Details about Lukáš Pfeifer

Access statistics for papers by Lukáš Pfeifer.

Last updated 2021-08-06. Update your information in the RePEc Author Service.

Short-id: ppf36

Working Papers

2019

1. Macroprudential Ring-Fencing
   Research and Policy Notes, Czech National Bank, Research and Statistics Department

2018

2. A Profit-to-Provisioning Approach to Setting the Countercyclical Capital Buffer: The Czech Example
   Working Papers, Czech National Bank, Research and Statistics Department View citations (5)
   Also in ESRB Working Paper Series, European Systemic Risk Board (2018) View citations (5)
3. The Leverage Ratio and Its Impact on Capital Regulation
   Working Papers, Czech National Bank, Research and Statistics Department View citations (1)

2017

4. Are the Risk Weights of Banks in the Czech Republic Procyclical? Evidence from Wavelet Analysis
   Working Papers, Czech National Bank, Research and Statistics Department View citations (7)
   See also Journal Article Are risk weights of banks in the Czech Republic procyclical? Evidence from wavelet analysis, Journal of Central Banking Theory and Practice, Central bank of Montenegro (2021) View citations (1) (2021)

Journal Articles

2021

1. A profit-to-provisioning approach to setting the countercyclical capital buffer
   Economic Systems, 2021, 45, (1) View citations (3)
2. Are risk weights of banks in the Czech Republic procyclical? Evidence from wavelet analysis
   Journal of Central Banking Theory and Practice, 2021, 10, (1), 113-139 View citations (1)
   See also Working Paper Are the Risk Weights of Banks in the Czech Republic Procyclical? Evidence from Wavelet Analysis, Working Papers (2017) View citations (7) (2017)
3. New kid on the block: leverage ratio and its implications for banking regulation
   The European Journal of Finance, 2021, 27, (10), 1009-1028 View citations (2)
4. The relationship between capital and liquidity prudential instruments
   Journal of Regulatory Economics, 2021, 59, (1), 47-70 View citations (2)
   See also Chapter The Relationship between Capital and Liquidity Prudential Instruments, Occasional Publications - Chapters in Edited Volumes, 2020 (2020) View citations (1) (2020)

2019

5. Leverage Ratio and its Potential For Enhancing the Effectiveness of Capital Regulation
   Journal of Central Banking Theory and Practice, 2019, 8, (2), 129-146 View citations (5)

2018

6. Fiscal-Monetary-Financial Stability Interactions in a Data-Rich Environment
   Review of Economic Perspectives, 2018, 18, (3), 195-224 View citations (5)
7. The Impact of Credit Booms and Economic Policy on Labour Productivity: A Sectoral Analysis
   ACTA VSFS, 2018, 12, (1), 10-42 View citations (1)

2017

8. Interakce kapitálové a likviditní regulace v bankovním sektoru
   (Interaction of Capital and Liquidity Regulation in the Banking Sector)
   Politická ekonomie, 2017, 2017, (5), 525-545
9. Leverage Ratio and its Impact on the Resilience of the Banking Sector and Efficiency of Macroprudential Policy
   Czech Journal of Economics and Finance (Finance a uver), 2017, 67, (4), 277-299 View citations (13)

2015

10. Reakční funkce a udržitelnost fiskální politiky
    (Fiscal Policy Reaction Function and Sustainability)
    Politická ekonomie, 2015, 2015, (5), 545-569
11. Vliv měnových podmínek na jednotlivé kategorie cen v České Republice v kontextu měnové a makroobezřetnostní politiky
    (The Effect of Monetary Conditions on Individual Categories of Prices in the Czech Republic)
    Politická ekonomie, 2015, 2015, (8), 948-966 View citations (1)

2014

12. Vztah finanční a cenové stability v podmínkách ČR
    (The Relationship of Financial and Price Stability in the Context of the Czech Republic)
    Politická ekonomie, 2014, 2014, (1), 49-66

2012

13. Nereálné předpoklady ekonomie hlavního proudu jako podmínka matematizace ekonomie
    E-LOGOS, 2012, 2012, (1), 1-23

Books

2018

1. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2018
   Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department
2. Risk-Sensitive Capital Regulation, vol 16
   Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department

2017

3. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2017
   Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department

2016

4. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2016
   Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department

2015

5. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2015
   Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department

Chapters

2021

1. Usability of capital buffers under a binding leverage ratio requirement
   Czech National Bank, Research and Statistics Department

2020

2. The CNB's approach to releasing the countercyclical capital buffer
   Czech National Bank, Research and Statistics Department View citations (2)
3. The Relationship between Capital and Liquidity Prudential Instruments
   Czech National Bank, Research and Statistics Department View citations (1)
   See also Journal Article The relationship between capital and liquidity prudential instruments, Springer (2021) View citations (2) (2021)

2016

4. The Role of the Leverage Ratio in Capital Regulation of the Banking Sector
   Chapter Thematic Article 3 in CNB Financial Stability Report 2015/2016, 2016, pp 137-148 View citations (3)