Details about Evžen Kočenda
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
- 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)
- Financial Impact of Trust and Institutional Quality around the World
Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
- 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)
- 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)
- 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)
- 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
- 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)
- 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)
- 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)
- 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)
- 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
- 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)
- 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
- 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)
- Financial Crime and Punishment: A Meta-Analysis
Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
- 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)
- 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
- 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)
- 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)
- 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
- 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)
- 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
- 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)
- 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)
- 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)
- 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)
- 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)
- Financial Stability in Europe: Banking and Sovereign Risk
CESifo Working Paper Series, CESifo 
See also Journal Article in Journal of Financial Stability (2018)
- 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)
- 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)
- 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)
- 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
- 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)
- FDI and Ownership in Czech Firms: Pre- and Post-crisis Efficiency
KIER Working Papers, Kyoto University, Institute of Economic Research
- 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
- 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)
- 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)
- 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)
- 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
- 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
- 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)
- 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)
- 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)
- 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)
- 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)
- 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
- 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)
- Incomplete Specialization and Offshoring across Europe
CESifo Working Paper Series, CESifo View citations (2)
- Short-Term and Long-Term Growth Effects of Exchange Rate Adjustment
CESifo Working Paper Series, CESifo View citations (1)
- 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
- 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)
- 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)
- 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)
- 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)
- 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
- 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)
- 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)
- Technological Imitation and Innovation in New European Union Markets
CESifo Working Paper Series, CESifo View citations (8)
2009
- 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)
- 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
- 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
- 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)
- 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
- 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
- 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)
- 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)
- 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)
- 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
- 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)
- 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)
- 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)
- 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
- 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)
- 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)
- 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
- 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
- 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)
- Disparities of Exchange Rates in CEE Countries
International Finance, University Library of Munich, Germany
- 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)
- 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
- 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)
- 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
- Accession and Real Exchange Movements: A Comparison
William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan
- Exchange rate in transition
MPRA Paper, University Library of Munich, Germany View citations (2)
1997
- 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)
- 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
- 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
- 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
- ECB monetary policy and commodity prices
Review of International Economics, 2023, 31, (1), 274-304 
See also Working Paper (2022)
2022
- 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)
- Estimation of green bond premiums On the Chinese secondary market
Politická ekonomie, 2022, 2022, (6), 684-710
- How Firms Survive in European Emerging Markets: A Survey
Eastern European Economics, 2022, 60, (5), 393-417 
See also Working Paper (2022)
- 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)
- 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)
- 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)
- Selective Attention in Exchange Rate Forecasting
Journal of Behavioral Finance, 2022, 23, (2), 210-229 
See also Working Paper (2021)
2021
- 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
- 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)
- Firm survival in new EU member states
Economic Systems, 2020, 44, (1) View citations (13)
See also Working Paper (2019)
- 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)
- 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)
- 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
- 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)
- 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)
- Privatization, Firms and Ownership
ifo DICE Report, 2019, 17, (03), 13-16 View citations (1)
- 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
- Bankovní sektor a státní riziko v Evropské unii
(Banking Sector and Sovereign Risk in Euroepan Union)
Politická ekonomie, 2018, 2018, (3), 366-383
- 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)
- 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)
- 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)
- 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)
- 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)
- Survey of Volatility and Spillovers on Financial Markets
Prague Economic Papers, 2018, 2018, (3), 293-305 View citations (1)
See also Working Paper (2017)
- 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
- 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)
- 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)
- 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
- 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
- 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)
- Gold, oil, and stocks: Dynamic correlations
International Review of Economics & Finance, 2016, 42, (C), 186-201 View citations (53)
See also Working Paper (2015)
- Shluková analýza skoků na kapitálových trzích
(Cluster Analysis of Jumps on Capital Markets)
Politická ekonomie, 2016, 2016, (2), 127-144
- 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
- Corporate efficiency in Europe
Journal of Corporate Finance, 2015, 32, (C), 24-40 View citations (23)
See also Working Paper (2015)
- 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
- Volatility Spillovers Across Petroleum Markets
The Energy Journal, 2015, Volume 36, (Number 3) View citations (48)
See also Working Paper (2015)
2014
- Efektivita evropských firem
(Efficiency of European Firms)
Politická ekonomie, 2014, 2014, (3), 303-322
- Factors of trade in Europe
Economic Systems, 2014, 38, (4), 518-535 View citations (14)
See also Working Paper (2013)
- Price jumps on European stock markets
Borsa Istanbul Review, 2014, 14, (1), 10-22 View citations (8)
See also Working Paper (2013)
- 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
- 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)
- 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
- 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)
- Firm break-up and performance
Economics of Governance, 2012, 13, (2), 121-143 View citations (10)
- Firm efficiency: Domestic owners, coalitions, and FDI
Economic Systems, 2012, 36, (4), 471-486 View citations (18)
See also Working Paper (2012)
- 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)
- Technological Innovation in New EU Markets
Emerging Markets Finance and Trade, 2012, 48, (5), 48-65 
See also Working Paper (2012)
- The identification of price jumps
Monte Carlo Methods and Applications, 2012, 18, (1), 53-77 View citations (10)
See also Working Paper (2011)
2011
- 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)
- 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)
- 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)
- Learning by investing
The Economics of Transition, 2011, 19, (1), 125-149 View citations (1)
See also Working Paper (2005)
- 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)
- 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)
- Time-varying synchronization of European stock markets
Empirical Economics, 2011, 40, (2), 393-407 View citations (25)
See also Working Paper (2007)
- 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
- 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
- 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
- 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)
- Erratum to "Currencies, competition, and clans" [J. Policy Model. 30 (2008) 1115-1132]
Journal of Policy Modeling, 2010, 32, (3), 432-432
- Exchange Rate Risk in Central European Countries
Czech Journal of Economics and Finance (Finance a uver), 2010, 60, (1), 22-39 View citations (5)
- 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
- 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)
- 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)
- 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)
- 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
- Bond Market Emergence
Journal of Emerging Market Finance, 2008, 7, (2), 141-168 View citations (1)
- Currencies, competition, and clans
Journal of Policy Modeling, 2008, 30, (6), 1115-1132 View citations (2)
See also Working Paper (2004)
- Fiscal convergence in the European Union
The North American Journal of Economics and Finance, 2008, 19, (3), 319-330 View citations (33)
- Kontrolní potenciál státu nad zprivatizovanými podniky
(Control potential of the state in privatized firms)
Politická ekonomie, 2008, 2008, (4), 467-483 View citations (1)
- 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)
- Potential of the state to control privatized firms
Economic Change and Restructuring, 2008, 41, (2), 167-186 View citations (12)
2007
- Existence procesu učení na umělém akciovém trhu
(Existence of the learning process at a proxy stock market)
Politická ekonomie, 2007, 2007, (3)
- 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)
- Origin and concentration
The Economics of Transition, 2007, 15, (1), 1-31 View citations (8)
See also Working Paper (2005)
- 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
- Credit-Scoring Methods (in English)
Czech Journal of Economics and Finance (Finance a uver), 2006, 56, (3-4), 152-167 View citations (9)
- 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)
- Pilgrims to the Eurozone: How far, how fast?
Economic Systems, 2006, 30, (4), 311-327 View citations (57)
See also Working Paper (2005)
- Rozdělení, privatizace podniků a jejich výkonnost
(Breakups, privatization and firms" performance)
Politická ekonomie, 2006, 2006, (4), 467-489
- 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
- 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)
- Optimal Range for the iid Test Based on Integration Across the Correlation Integral
Econometric Reviews, 2005, 24, (3), 265-296 View citations (5)
2003
- Performance of czech voucher-privatized firms
Prague Economic Papers, 2003, 2003, (2), 121-130 View citations (5)
2002
- Firm ownership structures: dynamic development
Prague Economic Papers, 2002, 2002, (3), 255-268 View citations (18)
See also Working Paper (2001)
- Vývoj českých podniků v období transformace: stručný přehled
(Development of czech firms during transition: an overview)
Politická ekonomie, 2002, 2002, (4)
2001
- 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)
- Macroeconomic Convergence in Transition Countries
Journal of Comparative Economics, 2001, 29, (1), 1-23 View citations (72)
See also Working Paper (1999)
- 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)
- Transition and Convergence in Central and Eastern Europe
Czech Journal of Economics and Finance (Finance a uver), 2001, 51, (4), 234-248
2000
- Exchange Rates and Monetary Measures
Czech Journal of Economics and Finance (Finance a uver), 2000, 50, (9), 503-511
- International Economics - A Small Open Economy Applications
Czech Journal of Economics and Finance (Finance a uver), 2000, 50, (9), 450-451 View citations (4)
- Test nelineárních závislostí
(A test of nonlinear dependencies)
Politická ekonomie, 2000, 2000, (6)
- Zbytkový státní majetek a vlastnická práva
(Residual state property and ownership rights)
Politická ekonomie, 2000, 2000, (3)
1999
- Residual State Property in the Czech Republic
Eastern European Economics, 1999, 37, (5), 6-35 View citations (33)
See also Working Paper (1999)
- 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
- Altered bank and exchange volatility
The Economics of Transition, 1998, 6, (1), 173-181 View citations (1)
See also Working Paper (1997)
- Discrepancy between Exchange Rate Regime and Monetary Policy
Politická ekonomie, 1998, 1998, (5) View citations (1)
- Integration of Emergency Equity Markets: Major Asian Players
Korean Economic Review, 1998, 14, 99-113 View citations (10)
- 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
- Conditional variance and fluctuation band
Prague Economic Papers, 1997, 1997, (4)
- 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
- Inflace a mechanismus měnových kurzů
(Inflation and Exchange Rate Mechanism)
Politická ekonomie, 1997, 1997, (5), 657-668
- 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)
- 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
- 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
- Elements of Time Series Econometrics
University of Chicago Press Economics Books, University of Chicago Press View citations (2)
Chapters
2014
- Wavelet-Based Correlation Analysis of the Key Traded Assets
Springer
2006
- The Czech Republic: Understanding the Transition Reform
Palgrave Macmillan
2003
- Ownership and Performance in Transition Economies: An Overview
Palgrave Macmillan
- The Czech Republic: Ownership and Performance of Voucher-Privatised Firms
Palgrave Macmillan View citations (1)
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