), 2020, 70, (2), 172-212
    See also Working Paper (2020)
13. Nowcasting Real GDP Growth: Comparison between Old and New EU Countries
    Eastern European Economics, 2020, 58, (3), 197-220 View citations (1)
    See also Working Paper (2020)
14. Survival of service firms in European emerging economies
    Applied Economics Letters, 2020, 27, (4), 340-348 View citations (15)
    See also Working Paper (2018)

2019

15. Exchange rate comovements, hedging and volatility spillovers on new EU forex markets
    Journal of International Financial Markets, Institutions and Money, 2019, 58, (C), 42-64 View citations (24)
    See also Working Paper (2017)
16. Institutions and determinants of firm survival in European emerging markets
    Journal of Corporate Finance, 2019, 58, (C), 431-453 View citations (22)
    See also Working Paper (2019)
17. Privatization, Firms and Ownership
    ifo DICE Report, 2019, 17, (03), 13-16 View citations (1)
18. Total, Asymmetric and Frequency Connectedness between Oil and Forex Markets
    The Energy Journal, 2019, Volume 40, (Special Issue) View citations (25)
    See also Working Paper (2019)

2018

19. Bankovní sektor a státní riziko v Evropské unii
    (Banking Sector and Sovereign Risk in Euroepan Union)
    Politická ekonomie, 2018, 2018, (3), 366-383
20. Dynamics and factors of inflation convergence in the European union
    Journal of International Money and Finance, 2018, 86, (C), 93-111 View citations (9)
    See also Working Paper (2017)
21. Export Sophistication: A Dynamic Panel Data Approach
    Emerging Markets Finance and Trade, 2018, 54, (12), 2799-2814 View citations (9)
    See also Working Paper (2016)
    Working Paper (2017)
22. Financial stability in Europe: Banking and sovereign risk
    Journal of Financial Stability, 2018, 36, (C), 305-321 View citations (24)
    See also Working Paper (2017)
23. Intraday effect of news on emerging European forex markets: An event study analysis
    Economic Systems, 2018, 42, (4), 597-615 View citations (10)
    See also Working Paper (2018)
24. Networks of volatility spillovers among stock markets
    Physica A: Statistical Mechanics and its Applications, 2018, 490, (C), 1555-1574 View citations (27)
    See also Working Paper (2017)
25. Survey of Volatility and Spillovers on Financial Markets
    Prague Economic Papers, 2018, 2018, (3), 293-305 View citations (1)
    See also Working Paper (2017)
26. The Impact of Monetary Strategies on Inflation Persistence
    International Journal of Central Banking, 2018, 14, (4), 229-274 View citations (8)
    See also Working Paper (2017)

2017

27. Are some owners better than others in Czech privatized firms? Even meta-analysis can’t make us perfectly sure
    Economic Systems, 2017, 41, (4), 537-568 View citations (15)
    See also Working Paper (2017)
28. Asymmetric volatility connectedness on the forex market
    Journal of International Money and Finance, 2017, 77, (C), 39-56 View citations (81)
    See also Working Paper (2017)
29. Dopady vlastnické struktury, firemních charakteristik a krize na efektivitu českých podniků
    (Impact of Ownership Type, Firm Characteristics and Crisis on Efficiency of the Czech Firms)
    Politická ekonomie, 2017, 2017, (1), 3-25
30. VLIV PŘÍMÝCH ZAHRANIČNÍCH INVESTIC NA DODAVATELSKÉ VZTAHY A POSTAVENÍ DOMÁCÍCH VÝROBCŮ MEZIPRODUKTŮ
    (FDI's Impact on Inter-industry Interactions among Domestic Suppliers of Intermediate Goods)
    Politická ekonomie, 2017, 2017, (4), 391-409

2016

31. Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers
    Journal of Financial Markets, 2016, 27, (C), 55-78 View citations (104)
    See also Working Paper (2015)
32. Gold, oil, and stocks: Dynamic correlations
    International Review of Economics & Finance, 2016, 42, (C), 186-201 View citations (53)
    See also Working Paper (2015)
33. Shluková analýza skoků na kapitálových trzích
    (Cluster Analysis of Jumps on Capital Markets)
    Politická ekonomie, 2016, 2016, (2), 127-144
34. Trade in Parts and Components across Europe
    Czech Journal of Economics and Finance (Finance a uver), 2016, 66, (3), 236-262 View citations (3)
    See also Working Paper (2016)

2015

35. Corporate efficiency in Europe
    Journal of Corporate Finance, 2015, 32, (C), 24-40 View citations (23)
    See also Working Paper (2015)
36. Determinanty evropského zahraničního obchodu: instituce, kultura, infrastruktura a geografie
    (Determinants of the European Trade: Institutions, Culture, Infrastructure and Geography)
    Politická ekonomie, 2015, 2015, (5), 624-640
37. Volatility Spillovers Across Petroleum Markets
    The Energy Journal, 2015, Volume 36, (Number 3) View citations (48)
    See also Working Paper (2015)

2014

38. Efektivita evropských firem
    (Efficiency of European Firms)
    Politická ekonomie, 2014, 2014, (3), 303-322
39. Factors of trade in Europe
    Economic Systems, 2014, 38, (4), 518-535 View citations (14)
    See also Working Paper (2013)
40. Price jumps on European stock markets
    Borsa Istanbul Review, 2014, 14, (1), 10-22 View citations (8)
    See also Working Paper (2013)
41. The impact of macro news and central bank communication on emerging European forex markets
    Economic Systems, 2014, 38, (1), 73-88 View citations (26)
    See also Working Paper (2014)

2013

42. Obchod s fiskálními statky v Evropské unii: Analýza za pomoci gravitačního modelu
    (Trade with Final Goods in European Union: A Gravity Model Approach)
    Politická ekonomie, 2013, 2013, (6), 715-734 View citations (1)
43. Short- and Long-term Growth Effects of Exchange Rate Adjustment
    Review of International Economics, 2013, 21, (1), 137-150 View citations (7)
    See also Working Paper (2013)

2012

44. Firemní efektivita: vliv vlastnických struktur a finančních ukazatelů
    (Corporate Efficiency: Effect of Ownership Structures and Financial Indicators)
    Politická ekonomie, 2012, 2012, (4), 459-483 View citations (2)
45. Firm break-up and performance
    Economics of Governance, 2012, 13, (2), 121-143 View citations (10)
46. Firm efficiency: Domestic owners, coalitions, and FDI
    Economic Systems, 2012, 36, (4), 471-486 View citations (18)
    See also Working Paper (2012)
47. State ownership and control in the Czech Republic
    Economic Change and Restructuring, 2012, 45, (3), 157-191 View citations (18)
    See also Working Paper (2009)
48. Technological Innovation in New EU Markets
    Emerging Markets Finance and Trade, 2012, 48, (5), 48-65
    See also Working Paper (2012)
49. The identification of price jumps
    Monte Carlo Methods and Applications, 2012, 18, (1), 53-77 View citations (10)
    See also Working Paper (2011)

2011

50. Default Predictors in Retail Credit Scoring: Evidence from Czech Banking Data
    Emerging Markets Finance and Trade, 2011, 47, (6), 80-98 View citations (10)
    See also Working Paper (2011)
51. Direct and indirect effects of FDI in emerging European markets: A survey and meta-analysis
    Economic Systems, 2011, 35, (3), 301-322 View citations (76)
    See also Working Paper (2011)
52. Foreign News and Spillovers in Emerging European Stock Markets
    Review of International Economics, 2011, 19, (1), 170-188 View citations (65)
    See also Working Paper (2010)
53. Learning by investing
    The Economics of Transition, 2011, 19, (1), 125-149 View citations (1)
    See also Working Paper (2005)
54. Public Investment and Fiscal Performance in the New EU Member States
    Fiscal Studies, 2011, 32, (1), 43-71 View citations (11)
    See also Working Paper (2010)
55. Rozsah integrovaného státního vlastnictví a vliv firemní kontroly na výkonnost českých podniků
    (Extent of the Integrated State Ownership and Effect of the State Control on Performance of Czech Firms)
    Politická ekonomie, 2011, 2011, (1), 82-104 View citations (3)
56. Time-varying synchronization of European stock markets
    Empirical Economics, 2011, 40, (2), 393-407 View citations (25)
    See also Working Paper (2007)
57. Vazba korupce a hospodářské svobody na veřejné finance a investice nových členů EU
    (Corruption and Economic Freedom Links to Public Finance and Investment in New EU Members)
    Politická ekonomie, 2011, 2011, (3), 310-328
58. Vliv rozdělení českých podniků na ziskovost a produktivitu
    (Effect of the Czech Firms Break-Up on their Profitability and Productivity)
    Politická ekonomie, 2011, 2011, (5), 579-598
59. Volatility transmission in emerging European foreign exchange markets
    Journal of Banking & Finance, 2011, 35, (11), 2829-2841 View citations (130)
    See also Working Paper (2011)

2010

60. Corporate Philanthropy in the Czech and Slovak Republics
    Czech Journal of Economics and Finance (Finance a uver), 2010, 60, (2), 102-121 View citations (3)
61. Erratum to "Currencies, competition, and clans" [J. Policy Model. 30 (2008) 1115-1132]
    Journal of Policy Modeling, 2010, 32, (3), 432-432
62. Exchange Rate Risk in Central European Countries
    Czech Journal of Economics and Finance (Finance a uver), 2010, 60, (1), 22-39 View citations (5)
63. Vliv vnitrodenních makroekonomických zpráv na akciové trhy nových států EU
    (Effect of Intraday Information Flow on the Emerging European Stock Markets)
    Politická ekonomie, 2010, 2010, (4), 435-457

2009

64. Divestitures, privatization and corporate performance in emerging markets
    The Economics of Transition, 2009, 17, (1), 43-73 View citations (18)
    See also Working Paper (2004)
65. Macroeconomic sources of foreign exchange risk in new EU members
    Journal of Banking & Finance, 2009, 33, (11), 2164-2173 View citations (25)
    See also Working Paper (2007)
66. The Effects of Privatization and Ownership in Transition Economies
    Journal of Economic Literature, 2009, 47, (3), 699-728 View citations (282)
    See also Working Paper (2009)
67. 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 View citations (65)
    See also Working Paper (2008)

2008

68. Bond Market Emergence
    Journal of Emerging Market Finance, 2008, 7, (2), 141-168 View citations (1)
69. Currencies, competition, and clans
    Journal of Policy Modeling, 2008, 30, (6), 1115-1132 View citations (2)
    See also Working Paper (2004)
70. Fiscal convergence in the European Union
    The North American Journal of Economics and Finance, 2008, 19, (3), 319-330 View citations (33)
71. Kontrolní potenciál státu nad zprivatizovanými podniky
    (Control potential of the state in privatized firms)
    Politická ekonomie, 2008, 2008, (4), 467-483 View citations (1)
72. Modeling Foreign Exchange Risk Premium in Armenia
    Emerging Markets Finance and Trade, 2008, 44, (1), 41-61 View citations (14)
    See also Working Paper (2006)
73. Potential of the state to control privatized firms
    Economic Change and Restructuring, 2008, 41, (2), 167-186 View citations (12)

2007

74. Existence procesu učení na umělém akciovém trhu
    (Existence of the learning process at a proxy stock market)
    Politická ekonomie, 2007, 2007, (3)
75. Interdependence between Eastern and Western European stock markets: Evidence from intraday data
    Economic Systems, 2007, 31, (2), 184-203 View citations (84)
    See also Working Paper (2005)
76. Origin and concentration
    The Economics of Transition, 2007, 15, (1), 1-31 View citations (8)
    See also Working Paper (2005)
77. 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 View citations (21)

2006

78. Credit-Scoring Methods (in English)
    Czech Journal of Economics and Finance (Finance a uver), 2006, 56, (3-4), 152-167 View citations (9)
79. Exchange rate volatility and regime change: A Visegrad comparison
    Journal of Comparative Economics, 2006, 34, (4), 727-753 View citations (62)
    See also Working Paper (2003)
80. Pilgrims to the Eurozone: How far, how fast?
    Economic Systems, 2006, 30, (4), 311-327 View citations (57)
    See also Working Paper (2005)
81. Rozdělení, privatizace podniků a jejich výkonnost
    (Breakups, privatization and firms" performance)
    Politická ekonomie, 2006, 2006, (4), 467-489
82. Structural changes in Central and Eastern European economies: breaking news or breaking the ice?
    Economic Change and Restructuring, 2006, 39, (1), 85-103 View citations (9)

2005

83. Beware of breaks in exchange rates: Evidence from European transition countries
    Economic Systems, 2005, 29, (3), 307-324 View citations (15)
    See also Working Paper (2001)
84. Optimal Range for the iid Test Based on Integration Across the Correlation Integral
    Econometric Reviews, 2005, 24, (3), 265-296 View citations (5)

2003

85. Performance of czech voucher-privatized firms
    Prague Economic Papers, 2003, 2003, (2), 121-130 View citations (5)

2002

86. Firm ownership structures: dynamic development
    Prague Economic Papers, 2002, 2002, (3), 255-268 View citations (18)
    See also Working Paper (2001)
87. Vývoj českých podniků v období transformace: stručný přehled
    (Development of czech firms during transition: an overview)
    Politická ekonomie, 2002, 2002, (4)

2001

88. AN ALTERNATIVE TO THE BDS TEST: INTEGRATION ACROSS THE CORRELATION INTEGRAL
    Econometric Reviews, 2001, 20, (3), 337-351 View citations (6)
    See also Working Paper (2003)
89. Macroeconomic Convergence in Transition Countries
    Journal of Comparative Economics, 2001, 29, (1), 1-23 View citations (72)
    See also Working Paper (1999)
90. State of corruption in transition: case of the Czech Republic
    Emerging Markets Review, 2001, 2, (2), 138-160 View citations (26)
    See also Working Paper (2001)
91. Transition and Convergence in Central and Eastern Europe
    Czech Journal of Economics and Finance (Finance a uver), 2001, 51, (4), 234-248

2000

92. Exchange Rates and Monetary Measures
    Czech Journal of Economics and Finance (Finance a uver), 2000, 50, (9), 503-511
93. International Economics - A Small Open Economy Applications
    Czech Journal of Economics and Finance (Finance a uver), 2000, 50, (9), 450-451 View citations (4)
94. Test nelineárních závislostí
    (A test of nonlinear dependencies)
    Politická ekonomie, 2000, 2000, (6)
95. Zbytkový státní majetek a vlastnická práva
    (Residual state property and ownership rights)
    Politická ekonomie, 2000, 2000, (3)

1999

96. Residual State Property in the Czech Republic
    Eastern European Economics, 1999, 37, (5), 6-35 View citations (33)
    See also Working Paper (1999)
97. Sbližování mìnových kurzù v zemích støední a východní Evropy (Convergence of Exchange Rates in Central and Eastern Europe)
    Czech Journal of Economics and Finance (Finance a uver), 1999, 49, (1), 46-58

1998

98. Altered bank and exchange volatility
    The Economics of Transition, 1998, 6, (1), 173-181 View citations (1)
    See also Working Paper (1997)
99. Discrepancy between Exchange Rate Regime and Monetary Policy
    Politická ekonomie, 1998, 1998, (5) View citations (1)
100. Integration of Emergency Equity Markets: Major Asian Players
     Korean Economic Review, 1998, 14, 99-113 View citations (10)
101. Monetární vazby na èeském mezibankovním trhu (Czech Money Market: Emerging Links Among Interest Rates)
     Czech Journal of Economics and Finance (Finance a uver), 1998, 48, (2), 99-109

1997

102. Conditional variance and fluctuation band
     Prague Economic Papers, 1997, 1997, (4)
103. Efektivnost nových kapitálových trhù: pøíklad pro støední Evropu (Emerging Capital Markets' Efficiency: an Example for the Central Europe)
     Czech Journal of Economics and Finance (Finance a uver), 1997, 47, (9), 538-547
104. Inflace a mechanismus měnových kurzů
     (Inflation and Exchange Rate Mechanism)
     Politická ekonomie, 1997, 1997, (5), 657-668
105. Inflation Convergence within the European Union: A Panel Data Analysis
     International Journal of Finance & Economics, 1997, 2, (3), 189-98 View citations (48)
     See also Working Paper (1996)
106. Sbližování tržních výnosù: paralela pro støedoevropský region (Eliminating Market Returns' Disparities: Parallel for the Central-European Region)
     Czech Journal of Economics and Finance (Finance a uver), 1997, 47, (6), 349-358

1996

107. Volatility of a Seemingly Fixed Exchange Rate
     Eastern European Economics, 1996, 34, (6), 37-67 View citations (4)
     See also Working Paper (1995)

Books

2017

1. Elements of Time Series Econometrics
   University of Chicago Press Economics Books, University of Chicago Press View citations (2)

Chapters

2014

1. Wavelet-Based Correlation Analysis of the Key Traded Assets
   Springer

2006

2. The Czech Republic: Understanding the Transition Reform
   Palgrave Macmillan

2003

3. Ownership and Performance in Transition Economies: An Overview
   Palgrave Macmillan
4. The Czech Republic: Ownership and Performance of Voucher-Privatised Firms
   Palgrave Macmillan View citations (1)