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Details about Evžen Kočenda

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

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Last updated 2021-12-02. Update your information in the RePEc Author Service.

Short-id: pko58


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Working Papers

2021

  1. Bank Survival Around the World A Meta‐Analytic Review
    CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University Downloads
    Also in Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2021) Downloads
  2. Distressed Acquisitions Evidence from European Emerging Markets
    RRC Working Paper Series, Russian Research Center, Institute of Economic Research, Hitotsubashi University Downloads
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2020) Downloads View citations (1)
    CESifo Working Paper Series, CESifo (2021) Downloads
  3. 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 Downloads
  4. 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 Downloads View citations (3)
    Also in Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2020) Downloads View citations (2)
    CESifo Working Paper Series, CESifo (2020) Downloads
  5. 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 Downloads
  6. Selective Attention in Exchange Rate Forecasting
    CESifo Working Paper Series, CESifo Downloads
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2020) Downloads
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2020) Downloads

2020

  1. Bank Survival in Central and Eastern Europe
    KIER Working Papers, Kyoto University, Institute of Economic Research Downloads View citations (6)
    Also in Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) (2019) Downloads View citations (1)
    Discussion Paper Series, Institute of Economic Research, Hitotsubashi University (2018) Downloads View citations (1)

    See also Journal Article in International Review of Economics & Finance (2020)
  2. ECB Monetary Policy and Commodity Prices
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads
  3. Financial Crime and Punishment: A Meta-Analysis
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads
  4. Impact of Multinational Enterprises on Competition, Productivity and Trade Spillovers across European Firms
    KIER Working Papers, Kyoto University, Institute of Economic Research Downloads
    See also Journal Article in Czech Journal of Economics and Finance (Finance a uver) (2020)
  5. Macroeconomic Responses of Emerging Market Economies to Oil Price Shocks: Analysis by Region and Resource Profile
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads
  6. Mortgage-related bank penalties and systemic risk among U.S. banks
    KIER Working Papers, Kyoto University, Institute of Economic Research Downloads
    Also in Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2019) Downloads
  7. 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 Downloads View citations (1)
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2018) Downloads View citations (1)

    See also Journal Article in Eastern European Economics (2020)

2019

  1. Firm survival in new EU member states
    Working and Discussion Papers, Research Department, National Bank of Slovakia Downloads View citations (2)
    Also in CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University (2017) Downloads View citations (1)

    See also Journal Article in Economic Systems (2020)
  2. Institutions and determinants of firm survival in European emerging markets
    Working and Discussion Papers, Research Department, National Bank of Slovakia Downloads View citations (14)
    Also in CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University (2018) Downloads View citations (2)

    See also Journal Article in Journal of Corporate Finance (2019)
  3. Total, Asymmetric and Frequency Connectedness Between Oil and Forex Markets
    CESifo Working Paper Series, CESifo Downloads View citations (6)
    Also in Papers, arXiv.org (2019) Downloads View citations (11)

    See also Journal Article in The Energy Journal (2019)

2018

  1. Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis
    CESifo Working Paper Series, CESifo Downloads View citations (5)
    Also in Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2016) Downloads

    See also Journal Article in Economic Systems (2018)
  2. Survival of Service Firms in European Emerging Economies
    CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University Downloads
    See also Journal Article in Applied Economics Letters (2020)

2017

  1. 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 Downloads View citations (10)
    Also in Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) (2017) Downloads View citations (10)

    See also Journal Article in Economic Systems (2017)
  2. Asymmetric volatility connectedness on the forex market
    KIER Working Papers, Kyoto University, Institute of Economic Research Downloads View citations (46)
    Also in Papers, arXiv.org (2016) Downloads View citations (1)

    See also Journal Article in Journal of International Money and Finance (2017)
  3. Dynamics and Factors of Inflation Convergence in the European Union
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads
    See also Journal Article in Journal of International Money and Finance (2018)
  4. 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 Downloads View citations (2)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2019)
  5. Export sophistication: A dynamic panel data approach
    KIER Working Papers, Kyoto University, Institute of Economic Research Downloads View citations (4)
    Also in Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) (2016) Downloads
    Working Papers, Central Bank of the Republic of Armenia (2007) Downloads View citations (1)
    Working Papers, Central Bank of the Republic of Armenia (2017) Downloads

    See also Journal Article in Emerging Markets Finance and Trade (2018)
  6. Financial Stability in Europe: Banking and Sovereign Risk
    CESifo Working Paper Series, CESifo Downloads
    See also Journal Article in Journal of Financial Stability (2018)
  7. HORIZONTAL CROWDING-OUT VERSUS VERTICAL SYNERGIES UNDER THE MNE PRESENCE
    Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences Downloads
    Also in CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague (2017) Downloads
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) Downloads
  8. Networks of Volatility Spillovers among Stock Markets
    CESifo Working Paper Series, CESifo Downloads
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2016) Downloads View citations (1)

    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2018)
  9. Survey of volatility and spillovers on financial markets
    Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) Downloads
    See also Journal Article in Prague Economic Papers (2018)
  10. The Impact of Monetary Strategies on Inflation Persistence
    CESifo Working Paper Series, CESifo Downloads
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2016) Downloads View citations (2)

    See also Journal Article in International Journal of Central Banking (2018)

2016

  1. FDI and Ownership in Czech Firms: Pre- and Post-crisis Efficiency
    KIER Working Papers, Kyoto University, Institute of Economic Research Downloads
  2. Trade in parts and components across Europe
    KIER Working Papers, Kyoto University, Institute of Economic Research Downloads View citations (6)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads

    See also Journal Article in Czech Journal of Economics and Finance (Finance a uver) (2016)

2015

  1. Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility Spillover
    CESifo Working Paper Series, CESifo Downloads View citations (7)
    Also in FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2014) Downloads View citations (2)
    Papers, arXiv.org (2014) Downloads View citations (6)

    See also Journal Article in Journal of Financial Markets (2016)
  2. Corporate Efficiency in Europe
    Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) Downloads View citations (24)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads View citations (24)

    See also Journal Article in Journal of Corporate Finance (2015)
  3. Gold, Oil, and Stocks: Dynamic Correlations
    CESifo Working Paper Series, CESifo Downloads View citations (4)
    Also in FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2014) Downloads
    Papers, arXiv.org (2014) Downloads View citations (11)

    See also Journal Article in International Review of Economics & Finance (2016)
  4. Volatility spillovers across petroleum markets
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Downloads View citations (37)
    Also in Papers, arXiv.org (2014) Downloads View citations (1)

    See also Journal Article in The Energy Journal (2015)

2014

  1. The impact of macro news and central bank communication on emerging European forex markets
    Post-Print, HAL View citations (10)
    Also in CESifo Working Paper Series, CESifo (2013) Downloads View citations (5)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2012) Downloads View citations (1)

    See also Journal Article in Economic Systems (2014)

2013

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

    See also Journal Article in Review of International Economics (2013)
  6. Specialization, gravity, and European trade in final goods
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Downloads View citations (4)
    Also in Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) (2012) Downloads View citations (3)

2012

  1. Firm Efficiency: Domestic Owners, Coalitions, and FDI
    CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague Downloads View citations (16)
    Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2011) Downloads View citations (2)
    Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) (2011) Downloads

    See also Journal Article in Economic Systems (2012)
  2. Incomplete Specialization and Offshoring across Europe
    CESifo Working Paper Series, CESifo Downloads View citations (1)
  3. Short-Term and Long-Term Growth Effects of Exchange Rate Adjustment
    CESifo Working Paper Series, CESifo Downloads
  4. Technological Innovation in New European Union Markets
    Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) Downloads View citations (22)
    See also Journal Article in Emerging Markets Finance and Trade (2012)

2011

  1. 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 Downloads View citations (9)
    Also in CESifo Working Paper Series, CESifo (2009) Downloads View citations (15)

    See also Journal Article in Emerging Markets Finance and Trade (2011)
  2. 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 (57)
    Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2010) Downloads View citations (7)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010) Downloads View citations (6)
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2010) Downloads View citations (13)

    See also Journal Article in Economic Systems (2011)
  3. Divide and Privatize: Firm Break-up and Performance
    CESifo Working Paper Series, CESifo Downloads View citations (1)
    Also in Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) (2010) Downloads View citations (1)
  4. The Identification of Price Jumps
    CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague Downloads View citations (6)
    See also Journal Article in Monte Carlo Methods and Applications (2012)
  5. Volatility Transmission in Emerging European Foreign Exchange Markets
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Downloads View citations (123)
    Also in CESifo Working Paper Series, CESifo (2010) Downloads View citations (5)

    See also Journal Article in Journal of Banking & Finance (2011)

2010

  1. Foreign News and Spillovers in Emerging European Stock Markets
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Downloads View citations (3)
    Also in CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague (2009) Downloads View citations (3)

    See also Journal Article in Review of International Economics (2011)
  2. Public Investment and Fiscal Performance in New EU Member States
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Downloads View citations (3)
    See also Journal Article in Fiscal Studies (2011)
  3. Technological Imitation and Innovation in New European Union Markets
    CESifo Working Paper Series, CESifo Downloads View citations (8)

2009

  1. Effects of privatization and ownership in transition economies
    Policy Research Working Paper Series, The World Bank Downloads View citations (265)
    See also Journal Article in Journal of Economic Literature (2009)
  2. State Ownership and Control in the Czech Republic
    CESifo Working Paper Series, CESifo Downloads View citations (2)
    See also Journal Article in Economic Change and Restructuring (2012)

2008

  1. 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 Downloads View citations (7)
    See also Journal Article in Journal of Financial Stability (2009)

2007

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

2006

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

    See also Journal Article in Emerging Markets Finance and Trade (2008)

2005

  1. 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 Downloads View citations (7)
    See also Journal Article in Economic Systems (2007)
  2. 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 Downloads
    See also Journal Article in The Economics of Transition (2011)
  3. Origin and Concentration: Corporate Ownership, Control and Performance
    CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague Downloads View citations (28)
    See also Journal Article in The Economics of Transition (2007)
  4. Pilgrims to Eurozone: How Far, How Fast
    Working Papers, Department of Economics, Bilkent University Downloads View citations (7)
    Also in CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague (2005) Downloads View citations (5)

    See also Journal Article in Economic Systems (2006)

2004

  1. Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power
    CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague Downloads View citations (2)
    Also in Econometrics, University Library of Munich, Germany (2004) Downloads View citations (2)

    See also Journal Article in Econometric Reviews (2005)
  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 Downloads
    Also in Macroeconomics, University Library of Munich, Germany (2004) Downloads

    See also Journal Article in Journal of Policy Modeling (2008)
  3. Ownership, Control and Corporate Performance After Large-Scale Privatization
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Downloads View citations (12)
    Also in Microeconomics, University Library of Munich, Germany (2004) Downloads View citations (7)
  4. Spinoffs, Privatization and Corporate Performance in Emerging Markets
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Downloads View citations (1)
    Also in Microeconomics, University Library of Munich, Germany (2004) Downloads View citations (1)

2003

  1. An Alternative to the BDS Test: Integration Across The Correlation Integral
    Econometrics, University Library of Munich, Germany Downloads
    Also in MPRA Paper, University Library of Munich, Germany (1996) Downloads View citations (1)

    See also Journal Article in Econometric Reviews (2001)
  2. 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 Downloads View citations (9)
    See also Journal Article in Journal of Comparative Economics (2006)
  3. Ownership and Firm Performance After Large-Scale Privatization
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (11)
    Also in CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague (2003) Downloads View citations (7)
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2002) Downloads View citations (20)
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2003) Downloads View citations (15)

2002

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

2001

  1. Detecting Structural Breaks: Exchange Rates in Transition Economies
    Development and Comp Systems, University Library of Munich, Germany Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2000) Downloads View citations (1)
    CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague (1999) Downloads View citations (3)

    See also Journal Article in Economic Systems (2005)
  2. Disparities of Exchange Rates in CEE Countries
    International Finance, University Library of Munich, Germany Downloads
  3. 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 Downloads View citations (4)
    See also Journal Article in Prague Economic Papers (2002)
  4. The Paradox of Czech Crusaders: Will They Ever Learn the Corruption Lesson? (Corruption and Anticorruption in the Czech Republic)
    Public Economics, University Library of Munich, Germany Downloads
    Also in CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague (2001) Downloads

2000

  1. Corruption and Anticorruption in the Czech Republic
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Downloads
    See also Journal Article in Emerging Markets Review (2001)

1999

  1. Limited Macroeconomic Convergence in Transition Countries
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)
    See also Journal Article in Journal of Comparative Economics (2001)
  2. Residual State Property in the Czech Republic
    MPRA Paper, University Library of Munich, Germany Downloads View citations (31)
    See also Journal Article in Eastern European Economics (1999)

1998

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

1997

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

1996

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

1995

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

Journal Articles

2020

  1. Bank survival in Central and Eastern Europe
    International Review of Economics & Finance, 2020, 69, (C), 860-878 Downloads View citations (5)
    See also Working Paper (2020)
  2. Firm survival in new EU member states
    Economic Systems, 2020, 44, (1) Downloads View citations (11)
    See also Working Paper (2019)
  3. 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 Downloads
    See also Working Paper (2020)
  4. Nowcasting Real GDP Growth: Comparison between Old and New EU Countries
    Eastern European Economics, 2020, 58, (3), 197-220 Downloads
    See also Working Paper (2020)
  5. Survival of service firms in European emerging economies
    Applied Economics Letters, 2020, 27, (4), 340-348 Downloads View citations (11)
    See also Working Paper (2018)

2019

  1. 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 Downloads View citations (12)
    See also Working Paper (2017)
  2. Institutions and determinants of firm survival in European emerging markets
    Journal of Corporate Finance, 2019, 58, (C), 431-453 Downloads View citations (15)
    See also Working Paper (2019)
  3. Privatization, Firms and Ownership
    ifo DICE Report, 2019, 17, (03), 13-16 Downloads
  4. Total, Asymmetric and Frequency Connectedness between Oil and Forex Markets
    The Energy Journal, 2019, Volume 40, (Special Issue) Downloads View citations (10)
    See also Working Paper (2019)

2018

  1. Bankovní sektor a státní riziko v Evropské unii
    (Banking Sector and Sovereign Risk in Euroepan Union)
    Politická ekonomie, 2018, 2018, (3), 366-383 Downloads
  2. Dynamics and factors of inflation convergence in the European union
    Journal of International Money and Finance, 2018, 86, (C), 93-111 Downloads View citations (6)
    See also Working Paper (2017)
  3. Export Sophistication: A Dynamic Panel Data Approach
    Emerging Markets Finance and Trade, 2018, 54, (12), 2799-2814 Downloads View citations (7)
    See also Working Paper (2017)
  4. Financial stability in Europe: Banking and sovereign risk
    Journal of Financial Stability, 2018, 36, (C), 305-321 Downloads View citations (18)
    See also Working Paper (2017)
  5. Intraday effect of news on emerging European forex markets: An event study analysis
    Economic Systems, 2018, 42, (4), 597-615 Downloads View citations (7)
    See also Working Paper (2018)
  6. Networks of volatility spillovers among stock markets
    Physica A: Statistical Mechanics and its Applications, 2018, 490, (C), 1555-1574 Downloads View citations (17)
    See also Working Paper (2017)
  7. Survey of Volatility and Spillovers on Financial Markets
    Prague Economic Papers, 2018, 2018, (3), 293-305 Downloads
    See also Working Paper (2017)
  8. The Impact of Monetary Strategies on Inflation Persistence
    International Journal of Central Banking, 2018, 14, (4), 229-274 Downloads View citations (4)
    See also Working Paper (2017)

2017

  1. 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 Downloads View citations (10)
    See also Working Paper (2017)
  2. Asymmetric volatility connectedness on the forex market
    Journal of International Money and Finance, 2017, 77, (C), 39-56 Downloads View citations (45)
    See also Working Paper (2017)
  3. 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 Downloads
  4. 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 Downloads

2016

  1. Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers
    Journal of Financial Markets, 2016, 27, (C), 55-78 Downloads View citations (63)
    See also Working Paper (2015)
  2. Gold, oil, and stocks: Dynamic correlations
    International Review of Economics & Finance, 2016, 42, (C), 186-201 Downloads View citations (43)
    See also Working Paper (2015)
  3. Shluková analýza skoků na kapitálových trzích
    (Cluster Analysis of Jumps on Capital Markets)
    Politická ekonomie, 2016, 2016, (2), 127-144 Downloads
  4. Trade in Parts and Components across Europe
    Czech Journal of Economics and Finance (Finance a uver), 2016, 66, (3), 236-262 Downloads View citations (3)
    See also Working Paper (2016)

2015

  1. Corporate efficiency in Europe
    Journal of Corporate Finance, 2015, 32, (C), 24-40 Downloads View citations (16)
    See also Working Paper (2015)
  2. 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 Downloads
  3. Volatility Spillovers Across Petroleum Markets
    The Energy Journal, 2015, Volume 36, (Number 3) Downloads View citations (36)
    See also Working Paper (2015)

2014

  1. Efektivita evropských firem
    (Efficiency of European Firms)
    Politická ekonomie, 2014, 2014, (3), 303-322 Downloads
  2. Factors of trade in Europe
    Economic Systems, 2014, 38, (4), 518-535 Downloads View citations (10)
    See also Working Paper (2013)
  3. Price jumps on European stock markets
    Borsa Istanbul Review, 2014, 14, (1), 10-22 Downloads View citations (8)
    See also Working Paper (2013)
  4. The impact of macro news and central bank communication on emerging European forex markets
    Economic Systems, 2014, 38, (1), 73-88 Downloads View citations (21)
    See also Working Paper (2014)

2013

  1. 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 Downloads View citations (1)
  2. Short- and Long-term Growth Effects of Exchange Rate Adjustment
    Review of International Economics, 2013, 21, (1), 137-150 Downloads View citations (7)
    See also Working Paper (2013)

2012

  1. Firemní efektivita: vliv vlastnických struktur a finančních ukazatelů
    (Corporate Efficiency: Effect of Ownership Structures and Financial Indicators)
    Politická ekonomie, 2012, 2012, (4), 459-483 Downloads View citations (2)
  2. Firm break-up and performance
    Economics of Governance, 2012, 13, (2), 121-143 Downloads View citations (9)
  3. Firm efficiency: Domestic owners, coalitions, and FDI
    Economic Systems, 2012, 36, (4), 471-486 Downloads View citations (16)
    See also Working Paper (2012)
  4. State ownership and control in the Czech Republic
    Economic Change and Restructuring, 2012, 45, (3), 157-191 Downloads View citations (11)
    See also Working Paper (2009)
  5. Technological Innovation in New EU Markets
    Emerging Markets Finance and Trade, 2012, 48, (5), 48-65 Downloads
    See also Working Paper (2012)
  6. The identification of price jumps
    Monte Carlo Methods and Applications, 2012, 18, (1), 53-77 Downloads View citations (10)
    See also Working Paper (2011)

2011

  1. Default Predictors in Retail Credit Scoring: Evidence from Czech Banking Data
    Emerging Markets Finance and Trade, 2011, 47, (6), 80-98 Downloads View citations (8)
    See also Working Paper (2011)
  2. Direct and indirect effects of FDI in emerging European markets: A survey and meta-analysis
    Economic Systems, 2011, 35, (3), 301-322 Downloads View citations (70)
    See also Working Paper (2011)
  3. Foreign News and Spillovers in Emerging European Stock Markets
    Review of International Economics, 2011, 19, (1), 170-188 View citations (56)
    See also Working Paper (2010)
  4. Learning by investing
    The Economics of Transition, 2011, 19, (1), 125-149
    See also Working Paper (2005)
  5. Public Investment and Fiscal Performance in the New EU Member States
    Fiscal Studies, 2011, 32, (1), 43-71 Downloads View citations (7)
    See also Working Paper (2010)
  6. 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 Downloads View citations (3)
  7. Time-varying synchronization of European stock markets
    Empirical Economics, 2011, 40, (2), 393-407 Downloads View citations (24)
    See also Working Paper (2007)
  8. 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 Downloads
  9. 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 Downloads
  10. Volatility transmission in emerging European foreign exchange markets
    Journal of Banking & Finance, 2011, 35, (11), 2829-2841 Downloads View citations (114)
    See also Working Paper (2011)

2010

  1. Corporate Philanthropy in the Czech and Slovak Republics
    Czech Journal of Economics and Finance (Finance a uver), 2010, 60, (2), 102-121 Downloads View citations (3)
  2. Erratum to "Currencies, competition, and clans" [J. Policy Model. 30 (2008) 1115-1132]
    Journal of Policy Modeling, 2010, 32, (3), 432-432 Downloads
  3. Exchange Rate Risk in Central European Countries
    Czech Journal of Economics and Finance (Finance a uver), 2010, 60, (1), 22-39 Downloads View citations (5)
  4. 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 Downloads

2009

  1. Divestitures, privatization and corporate performance in emerging markets
    The Economics of Transition, 2009, 17, (1), 43-73 Downloads View citations (18)
  2. Macroeconomic sources of foreign exchange risk in new EU members
    Journal of Banking & Finance, 2009, 33, (11), 2164-2173 Downloads View citations (24)
    See also Working Paper (2007)
  3. The Effects of Privatization and Ownership in Transition Economies
    Journal of Economic Literature, 2009, 47, (3), 699-728 Downloads View citations (258)
    See also Working Paper (2009)
  4. 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 Downloads View citations (60)
    See also Working Paper (2008)

2008

  1. Bond Market Emergence
    Journal of Emerging Market Finance, 2008, 7, (2), 141-168 Downloads View citations (1)
  2. Currencies, competition, and clans
    Journal of Policy Modeling, 2008, 30, (6), 1115-1132 Downloads View citations (2)
    See also Working Paper (2004)
  3. Fiscal convergence in the European Union
    The North American Journal of Economics and Finance, 2008, 19, (3), 319-330 Downloads View citations (30)
  4. Kontrolní potenciál státu nad zprivatizovanými podniky
    (Control potential of the state in privatized firms)
    Politická ekonomie, 2008, 2008, (4), 467-483 Downloads View citations (1)
  5. Modeling Foreign Exchange Risk Premium in Armenia
    Emerging Markets Finance and Trade, 2008, 44, (1), 41-61 Downloads View citations (12)
    See also Working Paper (2006)
  6. Potential of the state to control privatized firms
    Economic Change and Restructuring, 2008, 41, (2), 167-186 Downloads View citations (10)

2007

  1. Existence procesu učení na umělém akciovém trhu
    (Existence of the learning process at a proxy stock market)
    Politická ekonomie, 2007, 2007, (3) Downloads
  2. Interdependence between Eastern and Western European stock markets: Evidence from intraday data
    Economic Systems, 2007, 31, (2), 184-203 Downloads View citations (80)
    See also Working Paper (2005)
  3. Origin and concentration
    The Economics of Transition, 2007, 15, (1), 1-31 Downloads View citations (8)
    See also Working Paper (2005)
  4. 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 Downloads View citations (21)

2006

  1. Credit-Scoring Methods (in English)
    Czech Journal of Economics and Finance (Finance a uver), 2006, 56, (3-4), 152-167 Downloads View citations (7)
  2. Exchange rate volatility and regime change: A Visegrad comparison
    Journal of Comparative Economics, 2006, 34, (4), 727-753 Downloads View citations (58)
    See also Working Paper (2003)
  3. Pilgrims to the Eurozone: How far, how fast?
    Economic Systems, 2006, 30, (4), 311-327 Downloads View citations (45)
    See also Working Paper (2005)
  4. Rozdělení, privatizace podniků a jejich výkonnost
    (Breakups, privatization and firms" performance)
    Politická ekonomie, 2006, 2006, (4), 467-489 Downloads
  5. Structural changes in Central and Eastern European economies: breaking news or breaking the ice?
    Economic Change and Restructuring, 2006, 39, (1), 85-103 Downloads View citations (9)

2005

  1. Beware of breaks in exchange rates: Evidence from European transition countries
    Economic Systems, 2005, 29, (3), 307-324 Downloads View citations (15)
    See also Working Paper (2001)
  2. Optimal Range for the iid Test Based on Integration Across the Correlation Integral
    Econometric Reviews, 2005, 24, (3), 265-296 Downloads View citations (5)
    See also Working Paper (2004)

2003

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

2002

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

2001

  1. AN ALTERNATIVE TO THE BDS TEST: INTEGRATION ACROSS THE CORRELATION INTEGRAL
    Econometric Reviews, 2001, 20, (3), 337-351 Downloads View citations (6)
    See also Working Paper (2003)
  2. Macroeconomic Convergence in Transition Countries
    Journal of Comparative Economics, 2001, 29, (1), 1-23 Downloads View citations (69)
    See also Working Paper (1999)
  3. State of corruption in transition: case of the Czech Republic
    Emerging Markets Review, 2001, 2, (2), 138-160 Downloads View citations (24)
    See also Working Paper (2000)
  4. Transition and Convergence in Central and Eastern Europe
    Czech Journal of Economics and Finance (Finance a uver), 2001, 51, (4), 234-248 Downloads

2000

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

1999

  1. Residual State Property in the Czech Republic
    Eastern European Economics, 1999, 37, (5), 6-35 Downloads View citations (31)
    See also Working Paper (1999)
  2. 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 Downloads

1998

  1. Altered bank and exchange volatility
    The Economics of Transition, 1998, 6, (1), 173-181 Downloads View citations (1)
    See also Working Paper (1997)
  2. Discrepancy between Exchange Rate Regime and Monetary Policy
    Politická ekonomie, 1998, 1998, (5) Downloads View citations (1)
  3. Integration of Emergency Equity Markets: Major Asian Players
    Korean Economic Review, 1998, 14, 99-113 Downloads View citations (8)
  4. 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 Downloads

1997

  1. Conditional variance and fluctuation band
    Prague Economic Papers, 1997, 1997, (4) Downloads
  2. 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 Downloads
  3. Inflace a mechanismus měnových kurzů
    (Inflation and Exchange Rate Mechanism)
    Politická ekonomie, 1997, 1997, (5), 657-668 Downloads
  4. Inflation Convergence within the European Union: A Panel Data Analysis
    International Journal of Finance & Economics, 1997, 2, (3), 189-98 Downloads View citations (41)
    See also Working Paper (1996)
  5. 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 Downloads

1996

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

Books

2017

  1. Elements of Time Series Econometrics
    University of Chicago Press Economics Books, University of Chicago Press View citations (1)
    Also in University of Chicago Press Economics Books, University of Chicago Press (2014)

Chapters

2014

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

2006

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

2003

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