Details about Diana Zigraiova

Access statistics for papers by Diana Zigraiova.

Last updated 2025-02-08. Update your information in the RePEc Author Service.

Short-id: pzi117

Working Papers

2021

1. How Puzzling Is the Forward Premium Puzzle? A Meta-Analysis
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (42)
   Also in MetaArXiv, Center for Open Science (2020)
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2020) View citations (1)
   EconStor Preprints, ZBW - Leibniz Information Centre for Economics (2020) View citations (2)
   Working Papers, European Stability Mechanism (2020) View citations (1)
   MetaArXiv, Center for Open Science (2020) View citations (2)
   See also Journal Article How puzzling is the forward premium puzzle? A meta-analysis, European Economic Review, Elsevier (2021) View citations (36) (2021)

2020

2. Quantifying Risks to Sovereign Market Access: Methods and Challenges
   Globalization Institute Working Papers, Federal Reserve Bank of Dallas
   Also in Working Papers, European Stability Mechanism (2020)
3. Sovereign bond market spillovers from crisis-time developments in Greece
   Working Papers, European Stability Mechanism
   See also Journal Article Sovereign bond market spillovers from crisis-time developments in Greece, Journal of International Financial Markets, Institutions and Money, Elsevier (2022) View citations (1) (2022)

2017

4. Updating the Long Term Rate in Time: A Possible Approach
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
   Also in EIOPA Financial Stability Report - Thematic Articles, EIOPA, Risks and Financial Stability Department (2016)
5. Updating the Ultimate Forward Rate over Time: A Possible Approach
   Working Papers, Czech National Bank, Research and Statistics Department
6. Wage Dynamics and Financial Performance: Evidence from Czech Firms
   Working Papers, Czech National Bank, Research and Statistics Department

2016

7. NManagement Board Composition of Banking Institutions and Bank Risk-Taking: The Case of the Czech Republic
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (1)
   Also in Working Papers, Czech National Bank, Research and Statistics Department (2015) View citations (2)

2015

8. Bank Competition and Financial Stability: Much Ado About Nothing?
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (13)
   Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2015) View citations (19)
   Working Papers, Czech National Bank, Research and Statistics Department (2015) View citations (23)
   See also Journal Article BANK COMPETITION AND FINANCIAL STABILITY: MUCH ADO ABOUT NOTHING?, Journal of Economic Surveys, Wiley Blackwell (2016) View citations (101) (2016)
9. Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network
   MPRA Paper, University Library of Munich, Germany View citations (31)
10. Labour Market Adjustment since the Global Financial Crisis: Evidence from a Survey of Czech Firms
    Research and Policy Notes, Czech National Bank, Research and Statistics Department View citations (1)

2014

11. Systemic Event Prediction by Early Warning System
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (2)

Journal Articles

2022

1. Sovereign bond market spillovers from crisis-time developments in Greece
   Journal of International Financial Markets, Institutions and Money, 2022, 78, (C) View citations (1)
   See also Working Paper Sovereign bond market spillovers from crisis-time developments in Greece, Working Papers (2020) (2020)

2021

2. How puzzling is the forward premium puzzle? A meta-analysis
   European Economic Review, 2021, 134, (C) View citations (36)
   See also Working Paper How Puzzling Is the Forward Premium Puzzle? A Meta-Analysis, CEPR Discussion Papers (2021) View citations (42) (2021)

2017

3. Leading indicators of financial stress: New evidence
   Journal of Financial Stability, 2017, 28, (C), 240-257 View citations (19)
4. Mechanisms of the State Dependence of Wage Setting: Evidence from a Survey of Czech Firms
   Eastern European Economics, 2017, 55, (4), 342-356 View citations (5)

2016

5. BANK COMPETITION AND FINANCIAL STABILITY: MUCH ADO ABOUT NOTHING?
   Journal of Economic Surveys, 2016, 30, (5), 944-981 View citations (101)
   See also Working Paper Bank Competition and Financial Stability: Much Ado About Nothing?, Working Papers IES (2015) View citations (13) (2015)

2015

6. Financial Stress Indices and Financial Crises
   Open Economies Review, 2015, 26, (3), 383-406 View citations (40)
7. Systemic event prediction by an aggregate early warning system: An application to the Czech Republic
   Economic Systems, 2015, 39, (4), 553-576 View citations (10)

Books

2016

1. Topics in Labour Markets, vol 14
   Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department