Details about Michala Moravcova

Access statistics for papers by Michala Moravcova.

Last updated 2025-08-07. Update your information in the RePEc Author Service.

Short-id: pmo1006

Working Papers

2024

1. Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities
   CESifo Working Paper Series, CESifo View citations (6)
   See also Journal Article Frequency volatility connectedness and portfolio hedging of U.S. energy commodities, Research in International Business and Finance, Elsevier (2024) View citations (6) (2024)

2018

2. Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis
   CESifo Working Paper Series, CESifo View citations (12)
   Also in Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2016) View citations (1)
   See also Journal Article Intraday effect of news on emerging European forex markets: An event study analysis, Economic Systems, Elsevier (2018) View citations (12) (2018)

2017

3. Exchange Rate Co-movements, Hedging and Volatility Spillovers in New EU Forex Markets
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (2)
   See also Journal Article Exchange rate comovements, hedging and volatility spillovers on new EU forex markets, Journal of International Financial Markets, Institutions and Money, Elsevier (2019) View citations (58) (2019)

2015

4. The impact of German macroeconomic data announcements on the Czech financial market
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies

Journal Articles

2025

1. Do hurricanes cause storm on the stock market? The case of US energy companies
   International Review of Financial Analysis, 2025, 97, (C)

2024

2. Frequency volatility connectedness and portfolio hedging of U.S. energy commodities
   Research in International Business and Finance, 2024, 69, (C) View citations (6)
   See also Working Paper Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities, CESifo Working Paper Series (2024) View citations (6) (2024)

2019

3. Exchange rate comovements, hedging and volatility spillovers on new EU forex markets
   Journal of International Financial Markets, Institutions and Money, 2019, 58, (C), 42-64 View citations (58)
   See also Working Paper Exchange Rate Co-movements, Hedging and Volatility Spillovers in New EU Forex Markets, Working Papers IES (2017) View citations (2) (2017)

2018

4. Intraday effect of news on emerging European forex markets: An event study analysis
   Economic Systems, 2018, 42, (4), 597-615 View citations (12)
   See also Working Paper Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis, CESifo Working Paper Series (2018) View citations (12) (2018)
5. The Impact of German Macroeconomic News on Emerging European Forex Markets
   Prague Economic Papers, 2018, 2018, (5), 505-521