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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)

Access statistics for papers by Evžen Kočenda.

Last updated 2023-11-27. Update your information in the RePEc Author Service.

Short-id: pko58


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Working Papers

2024

  1. Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities
    CESifo Working Paper Series, CESifo Downloads

2023

  1. Determinants of Financial Inclusion in Africa and OECD Countries
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads View citations (1)
  2. Does the Spillover Index Respond to Adverse Shocks? A Bootstrap-Based Probabilistic Analysis
    CESifo Working Paper Series, CESifo Downloads View citations (1)
    Also in Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2019) Downloads
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2021) Downloads
  3. 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 Downloads
  4. Financial Crime and Punishment: A Meta-Analysis
    CESifo Working Paper Series, CESifo Downloads
  5. 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 Downloads
  6. Media Treatment of Monetary Policy Surprises and Their Impact on Firms’ and Consumers’ Expectations
    CESifo Working Paper Series, CESifo Downloads View citations (1)
    Also in Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2021) Downloads
  7. Quest for the General Effect Size of Finance on Growth: A Large Meta-Analysis of Worldwide Studies
    CESifo Working Paper Series, CESifo Downloads
  8. Unraveling Timing Uncertainty of Event-driven Connectedness among Oil-Based Energy Commodities
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads
  9. Volatility Connectedness on the Central European Forex Markets
    CESifo Working Paper Series, CESifo Downloads

2022

  1. ECB monetary policy and commodity prices
    FFA Working Papers, Prague University of Economics and Business Downloads
    Also in Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2020) Downloads

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

    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) Downloads View citations (3) (2022)
  6. Yield Curve Dynamics and Fiscal Policy Shocks
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads View citations (2)
    Also in Working and Discussion Papers, Research Department, National Bank of Slovakia (2019) Downloads View citations (3)

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 View citations (4)
    Also in Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2021) Downloads View citations (4)

    See also Journal Article Bank survival around the world: A meta‐analytic review, Journal of Economic Surveys, Wiley Blackwell (2022) Downloads View citations (3) (2022)
  2. Distressed Acquisitions Evidence from European Emerging Markets
    RRC Working Paper Series, Russian Research Center, Institute of Economic Research, Hitotsubashi University Downloads View citations (2)
    Also in CESifo Working Paper Series, CESifo (2021) Downloads View citations (2)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2020) Downloads View citations (1)

    See also Journal Article Distressed acquisitions: Evidence from European emerging markets, Journal of Comparative Economics, Elsevier (2021) Downloads View citations (2) (2021)
  3. 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) Downloads
    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
    CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University (2021) Downloads View citations (6)

    See also Journal Article Institutions, financial development, and small business survival: evidence from European emerging markets, Small Business Economics, Springer (2022) Downloads View citations (4) (2022)
  4. Mortgage-Related Bank Penalties and Systemic Risk among U.S. Banks
    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 (2019) Downloads

    See also Journal Article Mortgage-related bank penalties and systemic risk among U.S. banks, Journal of International Money and Finance, Elsevier (2022) Downloads View citations (1) (2022)
  5. Selective Attention in Exchange Rate Forecasting
    CESifo Working Paper Series, CESifo Downloads View citations (2)
    Also in Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2020) Downloads View citations (1)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2020) Downloads View citations (1)

    See also Journal Article Selective Attention in Exchange Rate Forecasting, Journal of Behavioral Finance, Taylor & Francis Journals (2022) Downloads (2022)

2020

  1. Bank Survival in Central and Eastern Europe
    KIER Working Papers, Kyoto University, Institute of Economic Research Downloads View citations (8)
    Also in Discussion Paper Series, Institute of Economic Research, Hitotsubashi University (2018) Downloads View citations (1)
    Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) (2019) Downloads View citations (2)

    See also Journal Article Bank survival in Central and Eastern Europe, International Review of Economics & Finance, Elsevier (2020) Downloads View citations (10) (2020)
  2. 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 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) Downloads (2020)
  3. 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 Nowcasting Real GDP Growth: Comparison between Old and New EU Countries, Eastern European Economics, Taylor & Francis Journals (2020) Downloads View citations (1) (2020)

2019

  1. Firm survival in new EU member states
    Working and Discussion Papers, Research Department, National Bank of Slovakia Downloads View citations (3)
    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 Firm survival in new EU member states, Economic Systems, Elsevier (2020) Downloads View citations (14) (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 (28)
    Also in CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University (2018) Downloads View citations (4)

    See also Journal Article Institutions and determinants of firm survival in European emerging markets, Journal of Corporate Finance, Elsevier (2019) Downloads View citations (30) (2019)
  3. Total, Asymmetric and Frequency Connectedness Between Oil and Forex Markets
    CESifo Working Paper Series, CESifo Downloads View citations (18)
    Also in Papers, arXiv.org (2019) Downloads View citations (32)

    See also Journal Article Total, Asymmetric and Frequency Connectedness between Oil and Forex Markets, The Energy Journal, International Association for Energy Economics (2019) Downloads View citations (31) (2019)

2018

  1. Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis
    CESifo Working Paper Series, CESifo Downloads View citations (11)
    Also in Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2016) Downloads View citations (1)

    See also Journal Article Intraday effect of news on emerging European forex markets: An event study analysis, Economic Systems, Elsevier (2018) Downloads View citations (12) (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 View citations (1)
    See also Journal Article Survival of service firms in European emerging economies, Applied Economics Letters, Taylor & Francis Journals (2020) Downloads View citations (15) (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 (12)
    Also in Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) (2017) Downloads 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) Downloads View citations (15) (2017)
  2. Asymmetric volatility connectedness on the forex market
    KIER Working Papers, Kyoto University, Institute of Economic Research Downloads View citations (97)
    Also in Papers, arXiv.org (2016) Downloads View citations (2)

    See also Journal Article Asymmetric volatility connectedness on the forex market, Journal of International Money and Finance, Elsevier (2017) Downloads View citations (90) (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 Dynamics and factors of inflation convergence in the European union, Journal of International Money and Finance, Elsevier (2018) Downloads View citations (12) (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 Exchange rate comovements, hedging and volatility spillovers on new EU forex markets, Journal of International Financial Markets, Institutions and Money, Elsevier (2019) Downloads View citations (36) (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, Central Bank of the Republic of Armenia (2007) Downloads View citations (1)
    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 (2017) Downloads View citations (2)

    See also Journal Article Export Sophistication: A Dynamic Panel Data Approach, Emerging Markets Finance and Trade, Taylor & Francis Journals (2018) Downloads View citations (13) (2018)
  6. Financial Stability in Europe: Banking and Sovereign Risk
    CESifo Working Paper Series, CESifo Downloads
    See also Journal Article Financial stability in Europe: Banking and sovereign risk, Journal of Financial Stability, Elsevier (2018) Downloads View citations (24) (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 CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) Downloads
    CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague (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 (2)

    See also Journal Article Networks of volatility spillovers among stock markets, Physica A: Statistical Mechanics and its Applications, Elsevier (2018) Downloads View citations (29) (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 Survey of Volatility and Spillovers on Financial Markets, Prague Economic Papers, Prague University of Economics and Business (2018) Downloads View citations (1) (2018)
  10. The Impact of Monetary Strategies on Inflation Persistence
    CESifo Working Paper Series, CESifo Downloads View citations (2)
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2016) Downloads 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) Downloads View citations (11) (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 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) Downloads View citations (3) (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 Papers, arXiv.org (2014) Downloads View citations (7)
    FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2014) Downloads 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) Downloads View citations (140) (2016)
  2. Corporate Efficiency in Europe
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (33)
    Also in Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) (2015) Downloads View citations (33)

    See also Journal Article Corporate efficiency in Europe, Journal of Corporate Finance, Elsevier (2015) Downloads View citations (25) (2015)
  3. Gold, Oil, and Stocks: Dynamic Correlations
    CESifo Working Paper Series, CESifo Downloads View citations (5)
    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 (12)

    See also Journal Article Gold, oil, and stocks: Dynamic correlations, International Review of Economics & Finance, Elsevier (2016) Downloads View citations (70) (2016)
  4. Volatility spillovers across petroleum markets
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Downloads View citations (58)
    Also in Papers, arXiv.org (2014) Downloads View citations (1)

    See also Journal Article Volatility Spillovers Across Petroleum Markets, The Energy Journal, International Association for Energy Economics (2015) Downloads View citations (67) (2015)

2014

  1. The impact of macro news and central bank communication on emerging European forex markets
    Post-Print, HAL View citations (18)
    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)
    Working Papers, HAL (2012) Downloads

    See also Journal Article The impact of macro news and central bank communication on emerging European forex markets, Economic Systems, Elsevier (2014) Downloads View citations (29) (2014)

2013

  1. Factors of trade in Europe
    Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) Downloads View citations (1)
    See also Journal Article Factors of trade in Europe, Economic Systems, Elsevier (2014) Downloads View citations (16) (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 (8)
    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 View citations (2)
    See also Journal Article Price jumps on European stock markets, Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul (2014) Downloads View citations (8) (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 Post-Print, HAL (2013) View citations (1)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2012) Downloads View citations (1)
    Post-Print, HAL (2012) Downloads
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2012) Downloads View citations (1)

    See also Journal Article Short- and Long-term Growth Effects of Exchange Rate Adjustment, Review of International Economics, Wiley Blackwell (2013) Downloads View citations (8) (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 (6)

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 (17)
    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 View citations (1)

    See also Journal Article Firm efficiency: Domestic owners, coalitions, and FDI, Economic Systems, Elsevier (2012) Downloads View citations (20) (2012)
  2. Incomplete Specialization and Offshoring across Europe
    CESifo Working Paper Series, CESifo Downloads View citations (2)
  3. Short-Term and Long-Term Growth Effects of Exchange Rate Adjustment
    CESifo Working Paper Series, CESifo Downloads View citations (1)
  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 Technological Innovation in New EU Markets, Emerging Markets Finance and Trade, Taylor & Francis Journals (2012) Downloads (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 (15)
    Also in CESifo Working Paper Series, CESifo (2009) Downloads 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) Downloads View citations (15) (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 (64)
    Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2010) Downloads View citations (7)
    Post-Print, HAL (2010) Downloads View citations (11)
    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)
    Post-Print, HAL (2011) View citations (85)

    See also Journal Article Direct and indirect effects of FDI in emerging European markets: A survey and meta-analysis, Economic Systems, Elsevier (2011) Downloads View citations (77) (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 The identification of price jumps, Monte Carlo Methods and Applications, De Gruyter (2012) Downloads View citations (10) (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 (149)
    Also in CESifo Working Paper Series, CESifo (2010) Downloads View citations (5)

    See also Journal Article Volatility transmission in emerging European foreign exchange markets, Journal of Banking & Finance, Elsevier (2011) Downloads View citations (140) (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 (4)

    See also Journal Article Foreign News and Spillovers in Emerging European Stock Markets, Review of International Economics, Wiley Blackwell (2011) View citations (69) (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)
    Also in Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano (2010) Downloads 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) Downloads View citations (11) (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 (316)
    See also Journal Article The Effects of Privatization and Ownership in Transition Economies, Journal of Economic Literature, American Economic Association (2009) Downloads View citations (325) (2009)
  2. 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 Downloads View citations (1)
  3. State Ownership and Control in the Czech Republic
    CESifo Working Paper Series, CESifo Downloads View citations (2)
    See also Journal Article State ownership and control in the Czech Republic, Economic Change and Restructuring, Springer (2012) Downloads View citations (19) (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 (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) Downloads View citations (70) (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 Macroeconomic sources of foreign exchange risk in new EU members, Journal of Banking & Finance, Elsevier (2009) Downloads View citations (28) (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 Time-varying synchronization of European stock markets, Empirical Economics, Springer (2011) Downloads View citations (46) (2011)

2006

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

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 (8)
    See also Journal Article Interdependence between Eastern and Western European stock markets: Evidence from intraday data, Economic Systems, Elsevier (2007) Downloads View citations (85) (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 Learning by investing, The Economics of Transition, The European Bank for Reconstruction and Development (2011) View citations (1) (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 Origin and concentration, The Economics of Transition, The European Bank for Reconstruction and Development (2007) Downloads View citations (17) (2007)
  4. Pilgrims to Eurozone: How Far, How Fast
    Working Papers, Department of Economics, Bilkent University Downloads View citations (10)
    Also in CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague (2005) Downloads View citations (11)

    See also Journal Article Pilgrims to the Eurozone: How far, how fast?, Economic Systems, Elsevier (2006) Downloads View citations (59) (2006)

2004

  1. Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power
    Econometrics, University Library of Munich, Germany Downloads View citations (2)
    Also in CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague (2004) Downloads View citations (2)
  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 Currencies, competition, and clans, Journal of Policy Modeling, Elsevier (2008) Downloads View citations (2) (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 (8)
  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 AN ALTERNATIVE TO THE BDS TEST: INTEGRATION ACROSS THE CORRELATION INTEGRAL, Econometric Reviews, Taylor & Francis Journals (2001) Downloads View citations (6) (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 Exchange rate volatility and regime change: A Visegrad comparison, Journal of Comparative Economics, Elsevier (2006) Downloads View citations (61) (2006)
  3. Ownership and Firm Performance After Large-Scale Privatization
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (16)
    Also in CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague (2003) Downloads View citations (13)
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2002) Downloads View citations (21)
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2003) Downloads View citations (18)

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 Beware of breaks in exchange rates: Evidence from European transition countries, Economic Systems, Elsevier (2005) Downloads View citations (17) (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)
  4. 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 Downloads
    Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2000) Downloads
    Public Economics, University Library of Munich, Germany (2001) Downloads

    See also Journal Article State of corruption in transition: case of the Czech Republic, Emerging Markets Review, Elsevier (2001) Downloads View citations (28) (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 Macroeconomic Convergence in Transition Countries, Journal of Comparative Economics, Elsevier (2001) Downloads View citations (78) (2001)
  2. Residual State Property in the Czech Republic
    MPRA Paper, University Library of Munich, Germany Downloads View citations (33)
    See also Journal Article Residual State Property in the Czech Republic, Eastern European Economics, Taylor & Francis Journals (1999) Downloads View citations (33) (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 (3)

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 Altered bank and exchange volatility, The Economics of Transition, The European Bank for Reconstruction and Development (1998) Downloads View citations (1) (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 Inflation Convergence within the European Union: A Panel Data Analysis, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (1997) Downloads View citations (50) (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 Volatility of a Seemingly Fixed Exchange Rate, Eastern European Economics, Taylor & Francis Journals (1996) Downloads View citations (4) (1996)

Journal Articles

2023

  1. ECB monetary policy and commodity prices
    Review of International Economics, 2023, 31, (1), 274-304 Downloads View citations (3)
    See also Working Paper ECB monetary policy and commodity prices, FFA Working Papers (2022) Downloads (2022)

2022

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

2021

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

2020

  1. Bank survival in Central and Eastern Europe
    International Review of Economics & Finance, 2020, 69, (C), 860-878 Downloads View citations (10)
    See also Working Paper Bank Survival in Central and Eastern Europe, KIER Working Papers (2020) Downloads View citations (8) (2020)
  2. Firm survival in new EU member states
    Economic Systems, 2020, 44, (1) Downloads View citations (14)
    See also Working Paper Firm survival in new EU member states, Working and Discussion Papers (2019) Downloads View citations (3) (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 Impact of Multinational Enterprises on Competition, Productivity and Trade Spillovers across European Firms, KIER Working Papers (2020) Downloads (2020)
  4. Nowcasting Real GDP Growth: Comparison between Old and New EU Countries
    Eastern European Economics, 2020, 58, (3), 197-220 Downloads View citations (1)
    See also Working Paper Nowcasting Real GDP Growth: Comparison between Old and New EU Countries, Working Papers IES (2020) Downloads View citations (1) (2020)
  5. Survival of service firms in European emerging economies
    Applied Economics Letters, 2020, 27, (4), 340-348 Downloads View citations (15)
    See also Working Paper Survival of Service Firms in European Emerging Economies, CEI Working Paper Series (2018) Downloads View citations (1) (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 (36)
    See also Working Paper Exchange Rate Co-movements, Hedging and Volatility Spillovers in New EU Forex Markets, Working Papers IES (2017) Downloads View citations (2) (2017)
  2. Institutions and determinants of firm survival in European emerging markets
    Journal of Corporate Finance, 2019, 58, (C), 431-453 Downloads View citations (30)
    See also Working Paper Institutions and determinants of firm survival in European emerging markets, Working and Discussion Papers (2019) Downloads View citations (28) (2019)
  3. Privatization, Firms and Ownership
    ifo DICE Report, 2019, 17, (03), 13-16 Downloads View citations (1)
  4. Total, Asymmetric and Frequency Connectedness between Oil and Forex Markets
    The Energy Journal, 2019, Volume 40, (Special Issue) Downloads View citations (31)
    See also Working Paper Total, Asymmetric and Frequency Connectedness Between Oil and Forex Markets, CESifo Working Paper Series (2019) Downloads View citations (18) (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 (12)
    See also Working Paper Dynamics and Factors of Inflation Convergence in the European Union, Working Papers IES (2017) Downloads (2017)
  3. Export Sophistication: A Dynamic Panel Data Approach
    Emerging Markets Finance and Trade, 2018, 54, (12), 2799-2814 Downloads View citations (13)
    See also Working Paper Export sophistication: A dynamic panel data approach, KIER Working Papers (2017) Downloads View citations (4) (2017)
  4. Financial stability in Europe: Banking and sovereign risk
    Journal of Financial Stability, 2018, 36, (C), 305-321 Downloads View citations (24)
    See also Working Paper Financial Stability in Europe: Banking and Sovereign Risk, CESifo Working Paper Series (2017) Downloads (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 (12)
    See also Working Paper Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis, CESifo Working Paper Series (2018) Downloads View citations (11) (2018)
  6. Networks of volatility spillovers among stock markets
    Physica A: Statistical Mechanics and its Applications, 2018, 490, (C), 1555-1574 Downloads View citations (29)
    See also Working Paper Networks of Volatility Spillovers among Stock Markets, CESifo Working Paper Series (2017) Downloads (2017)
  7. Survey of Volatility and Spillovers on Financial Markets
    Prague Economic Papers, 2018, 2018, (3), 293-305 Downloads View citations (1)
    See also Working Paper Survey of volatility and spillovers on financial markets, Working Papers (2017) Downloads (2017)
  8. The Impact of Monetary Strategies on Inflation Persistence
    International Journal of Central Banking, 2018, 14, (4), 229-274 Downloads View citations (11)
    See also Working Paper The Impact of Monetary Strategies on Inflation Persistence, CESifo Working Paper Series (2017) Downloads View citations (2) (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 (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) Downloads View citations (12) (2017)
  2. Asymmetric volatility connectedness on the forex market
    Journal of International Money and Finance, 2017, 77, (C), 39-56 Downloads View citations (90)
    See also Working Paper Asymmetric volatility connectedness on the forex market, KIER Working Papers (2017) Downloads View citations (97) (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 View citations (1)

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 (140)
    See also Working Paper Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility Spillover, CESifo Working Paper Series (2015) Downloads View citations (7) (2015)
  2. Gold, oil, and stocks: Dynamic correlations
    International Review of Economics & Finance, 2016, 42, (C), 186-201 Downloads View citations (70)
    See also Working Paper Gold, Oil, and Stocks: Dynamic Correlations, CESifo Working Paper Series (2015) Downloads View citations (5) (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 Trade in parts and components across Europe, KIER Working Papers (2016) Downloads View citations (6) (2016)

2015

  1. Corporate efficiency in Europe
    Journal of Corporate Finance, 2015, 32, (C), 24-40 Downloads View citations (25)
    See also Working Paper Corporate Efficiency in Europe, CEPR Discussion Papers (2015) Downloads View citations (33) (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 (67)
    See also Working Paper Volatility spillovers across petroleum markets, William Davidson Institute Working Papers Series (2015) Downloads View citations (58) (2015)

2014

  1. Efektivita evropských firem
    (Efficiency of European Firms)
    Politická ekonomie, 2014, 2014, (3), 303-322 Downloads View citations (1)
  2. Factors of trade in Europe
    Economic Systems, 2014, 38, (4), 518-535 Downloads View citations (16)
    See also Working Paper Factors of trade in Europe, Working Papers (2013) Downloads View citations (1) (2013)
  3. Price jumps on European stock markets
    Borsa Istanbul Review, 2014, 14, (1), 10-22 Downloads View citations (8)
    See also Working Paper Price Jumps on European Stock Markets, William Davidson Institute Working Papers Series (2013) Downloads View citations (2) (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 (29)
    See also Working Paper The impact of macro news and central bank communication on emerging European forex markets, Post-Print (2014) View citations (18) (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 (8)
    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 (7) (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 (10)
  3. Firm efficiency: Domestic owners, coalitions, and FDI
    Economic Systems, 2012, 36, (4), 471-486 Downloads View citations (20)
    See also Working Paper Firm Efficiency: Domestic Owners, Coalitions, and FDI, CERGE-EI Working Papers (2012) Downloads View citations (17) (2012)
  4. State ownership and control in the Czech Republic
    Economic Change and Restructuring, 2012, 45, (3), 157-191 Downloads View citations (19)
    See also Working Paper State Ownership and Control in the Czech Republic, CESifo Working Paper Series (2009) Downloads View citations (2) (2009)
  5. Technological Innovation in New EU Markets
    Emerging Markets Finance and Trade, 2012, 48, (5), 48-65 Downloads
    See also Working Paper Technological Innovation in New European Union Markets, Working Papers (2012) Downloads View citations (22) (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 The Identification of Price Jumps, CERGE-EI Working Papers (2011) Downloads View citations (6) (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 (15)
    See also Working Paper Default Predictors in Retail Credit Scoring: Evidence from Czech Banking Data, William Davidson Institute Working Papers Series (2011) Downloads View citations (15) (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 (77)
    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 (64) (2011)
  3. Foreign News and Spillovers in Emerging European Stock Markets
    Review of International Economics, 2011, 19, (1), 170-188 View citations (69)
    See also Working Paper Foreign News and Spillovers in Emerging European Stock Markets, William Davidson Institute Working Papers Series (2010) Downloads View citations (3) (2010)
  4. 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) Downloads (2005)
  5. Public Investment and Fiscal Performance in the New EU Member States
    Fiscal Studies, 2011, 32, (1), 43-71 Downloads View citations (11)
    See also Working Paper Public Investment and Fiscal Performance in New EU Member States, William Davidson Institute Working Papers Series (2010) Downloads View citations (3) (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 (46)
    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) Downloads View citations (3) (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 (140)
    See also Working Paper Volatility Transmission in Emerging European Foreign Exchange Markets, William Davidson Institute Working Papers Series (2011) Downloads View citations (149) (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 (19)
  2. Macroeconomic sources of foreign exchange risk in new EU members
    Journal of Banking & Finance, 2009, 33, (11), 2164-2173 Downloads View citations (28)
    See also Working Paper Macroeconomic Sources of Foreign Exchange Risk in New EU Members, William Davidson Institute Working Papers Series (2007) Downloads View citations (6) (2007)
  3. The Effects of Privatization and Ownership in Transition Economies
    Journal of Economic Literature, 2009, 47, (3), 699-728 Downloads View citations (325)
    See also Working Paper Effects of privatization and ownership in transition economies, Policy Research Working Paper Series (2009) Downloads View citations (316) (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 (70)
    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) Downloads View citations (8) (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 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) Downloads (2004)
  3. Fiscal convergence in the European Union
    The North American Journal of Economics and Finance, 2008, 19, (3), 319-330 Downloads View citations (38)
  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 (15)
  6. Potential of the state to control privatized firms
    Economic Change and Restructuring, 2008, 41, (2), 167-186 Downloads View citations (13)

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 (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) Downloads View citations (8) (2005)
  3. Origin and concentration
    The Economics of Transition, 2007, 15, (1), 1-31 Downloads View citations (17)
    See also Working Paper Origin and Concentration: Corporate Ownership, Control and Performance, CERGE-EI Working Papers (2005) Downloads View citations (28) (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 (22)

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 (9)
  2. Exchange rate volatility and regime change: A Visegrad comparison
    Journal of Comparative Economics, 2006, 34, (4), 727-753 Downloads View citations (61)
    See also Working Paper Exchange Rate Regimes and Volatility: Comparison of the Snake and Visegrad, William Davidson Institute Working Papers Series (2003) Downloads View citations (9) (2003)
  3. Pilgrims to the Eurozone: How far, how fast?
    Economic Systems, 2006, 30, (4), 311-327 Downloads View citations (59)
    See also Working Paper Pilgrims to Eurozone: How Far, How Fast, Working Papers (2005) Downloads View citations (10) (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 (17)
    See also Working Paper Detecting Structural Breaks: Exchange Rates in Transition Economies, Development and Comp Systems (2001) Downloads (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)

2003

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

2002

  1. Firm ownership structures: dynamic development
    Prague Economic Papers, 2002, 2002, (3), 255-268 Downloads View citations (18)
  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 An Alternative to the BDS Test: Integration Across The Correlation Integral, Econometrics (2003) Downloads (2003)
  2. Macroeconomic Convergence in Transition Countries
    Journal of Comparative Economics, 2001, 29, (1), 1-23 Downloads View citations (78)
    See also Working Paper Limited Macroeconomic Convergence in Transition Countries, CEPR Discussion Papers (1999) Downloads View citations (4) (1999)
  3. State of corruption in transition: case of the Czech Republic
    Emerging Markets Review, 2001, 2, (2), 138-160 Downloads View citations (28)
    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) Downloads (2001)
  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 (4)
  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 (33)
    See also Working Paper Residual State Property in the Czech Republic, MPRA Paper (1999) Downloads View citations (33) (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 The Czech Crown's Volatility Under Modified Exchange Regimes, William Davidson Institute Working Papers Series (1997) Downloads (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 (13)
  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 (50)
    See also Working Paper Inflation Convergence Within the European Union: A Panel Data Analysis, MPRA Paper (1996) Downloads View citations (2) (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 Volatility of a Seemingly Fixed Exchange Rate, MPRA Paper (1995) Downloads View citations (2) (1995)

Books

2017

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

Chapters

2014

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

2006

  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)

1999

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