Details about Evžen Kočenda

E-mail:
Homepage:	https://evzenkocenda.github.io
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 2025-05-13. Update your information in the RePEc Author Service.

Short-id: pko58

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Working Papers

2025

1. Event-Driven Changes in Return Connectedness Among Cryptocurrencies
   CESifo Working Paper Series, CESifo
   Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2025)
2. Event-Driven Changes in Volatility Connectedness in Global Forex Markets
   CESifo Working Paper Series, CESifo
   See also Journal Article Event-driven changes in volatility connectedness in global forex markets, Journal of Multinational Financial Management, Elsevier (2025) (2025)
3. Firm Survival in Emerging European Markets: Impacts of COVID-19 Pandemic and Russo-Ukrainian War
   KIER Working Papers, Kyoto University, Institute of Economic Research
4. How Do Event Studies Capture Impact of Macroeconomic News in Forex Market? A meta-Analysis
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies

2024

5. Detecting Statistically Significant Changes in Connectedness: A Bootstrap-based Technique
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (2)
   Also in CESifo Working Paper Series, CESifo (2023) View citations (2)
   Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2019)
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2021)
   See also Journal Article Detecting statistically significant changes in connectedness: A bootstrap-based technique, Economic Modelling, Elsevier (2024) View citations (2) (2024)
6. Disentangling Timing Uncertainty of Event-Driven Connectedness among Oil-Based Energy Commodities
   CESifo Working Paper Series, CESifo
   Also in Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2023) View citations (1)
7. Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities
   CESifo Working Paper Series, CESifo View citations (3)
   See also Journal Article Frequency volatility connectedness and portfolio hedging of U.S. energy commodities, Research in International Business and Finance, Elsevier (2024) View citations (3) (2024)
8. Money Talks, Green Walks: Does Financial Inclusion Promote Green Sustainability in Africa?
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
   See also Journal Article Money talks, green walks: Does financial inclusion promote green sustainability in Africa?, Global Finance Journal, Elsevier (2025) (2025)

2023

9. Determinants of Financial Inclusion in Africa and OECD Countries
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (1)
10. Drivers of Private Equity Activity across Europe: An East-West Comparison
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
11. Financial Crime and Punishment: A Meta-Analysis
    CESifo Working Paper Series, CESifo
    Also in Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2020) View citations (1)
    See also Journal Article Financial crime and punishment: A meta‐analysis, Journal of Economic Surveys, Wiley Blackwell (2024) (2024)
12. Good vs. Bad Volatility in Major Cryptocurrencies: The Dichotomy and Drivers of Connectedness
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
    See also Journal Article Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness, Journal of International Financial Markets, Institutions and Money, Elsevier (2024) (2024)
13. Media Treatment of Monetary Policy Surprises and Their Impact on Firms’ and Consumers’ Expectations
    CESifo Working Paper Series, CESifo View citations (3)
    Also in Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2021) View citations (2)
14. Quest for the General Effect Size of Finance on Growth: A Large Meta-Analysis of Worldwide Studies
    CESifo Working Paper Series, CESifo
    See also Journal Article Quest for the general effect size of finance on growth: a large meta-analysis of worldwide studies, Empirical Economics, Springer (2024) (2024)
15. Volatility Connectedness on the Central European Forex Markets
    CESifo Working Paper Series, CESifo
    See also Journal Article Volatility connectedness on the central European forex markets, International Review of Financial Analysis, Elsevier (2024) View citations (5) (2024)

2022

16. 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 ECB monetary policy and commodity prices, Review of International Economics, Wiley Blackwell (2023) View citations (6) (2023)
17. Financial Impact of Trust and Institutional Quality around the World
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
18. How Firms Survive in European Emerging Markets: A Survey
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (2)
    See also Journal Article How Firms Survive in European Emerging Markets: A Survey, Eastern European Economics, Taylor & Francis Journals (2022) View citations (3) (2022)
19. 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)
20. 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 View citations (7)
    Also in Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2020)
    See also Journal Article Macroeconomic responses of emerging market economies to oil price shocks: An analysis by region and resource profile, Economic Systems, Elsevier (2022) View citations (7) (2022)
21. Yield Curve Dynamics and Fiscal Policy Shocks
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (2)
    Also in Working and Discussion Papers, Research Department, National Bank of Slovakia (2019) View citations (3)

2021

22. 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 (4)
    Also in Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2021) View citations (5)
    See also Journal Article Bank survival around the world: A meta‐analytic review, Journal of Economic Surveys, Wiley Blackwell (2022) View citations (6) (2022)
23. Distressed Acquisitions Evidence from European Emerging Markets
    RRC Working Paper Series, Russian Research Center, Institute of Economic Research, Hitotsubashi University View citations (3)
    Also in CESifo Working Paper Series, CESifo (2021) View citations (4)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2020) View citations (1)
    See also Journal Article Distressed acquisitions: Evidence from European emerging markets, Journal of Comparative Economics, Elsevier (2021) View citations (2) (2021)
24. Institutions, Financial Development, and Small Business Survival: Evidence from European Emerging Markets
    Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies)
    Also in Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2020) View citations (2)
    CESifo Working Paper Series, CESifo (2020)
    CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University (2021) View citations (6)
    See also Journal Article Institutions, financial development, and small business survival: evidence from European emerging markets, Small Business Economics, Springer (2022) View citations (9) (2022)
25. 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 Mortgage-related bank penalties and systemic risk among U.S. banks, Journal of International Money and Finance, Elsevier (2022) View citations (4) (2022)
26. Selective Attention in Exchange Rate Forecasting
    CESifo Working Paper Series, CESifo View citations (2)
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2020) View citations (1)
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2020) View citations (1)
    See also Journal Article Selective Attention in Exchange Rate Forecasting, Journal of Behavioral Finance, Taylor & Francis Journals (2022) View citations (1) (2022)

2020

27. Bank Survival in Central and Eastern Europe
    KIER Working Papers, Kyoto University, Institute of Economic Research View citations (8)
    Also in Discussion Paper Series, Institute of Economic Research, Hitotsubashi University (2018) View citations (1)
    Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) (2019) View citations (2)
    See also Journal Article Bank survival in Central and Eastern Europe, International Review of Economics & Finance, Elsevier (2020) View citations (10) (2020)
28. 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 Impact of Multinational Enterprises on Competition, Productivity and Trade Spillovers across European Firms, Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences (2020) (2020)
29. 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 (2)
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2018) View citations (1)
    See also Journal Article Nowcasting Real GDP Growth: Comparison between Old and New EU Countries, Eastern European Economics, Taylor & Francis Journals (2020) View citations (3) (2020)

2019

30. Firm survival in new EU member states
    Working and Discussion Papers, Research Department, National Bank of Slovakia View citations (3)
    Also in CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University (2017) View citations (1)
    See also Journal Article Firm survival in new EU member states, Economic Systems, Elsevier (2020) View citations (16) (2020)
31. Institutions and determinants of firm survival in European emerging markets
    Working and Discussion Papers, Research Department, National Bank of Slovakia View citations (35)
    Also in CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University (2018) View citations (4)
    See also Journal Article Institutions and determinants of firm survival in European emerging markets, Journal of Corporate Finance, Elsevier (2019) View citations (37) (2019)
32. Total, Asymmetric and Frequency Connectedness Between Oil and Forex Markets
    CESifo Working Paper Series, CESifo View citations (30)
    Also in Papers, arXiv.org (2019) View citations (44)
    See also Journal Article Total, Asymmetric and Frequency Connectedness between Oil and Forex Markets, The Energy Journal, International Association for Energy Economics (2019) View citations (42) (2019)

2018

33. Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis
    CESifo Working Paper Series, CESifo View citations (12)
    Also in Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2016) View citations (1)
    See also Journal Article Intraday effect of news on emerging European forex markets: An event study analysis, Economic Systems, Elsevier (2018) View citations (12) (2018)
34. 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 Survival of service firms in European emerging economies, Applied Economics Letters, Taylor & Francis Journals (2020) View citations (16) (2020)

2017

35. 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 (12)
    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 Are some owners better than others in Czech privatized firms? Even meta-analysis can’t make us perfectly sure, Economic Systems, Elsevier (2017) View citations (15) (2017)
36. Asymmetric volatility connectedness on the forex market
    KIER Working Papers, Kyoto University, Institute of Economic Research View citations (140)
    Also in Papers, arXiv.org (2016) View citations (3)
    See also Journal Article Asymmetric volatility connectedness on the forex market, Journal of International Money and Finance, Elsevier (2017) View citations (106) (2017)
37. 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 Dynamics and factors of inflation convergence in the European union, Journal of International Money and Finance, Elsevier (2018) View citations (13) (2018)
38. 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 Exchange rate comovements, hedging and volatility spillovers on new EU forex markets, Journal of International Financial Markets, Institutions and Money, Elsevier (2019) View citations (56) (2019)
39. Export sophistication: A dynamic panel data approach
    Working Papers, Central Bank of Armenia View citations (2)
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2017) View citations (5)
    See also Journal Article Export Sophistication: A Dynamic Panel Data Approach, Emerging Markets Finance and Trade, Taylor & Francis Journals (2018) View citations (17) (2018)
40. Financial Stability in Europe: Banking and Sovereign Risk
    CESifo Working Paper Series, CESifo
    See also Journal Article Financial stability in Europe: Banking and sovereign risk, Journal of Financial Stability, Elsevier (2018) View citations (26) (2018)
41. 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)
42. 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 Networks of volatility spillovers among stock markets, Physica A: Statistical Mechanics and its Applications, Elsevier (2018) View citations (34) (2018)
43. 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 Survey of Volatility and Spillovers on Financial Markets, Prague Economic Papers, Prague University of Economics and Business (2018) View citations (1) (2018)
44. 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 The Impact of Monetary Strategies on Inflation Persistence, International Journal of Central Banking, International Journal of Central Banking (2018) View citations (12) (2018)

2016

45. Determinants of export sophistication: Evidence from Monte Carlo simulations
    Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) View citations (1)
    Also in Working Papers, Central Bank of Armenia (2007) View citations (1)
    See also Journal Article Export Sophistication: A Dynamic Panel Data Approach, Emerging Markets Finance and Trade, Taylor & Francis Journals (2018) View citations (17) (2018)
46. FDI and Ownership in Czech Firms: Pre- and Post-crisis Efficiency
    KIER Working Papers, Kyoto University, Institute of Economic Research
47. 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 Trade in Parts and Components across Europe, Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences (2016) View citations (3) (2016)

2015

48. Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility Spillover
    CESifo Working Paper Series, CESifo View citations (7)
    Also in Papers, arXiv.org (2014) View citations (7)
    FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2014) View citations (3)
    See also Journal Article Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers, Journal of Financial Markets, Elsevier (2016) View citations (197) (2016)
49. Corporate Efficiency in Europe
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (37)
    Also in Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) (2015) View citations (37)
    See also Journal Article Corporate efficiency in Europe, Journal of Corporate Finance, Elsevier (2015) View citations (31) (2015)
50. Gold, Oil, and Stocks: Dynamic Correlations
    CESifo Working Paper Series, CESifo View citations (5)
    Also in Papers, arXiv.org (2014) View citations (12)
    FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2014)
    See also Journal Article Gold, oil, and stocks: Dynamic correlations, International Review of Economics & Finance, Elsevier (2016) View citations (76) (2016)
51. Volatility spillovers across petroleum markets
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan View citations (73)
    Also in Papers, arXiv.org (2014) View citations (1)
    See also Journal Article Volatility Spillovers Across Petroleum Markets, The Energy Journal, International Association for Energy Economics (2015) View citations (87) (2015)

2014

52. The impact of macro news and central bank communication on emerging European forex markets
    Post-Print, HAL View citations (21)
    Also in CESifo Working Paper Series, CESifo (2013) View citations (6)
    Working Papers, HAL (2012)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2012) View citations (1)
    See also Journal Article The impact of macro news and central bank communication on emerging European forex markets, Economic Systems, Elsevier (2014) View citations (32) (2014)

2013

53. 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 Factors of trade in Europe, Economic Systems, Elsevier (2014) View citations (16) (2014)
54. 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 Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) (2012) View citations (3)
55. 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)
56. 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 Price jumps on European stock markets, Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul (2014) View citations (8) (2014)
57. Short- and Long-term Growth Effects of Exchange Rate Adjustment
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (8)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2012) View citations (1)
    Post-Print, HAL (2013) View citations (2)
    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)
    Post-Print, HAL (2012)
    See also Journal Article Short- and Long-term Growth Effects of Exchange Rate Adjustment, Review of International Economics, Wiley Blackwell (2013) View citations (9) (2013)
58. 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

59. Firm Efficiency: Domestic Owners, Coalitions, and FDI
    CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague View citations (18)
    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 Firm efficiency: Domestic owners, coalitions, and FDI, Economic Systems, Elsevier (2012) View citations (21) (2012)
60. Incomplete Specialization and Offshoring across Europe
    CESifo Working Paper Series, CESifo View citations (2)
    Also in FIW Working Paper series, FIW (2012) View citations (1)
61. Short-Term and Long-Term Growth Effects of Exchange Rate Adjustment
    CESifo Working Paper Series, CESifo View citations (1)
62. 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 Technological Innovation in New EU Markets, Emerging Markets Finance and Trade, Taylor & Francis Journals (2012) (2012)

2011

63. 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 (15)
    Also in CESifo Working Paper Series, CESifo (2009) View citations (15)
    See also Journal Article Default Predictors in Retail Credit Scoring: Evidence from Czech Banking Data, Emerging Markets Finance and Trade, Taylor & Francis Journals (2011) View citations (15) (2011)
64. 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 (68)
    Also in Post-Print, HAL (2011) View citations (88)
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2010) View citations (7)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010) View citations (6)
    Post-Print, HAL (2010) View citations (11)
    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)
    See also Journal Article Direct and indirect effects of FDI in emerging European markets: A survey and meta-analysis, Economic Systems, Elsevier (2011) View citations (81) (2011)
65. 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)
66. 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 The identification of price jumps, Monte Carlo Methods and Applications, De Gruyter (2012) View citations (10) (2012)
67. Volatility Transmission in Emerging European Foreign Exchange Markets
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan View citations (169)
    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 (146) (2011)

2010

68. 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 Foreign News and Spillovers in Emerging European Stock Markets, Review of International Economics, Wiley Blackwell (2011) View citations (71) (2011)
69. 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)
    Also in Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano (2010) View citations (1)
    See also Journal Article Public Investment and Fiscal Performance in the New EU Member States, Fiscal Studies, Institute for Fiscal Studies (2011) View citations (11) (2011)
70. Technological Imitation and Innovation in New European Union Markets
    CESifo Working Paper Series, CESifo View citations (8)

2009

71. Effects of privatization and ownership in transition economies
    Policy Research Working Paper Series, The World Bank View citations (335)
    See also Journal Article The Effects of Privatization and Ownership in Transition Economies, Journal of Economic Literature, American Economic Association (2009) View citations (344) (2009)
72. Public investment and growth in New EU member states: an overview
    Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano View citations (1)
73. State Ownership and Control in the Czech Republic
    CESifo Working Paper Series, CESifo View citations (2)
    See also Journal Article State ownership and control in the Czech Republic, Economic Change and Restructuring, Springer (2012) View citations (19) (2012)

2008

74. 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 The reaction of asset prices to macroeconomic announcements in new EU markets: Evidence from intraday data, Journal of Financial Stability, Elsevier (2009) View citations (72) (2009)

2007

75. 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 Macroeconomic sources of foreign exchange risk in new EU members, Journal of Banking & Finance, Elsevier (2009) View citations (28) (2009)
76. 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 Time-varying synchronization of European stock markets, Empirical Economics, Springer (2011) View citations (48) (2011)

2006

77. Foreign Exchange Risk Premium Determinants: Case of Armenia
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan View citations (1)
    Also in CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague (2006) View citations (1)

2005

78. 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 Interdependence between Eastern and Western European stock markets: Evidence from intraday data, Economic Systems, Elsevier (2007) View citations (85) (2007)
79. 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 Learning by investing, The Economics of Transition, The European Bank for Reconstruction and Development (2011) View citations (1) (2011)
80. 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 Origin and concentration, The Economics of Transition, The European Bank for Reconstruction and Development (2007) View citations (17) (2007)
81. 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 Pilgrims to the Eurozone: How far, how fast?, Economic Systems, Elsevier (2006) View citations (60) (2006)

2004

82. 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)
83. 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 Currencies, competition, and clans, Journal of Policy Modeling, Elsevier (2008) View citations (2) (2008)
84. 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 (13)
    Also in Microeconomics, University Library of Munich, Germany (2004) View citations (8)
85. 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 Divestitures, privatization and corporate performance in emerging markets, The Economics of Transition, The European Bank for Reconstruction and Development (2009) View citations (19) (2009)

2003

86. 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 AN ALTERNATIVE TO THE BDS TEST: INTEGRATION ACROSS THE CORRELATION INTEGRAL, Econometric Reviews, Taylor & Francis Journals (2001) View citations (7) (2001)
87. 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 Exchange rate volatility and regime change: A Visegrad comparison, Journal of Comparative Economics, Elsevier (2006) View citations (62) (2006)
88. Ownership and Firm Performance After Large-Scale Privatization
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (17)
    Also in CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague (2003) View citations (13)
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2002) View citations (23)
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2003) View citations (18)

2002

89. 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

90. 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 Beware of breaks in exchange rates: Evidence from European transition countries, Economic Systems, Elsevier (2005) View citations (17) (2005)
91. Disparities of Exchange Rates in CEE Countries
    International Finance, University Library of Munich, Germany
92. 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)
93. 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 Public Economics, University Library of Munich, Germany (2001)
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2000)
    See also Journal Article State of corruption in transition: case of the Czech Republic, Emerging Markets Review, Elsevier (2001) View citations (29) (2001)

1999

94. Limited Macroeconomic Convergence in Transition Countries
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
    See also Journal Article Macroeconomic Convergence in Transition Countries, Journal of Comparative Economics, Elsevier (2001) View citations (79) (2001)
95. Residual State Property in the Czech Republic
    MPRA Paper, University Library of Munich, Germany View citations (33)
    See also Journal Article Residual State Property in the Czech Republic, Eastern European Economics, Taylor & Francis Journals (1999) View citations (33) (1999)

1998

96. Accession and Real Exchange Movements: A Comparison
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan
97. Exchange rate in transition
    MPRA Paper, University Library of Munich, Germany View citations (3)

1997

98. 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)
99. 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 Altered bank and exchange volatility, The Economics of Transition, The European Bank for Reconstruction and Development (1998) View citations (1) (1998)

1996

100. Inflation Convergence Within the European Union: A Panel Data Analysis
     MPRA Paper, University Library of Munich, Germany View citations (2)
     See also Journal Article Inflation Convergence within the European Union: A Panel Data Analysis, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (1997) View citations (54) (1997)

1995

101. Volatility of a Seemingly Fixed Exchange Rate
     MPRA Paper, University Library of Munich, Germany View citations (2)
     See also Journal Article Volatility of a Seemingly Fixed Exchange Rate, Eastern European Economics, Taylor & Francis Journals (1996) View citations (4) (1996)

Journal Articles

2025

1. Event-driven changes in connectedness among commodities and commodity currencies: A quantile, network and probabilistic analysis
   Research in International Business and Finance, 2025, 75, (C)
2. Event-driven changes in volatility connectedness in global forex markets
   Journal of Multinational Financial Management, 2025, 77, (C)
   See also Working Paper Event-Driven Changes in Volatility Connectedness in Global Forex Markets, CESifo Working Paper Series (2025) (2025)
3. Money talks, green walks: Does financial inclusion promote green sustainability in Africa?
   Global Finance Journal, 2025, 64, (C)
   See also Working Paper Money Talks, Green Walks: Does Financial Inclusion Promote Green Sustainability in Africa?, Working Papers IES (2024) (2024)

2024

4. Detecting statistically significant changes in connectedness: A bootstrap-based technique
   Economic Modelling, 2024, 140, (C) View citations (2)
   See also Working Paper Detecting Statistically Significant Changes in Connectedness: A Bootstrap-based Technique, CAMA Working Papers (2024) View citations (2) (2024)
5. Financial crime and punishment: A meta‐analysis
   Journal of Economic Surveys, 2024, 38, (4), 1338-1398
   See also Working Paper Financial Crime and Punishment: A Meta-Analysis, CESifo Working Paper Series (2023) (2023)
6. Frequency volatility connectedness and portfolio hedging of U.S. energy commodities
   Research in International Business and Finance, 2024, 69, (C) View citations (3)
   See also Working Paper Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities, CESifo Working Paper Series (2024) View citations (3) (2024)
7. Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness
   Journal of International Financial Markets, Institutions and Money, 2024, 96, (C)
   See also Working Paper Good vs. Bad Volatility in Major Cryptocurrencies: The Dichotomy and Drivers of Connectedness, Working Papers IES (2023) (2023)
8. Quest for the general effect size of finance on growth: a large meta-analysis of worldwide studies
   Empirical Economics, 2024, 66, (6), 2659-2722
   See also Working Paper Quest for the General Effect Size of Finance on Growth: A Large Meta-Analysis of Worldwide Studies, CESifo Working Paper Series (2023) (2023)
9. Volatility connectedness on the central European forex markets
   International Review of Financial Analysis, 2024, 93, (C) View citations (5)
   See also Working Paper Volatility Connectedness on the Central European Forex Markets, CESifo Working Paper Series (2023) (2023)

2023

10. ECB monetary policy and commodity prices
    Review of International Economics, 2023, 31, (1), 274-304 View citations (6)
    See also Working Paper ECB monetary policy and commodity prices, FFA Working Papers (2022) (2022)

2022

11. Bank survival around the world: A meta‐analytic review
    Journal of Economic Surveys, 2022, 36, (1), 108-156 View citations (6)
    See also Working Paper Bank Survival Around the World A Meta‐Analytic Review, CEI Working Paper Series (2021) View citations (4) (2021)
12. Estimation of green bond premiums On the Chinese secondary market
    Politická ekonomie, 2022, 2022, (6), 684-710 View citations (2)
13. How Firms Survive in European Emerging Markets: A Survey
    Eastern European Economics, 2022, 60, (5), 393-417 View citations (3)
    See also Working Paper How Firms Survive in European Emerging Markets: A Survey, Working Papers IES (2022) View citations (2) (2022)
14. Institutions, financial development, and small business survival: evidence from European emerging markets
    Small Business Economics, 2022, 58, (3), 1261-1283 View citations (9)
    See also Working Paper Institutions, Financial Development, and Small Business Survival: Evidence from European Emerging Markets, Working Papers (2021) (2021)
15. Macroeconomic responses of emerging market economies to oil price shocks: An analysis by region and resource profile
    Economic Systems, 2022, 46, (3) View citations (7)
    See also Working Paper Macroeconomic Responses of Emerging Market Economies to Oil Price Shocks: An Analysis by Region and Resource Profile, FFA Working Papers (2022) View citations (7) (2022)
16. Mortgage-related bank penalties and systemic risk among U.S. banks
    Journal of International Money and Finance, 2022, 122, (C) View citations (4)
    See also Working Paper Mortgage-Related Bank Penalties and Systemic Risk among U.S. Banks, CESifo Working Paper Series (2021) (2021)
17. Selective Attention in Exchange Rate Forecasting
    Journal of Behavioral Finance, 2022, 23, (2), 210-229 View citations (1)
    See also Working Paper Selective Attention in Exchange Rate Forecasting, CESifo Working Paper Series (2021) View citations (2) (2021)

2021

18. Distressed acquisitions: Evidence from European emerging markets
    Journal of Comparative Economics, 2021, 49, (4), 962-990 View citations (2)
    See also Working Paper Distressed Acquisitions Evidence from European Emerging Markets, RRC Working Paper Series (2021) View citations (3) (2021)

2020

19. Bank survival in Central and Eastern Europe
    International Review of Economics & Finance, 2020, 69, (C), 860-878 View citations (10)
    See also Working Paper Bank Survival in Central and Eastern Europe, KIER Working Papers (2020) View citations (8) (2020)
20. Firm survival in new EU member states
    Economic Systems, 2020, 44, (1) View citations (16)
    See also Working Paper Firm survival in new EU member states, Working and Discussion Papers (2019) View citations (3) (2019)
21. 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 Impact of Multinational Enterprises on Competition, Productivity and Trade Spillovers across European Firms, KIER Working Papers (2020) (2020)
22. Nowcasting Real GDP Growth: Comparison between Old and New EU Countries
    Eastern European Economics, 2020, 58, (3), 197-220 View citations (3)
    See also Working Paper Nowcasting Real GDP Growth: Comparison between Old and New EU Countries, Working Papers IES (2020) View citations (2) (2020)
23. Survival of service firms in European emerging economies
    Applied Economics Letters, 2020, 27, (4), 340-348 View citations (16)
    See also Working Paper Survival of Service Firms in European Emerging Economies, CEI Working Paper Series (2018) View citations (1) (2018)

2019

24. 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 (56)
    See also Working Paper Exchange Rate Co-movements, Hedging and Volatility Spillovers in New EU Forex Markets, Working Papers IES (2017) View citations (2) (2017)
25. Institutions and determinants of firm survival in European emerging markets
    Journal of Corporate Finance, 2019, 58, (C), 431-453 View citations (37)
    See also Working Paper Institutions and determinants of firm survival in European emerging markets, Working and Discussion Papers (2019) View citations (35) (2019)
26. Privatization, Firms and Ownership
    ifo DICE Report, 2019, 17, (03), 13-16 View citations (1)
27. Total, Asymmetric and Frequency Connectedness between Oil and Forex Markets
    The Energy Journal, 2019, Volume 40, (Special Issue) View citations (42)
    Also in The Energy Journal, 2019, 40, (2_suppl), 157-174 (2019) View citations (6)
    See also Working Paper Total, Asymmetric and Frequency Connectedness Between Oil and Forex Markets, CESifo Working Paper Series (2019) View citations (30) (2019)

2018

28. Bankovní sektor a státní riziko v Evropské unii
    (Banking Sector and Sovereign Risk in Euroepan Union)
    Politická ekonomie, 2018, 2018, (3), 366-383
29. Dynamics and factors of inflation convergence in the European union
    Journal of International Money and Finance, 2018, 86, (C), 93-111 View citations (13)
    See also Working Paper Dynamics and Factors of Inflation Convergence in the European Union, Working Papers IES (2017) (2017)
30. Export Sophistication: A Dynamic Panel Data Approach
    Emerging Markets Finance and Trade, 2018, 54, (12), 2799-2814 View citations (17)
    See also Working Paper Export sophistication: A dynamic panel data approach, Working Papers (2017) View citations (2) (2017)
    Working Paper Determinants of export sophistication: Evidence from Monte Carlo simulations, Working Papers (2016) View citations (1) (2016)
31. Financial stability in Europe: Banking and sovereign risk
    Journal of Financial Stability, 2018, 36, (C), 305-321 View citations (26)
    See also Working Paper Financial Stability in Europe: Banking and Sovereign Risk, CESifo Working Paper Series (2017) (2017)
32. Intraday effect of news on emerging European forex markets: An event study analysis
    Economic Systems, 2018, 42, (4), 597-615 View citations (12)
    See also Working Paper Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis, CESifo Working Paper Series (2018) View citations (12) (2018)
33. Networks of volatility spillovers among stock markets
    Physica A: Statistical Mechanics and its Applications, 2018, 490, (C), 1555-1574 View citations (34)
    See also Working Paper Networks of Volatility Spillovers among Stock Markets, CESifo Working Paper Series (2017) (2017)
34. Survey of Volatility and Spillovers on Financial Markets
    Prague Economic Papers, 2018, 2018, (3), 293-305 View citations (1)
    See also Working Paper Survey of volatility and spillovers on financial markets, Working Papers (2017) (2017)
35. The Impact of Monetary Strategies on Inflation Persistence
    International Journal of Central Banking, 2018, 14, (4), 229-274 View citations (12)
    See also Working Paper The Impact of Monetary Strategies on Inflation Persistence, CESifo Working Paper Series (2017) View citations (2) (2017)

2017

36. 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 Are some owners better than others in Czech privatized firms? Even meta-analysis can't make us perfectly sure, CEI Working Paper Series (2017) View citations (12) (2017)
37. Asymmetric volatility connectedness on the forex market
    Journal of International Money and Finance, 2017, 77, (C), 39-56 View citations (106)
    See also Working Paper Asymmetric volatility connectedness on the forex market, KIER Working Papers (2017) View citations (140) (2017)
38. 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
39. 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 View citations (1)

2016

40. Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers
    Journal of Financial Markets, 2016, 27, (C), 55-78 View citations (197)
    See also Working Paper Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility Spillover, CESifo Working Paper Series (2015) View citations (7) (2015)
41. Gold, oil, and stocks: Dynamic correlations
    International Review of Economics & Finance, 2016, 42, (C), 186-201 View citations (76)
    See also Working Paper Gold, Oil, and Stocks: Dynamic Correlations, CESifo Working Paper Series (2015) View citations (5) (2015)
42. Shluková analýza skoků na kapitálových trzích
    (Cluster Analysis of Jumps on Capital Markets)
    Politická ekonomie, 2016, 2016, (2), 127-144
43. 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 Trade in parts and components across Europe, KIER Working Papers (2016) View citations (6) (2016)

2015

44. Corporate efficiency in Europe
    Journal of Corporate Finance, 2015, 32, (C), 24-40 View citations (31)
    See also Working Paper Corporate Efficiency in Europe, CEPR Discussion Papers (2015) View citations (37) (2015)
45. 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
46. Volatility Spillovers Across Petroleum Markets
    The Energy Journal, 2015, Volume 36, (Number 3) View citations (87)
    See also Working Paper Volatility spillovers across petroleum markets, William Davidson Institute Working Papers Series (2015) View citations (73) (2015)

2014

47. Efektivita evropských firem
    (Efficiency of European Firms)
    Politická ekonomie, 2014, 2014, (3), 303-322 View citations (1)
48. Factors of trade in Europe
    Economic Systems, 2014, 38, (4), 518-535 View citations (16)
    See also Working Paper Factors of trade in Europe, Working Papers (2013) View citations (1) (2013)
49. Price jumps on European stock markets
    Borsa Istanbul Review, 2014, 14, (1), 10-22 View citations (8)
    See also Working Paper Price Jumps on European Stock Markets, William Davidson Institute Working Papers Series (2013) View citations (2) (2013)
50. The impact of macro news and central bank communication on emerging European forex markets
    Economic Systems, 2014, 38, (1), 73-88 View citations (32)
    See also Working Paper The impact of macro news and central bank communication on emerging European forex markets, Post-Print (2014) View citations (21) (2014)

2013

51. 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)
52. Short- and Long-term Growth Effects of Exchange Rate Adjustment
    Review of International Economics, 2013, 21, (1), 137-150 View citations (9)
    See also Working Paper Short- and Long-term Growth Effects of Exchange Rate Adjustment, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2013) View citations (8) (2013)

2012

53. 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)
54. Firm break-up and performance
    Economics of Governance, 2012, 13, (2), 121-143 View citations (10)
55. Firm efficiency: Domestic owners, coalitions, and FDI
    Economic Systems, 2012, 36, (4), 471-486 View citations (21)
    See also Working Paper Firm Efficiency: Domestic Owners, Coalitions, and FDI, CERGE-EI Working Papers (2012) View citations (18) (2012)
56. State ownership and control in the Czech Republic
    Economic Change and Restructuring, 2012, 45, (3), 157-191 View citations (19)
    See also Working Paper State Ownership and Control in the Czech Republic, CESifo Working Paper Series (2009) View citations (2) (2009)
57. Technological Innovation in New EU Markets
    Emerging Markets Finance and Trade, 2012, 48, (5), 48-65
    See also Working Paper Technological Innovation in New European Union Markets, Working Papers (2012) View citations (22) (2012)
58. The identification of price jumps
    Monte Carlo Methods and Applications, 2012, 18, (1), 53-77 View citations (10)
    See also Working Paper The Identification of Price Jumps, CERGE-EI Working Papers (2011) View citations (6) (2011)

2011

59. Default Predictors in Retail Credit Scoring: Evidence from Czech Banking Data
    Emerging Markets Finance and Trade, 2011, 47, (6), 80-98 View citations (15)
    See also Working Paper Default Predictors in Retail Credit Scoring: Evidence from Czech Banking Data, William Davidson Institute Working Papers Series (2011) View citations (15) (2011)
60. Direct and indirect effects of FDI in emerging European markets: A survey and meta-analysis
    Economic Systems, 2011, 35, (3), 301-322 View citations (81)
    See also Working Paper Direct and Indirect Effects of FDI in Emerging European markets: A Survey and Meta-analysis, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2011) View citations (68) (2011)
61. Foreign News and Spillovers in Emerging European Stock Markets
    Review of International Economics, 2011, 19, (1), 170-188 View citations (71)
    See also Working Paper Foreign News and Spillovers in Emerging European Stock Markets, William Davidson Institute Working Papers Series (2010) View citations (3) (2010)
62. Learning by investing
    The Economics of Transition, 2011, 19, (1), 125-149 View citations (1)
    See also Working Paper Learning by Bidding: Evidence from a Large-Scale Natural Experiment, CERGE-EI Working Papers (2005) (2005)
63. 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 Public Investment and Fiscal Performance in New EU Member States, William Davidson Institute Working Papers Series (2010) View citations (3) (2010)
64. 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)
65. Time-varying synchronization of European stock markets
    Empirical Economics, 2011, 40, (2), 393-407 View citations (48)
    See also Working Paper Time-Varying Comovements in Developed and Emerging European Stock Markets: Evidence from Intraday Data, William Davidson Institute Working Papers Series (2007) View citations (3) (2007)
66. 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
67. 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
68. Volatility transmission in emerging European foreign exchange markets
    Journal of Banking & Finance, 2011, 35, (11), 2829-2841 View citations (146)
    See also Working Paper Volatility Transmission in Emerging European Foreign Exchange Markets, William Davidson Institute Working Papers Series (2011) View citations (169) (2011)

2010

69. 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)
70. Erratum to "Currencies, competition, and clans" [J. Policy Model. 30 (2008) 1115-1132]
    Journal of Policy Modeling, 2010, 32, (3), 432-432
71. Exchange Rate Risk in Central European Countries
    Czech Journal of Economics and Finance (Finance a uver), 2010, 60, (1), 22-39 View citations (5)
72. 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

73. Divestitures, privatization and corporate performance in emerging markets
    The Economics of Transition, 2009, 17, (1), 43-73 View citations (19)
    See also Working Paper Spinoffs, Privatization and Corporate Performance in Emerging Markets, Microeconomics (2004) View citations (1) (2004)
74. Macroeconomic sources of foreign exchange risk in new EU members
    Journal of Banking & Finance, 2009, 33, (11), 2164-2173 View citations (28)
    See also Working Paper Macroeconomic Sources of Foreign Exchange Risk in New EU Members, William Davidson Institute Working Papers Series (2007) View citations (6) (2007)
75. The Effects of Privatization and Ownership in Transition Economies
    Journal of Economic Literature, 2009, 47, (3), 699-728 View citations (344)
    See also Working Paper Effects of privatization and ownership in transition economies, Policy Research Working Paper Series (2009) View citations (335) (2009)
76. 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 (72)
    See also Working Paper The Reaction of Asset Prices to Macroeconomic Announcements in New EU Markets: Evidence from Intraday Data, CERGE-EI Working Papers (2008) View citations (8) (2008)

2008

77. Bond Market Emergence
    Journal of Emerging Market Finance, 2008, 7, (2), 141-168 View citations (1)
78. Currencies, competition, and clans
    Journal of Policy Modeling, 2008, 30, (6), 1115-1132 View citations (2)
    See also Working Paper Instability in Exchange Rates of the World Leading Currencies: Implications of a Spatial Competition Model among Central Banks, William Davidson Institute Working Papers Series (2004) (2004)
79. Fiscal convergence in the European Union
    The North American Journal of Economics and Finance, 2008, 19, (3), 319-330 View citations (38)
80. Kontrolní potenciál státu nad zprivatizovanými podniky
    (Control potential of the state in privatized firms)
    Politická ekonomie, 2008, 2008, (4), 467-483 View citations (1)
81. Modeling Foreign Exchange Risk Premium in Armenia
    Emerging Markets Finance and Trade, 2008, 44, (1), 41-61 View citations (15)
82. Potential of the state to control privatized firms
    Economic Change and Restructuring, 2008, 41, (2), 167-186 View citations (13)

2007

83. Existence procesu učení na umělém akciovém trhu
    (Existence of the learning process at a proxy stock market)
    Politická ekonomie, 2007, 2007, (3)
84. Interdependence between Eastern and Western European stock markets: Evidence from intraday data
    Economic Systems, 2007, 31, (2), 184-203 View citations (85)
    See also Working Paper Contagion Across and Integration of Central and Eastern European Stock Markets: Evidence from Intraday Data, William Davidson Institute Working Papers Series (2005) View citations (8) (2005)
85. Origin and concentration
    The Economics of Transition, 2007, 15, (1), 1-31 View citations (17)
    See also Working Paper Origin and Concentration: Corporate Ownership, Control and Performance, CERGE-EI Working Papers (2005) View citations (28) (2005)
86. 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 (22)

2006

87. Credit-Scoring Methods (in English)
    Czech Journal of Economics and Finance (Finance a uver), 2006, 56, (3-4), 152-167 View citations (9)
88. 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 Exchange Rate Regimes and Volatility: Comparison of the Snake and Visegrad, William Davidson Institute Working Papers Series (2003) View citations (9) (2003)
89. Pilgrims to the Eurozone: How far, how fast?
    Economic Systems, 2006, 30, (4), 311-327 View citations (60)
    See also Working Paper Pilgrims to Eurozone: How Far, How Fast, Working Papers (2005) View citations (10) (2005)
90. Rozdělení, privatizace podniků a jejich výkonnost
    (Breakups, privatization and firms" performance)
    Politická ekonomie, 2006, 2006, (4), 467-489
91. 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

92. Beware of breaks in exchange rates: Evidence from European transition countries
    Economic Systems, 2005, 29, (3), 307-324 View citations (17)
    See also Working Paper Detecting Structural Breaks: Exchange Rates in Transition Economies, Development and Comp Systems (2001) (2001)
93. Optimal Range for the iid Test Based on Integration Across the Correlation Integral
    Econometric Reviews, 2005, 24, (3), 265-296 View citations (5)

2003

94. Performance of czech voucher-privatized firms
    Prague Economic Papers, 2003, 2003, (2), 121-130 View citations (7)
95. The impact of Czech mass privatisation on corporate governance
    Journal of Economic Studies, 2003, 30, (3/4), 278-293

2002

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

2001

98. AN ALTERNATIVE TO THE BDS TEST: INTEGRATION ACROSS THE CORRELATION INTEGRAL
    Econometric Reviews, 2001, 20, (3), 337-351 View citations (7)
    See also Working Paper An Alternative to the BDS Test: Integration Across The Correlation Integral, Econometrics (2003) (2003)
99. Macroeconomic Convergence in Transition Countries
    Journal of Comparative Economics, 2001, 29, (1), 1-23 View citations (79)
    See also Working Paper Limited Macroeconomic Convergence in Transition Countries, CEPR Discussion Papers (1999) View citations (4) (1999)
100. State of corruption in transition: case of the Czech Republic
     Emerging Markets Review, 2001, 2, (2), 138-160 View citations (29)
     See also Working Paper The Paradox of Czech Crusaders: Will They Ever Learn the Corruption Lesson? (Corruption and Anticorruption in the Czech Republic), CERGE-EI Working Papers (2001) (2001)
101. Transition and Convergence in Central and Eastern Europe
     Czech Journal of Economics and Finance (Finance a uver), 2001, 51, (4), 234-248

2000

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

1999

106. Residual State Property in the Czech Republic
     Eastern European Economics, 1999, 37, (5), 6-35 View citations (33)
     See also Working Paper Residual State Property in the Czech Republic, MPRA Paper (1999) View citations (33) (1999)
107. 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

108. Altered bank and exchange volatility
     The Economics of Transition, 1998, 6, (1), 173-181 View citations (1)
     See also Working Paper The Czech Crown's Volatility Under Modified Exchange Regimes, William Davidson Institute Working Papers Series (1997) (1997)
109. Discrepancy between Exchange Rate Regime and Monetary Policy
     Politická ekonomie, 1998, 1998, (5) View citations (1)
110. Integration of Emergency Equity Markets: Major Asian Players
     Korean Economic Review, 1998, 14, 99-113 View citations (13)
111. 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

112. Conditional variance and fluctuation band
     Prague Economic Papers, 1997, 1997, (4)
113. 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
114. Inflace a mechanismus měnových kurzů
     (Inflation and Exchange Rate Mechanism)
     Politická ekonomie, 1997, 1997, (5), 657-668
115. Inflation Convergence within the European Union: A Panel Data Analysis
     International Journal of Finance & Economics, 1997, 2, (3), 189-98 View citations (54)
     See also Working Paper Inflation Convergence Within the European Union: A Panel Data Analysis, MPRA Paper (1996) View citations (2) (1996)
116. 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

117. Volatility of a Seemingly Fixed Exchange Rate
     Eastern European Economics, 1996, 34, (6), 37-67 View citations (4)
     See also Working Paper Volatility of a Seemingly Fixed Exchange Rate, MPRA Paper (1995) View citations (2) (1995)

Books

2017

1. Elements of Time Series Econometrics
   University of Chicago Press Economics Books, University of Chicago Press View citations (3)

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)

1999

5. The Governance of Privatization Funds in the Czech Republic
   Chapter 1 in The Governance of Privatization Funds, 1999, pp 7-6 View citations (3)