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Czech Journal of Economics and Finance (Finance a uver)

1990 - 2019

From Charles University Prague, Faculty of Social Sciences
Contact information at EDIRC.

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Volume 69, issue 6, 2019

The Effect of Currency Board Arrangements on Inflation Performance in Transition Countries before and during the Global Financial Crisis pp. 510-537 Downloads
Selena Begovic, Nick Adnett and Geoff Pugh
The Use of Leasing in Financially Constrained Firms: An Analysis for European SMEs pp. 538-557 Downloads
Ana Mol-Gomez-Vazquez, Gines Hernandez-Canovas and Johanna Köeter-Kant
Modeling Credit Losses for Multiple Loan Portfolios pp. 558-579 Downloads
Petr Gapko and Martin Smid
Bidirectional Nexus between Inflation and Inflation Uncertainty in the Asian Emerging Markets – The GARCH-in-Mean Approach pp. 580-599 Downloads
Dejan Živkov, Slavica Manic, Jasmina Duraskovic and Jelena Kovacevic

Volume 69, issue 5, 2019

Key Determinants of the Net Interest Margin of EU Banks in the Zero Lower Bound of Interest Rates pp. 416-439 Downloads
Petr Hanzlik and Petr Teply
Behavioural Attention to Financial Indicators: Evidence from Google Trends Data pp. 440-462 Downloads
Jolana Stejskalová
Sequential Gibbs Particle Filter Algorithm with Applications to Stochastic Volatility and Jumps Estimation pp. 463-488 Downloads
Jiří Witzany and Milan Ficura
The Effect of Deregulation on Firm Leverage and Strategic Behavior: Evidence from U.S. Electricity Industry pp. 489-507 Downloads
An-Sing Chen and Pham Tuan Anh

Volume 69, issue 4, 2019

Isolated Islands or Communicating Vessels? – Bitcoin Price and Volume Spillovers Across Cryptocurrency Platforms pp. 324-341 Downloads
Agata Kliber and Katarzyna Wlosik
Is Lending by Polish Cooperative Banks Procyclical? pp. 342-365 Downloads
Christophe Godlewski, Dorota Skała and Laurent Weill
Mean-Variance Portfolio Optimization of Energy Stocks Supported with Second Order Stochastic Dominance Efficiency pp. 366-383 Downloads
Celal Barkan Guran, Umut Ugurlu and Oktay Tas
Revisiting Seasonality in Overnight and Daytime Returns in the U.S. Equity Markets: Mean-Variance, Sharpe Ratio and Stochastic Dominance Approaches pp. 384-414 Downloads
Joao Dionísio Monteiro and Ernesto Raúl Ferreira

Volume 69, issue 3, 2019

Forecasting ECB Policy Rates with Different Monetary Policy Rules pp. 238 - 252 Downloads
Ansgar Belke and Jens Klose
Access to Credit and Growth of Firms pp. 253 - 274 Downloads
Michał Brzozowski
What Drives the Distributional Dynamics of Client Interest Rates on Consumer Loans in the Czech Republic? pp. 275 - 297 Downloads
Václav Brož and Michal Hlaváček
Dependence Structure of Volatility and Illiquidity on Vienna and Warsaw Stock Exchanges pp. 298 - 321 Downloads
Henryk Gurgul and Robert Syrek

Volume 69, issue 2, 2019

Financial Variables in a Policy Rule: Does It Bring Macroeconomic Benefits? pp. 122-148 Downloads
Jan Žáček
Pension Reforms and Adverse Demographics: Options for the Czech Republic pp. 149-210 Downloads
Martin Stepanek
News Releases, Credit Rating Announcements, and Anti-Crisis Measures as Determinants of Sovereign Bond Spreads in the Peripheral Euro-Area Countries pp. 149-173 Downloads
Wojciech Grabowski and Ewa Stawasz-Grabowska
Multiscale Volatility Transmission and Portfolio Construction Between the Baltic Stock Markets pp. 211-235 Downloads
Jasmina Ðuraškovic, Slavica Manic and Dejan Živkov

Volume 69, issue 1, 2019

The Czech Government Yield Curve Decomposition at the Lower Bound pp. 2-36 Downloads
Michal Dvorák, Zlatuse Komarkova and Adam Kucera
Earnings Stability and Peer Company Selection for Multiple Based Indirect Valuation pp. 37-75 Downloads
Karel Janda
The Impact of EU Funds on Regional Economic Growth of the Czech Republic pp. 76-94 Downloads
Filip Hruza, Stanislav Volcík and Jan Žáček
What Wavelet-Based Quantiles Can Suggest about the Stocks-Bond Interaction in the Emerging East Asian Economies? pp. 95-119 Downloads
Jovan Njegic, Milica Stankovic and Dejan Živkov

Volume 68, issue 6, 2018

Inflation Targeting and Variability of Money Market Interest Rates Under a Zero Lower Bound pp. 519-539 Downloads
Karel Brůna and Quang Tran
An Exchange Rate Floor as an Instrument of Monetary Policy: An Ex-Post Assessment of the Czech Experience pp. 537-549 Downloads
Jan Bruha and Jaromir Tonner
Estimating the Effective Lower Bound on the Czech National Bank’s Policy Rate pp. 550-577 Downloads
Dominika Kolcunová and Tomas Havranek
Expectations and Central Banks' Forecasts: The Experience of Chile, Colombia, Mexico, Peru and the United Kingdom, 2004 – 2014 pp. 578-599 Downloads
Carlos Barrera-Chaupis

Volume 68, issue 5, 2018

The Halo Effect in Banking: Evidence from Local Markets pp. 416-441 Downloads
Łukasz Kozłowski
Banking Crises and Reversals in Financial Reforms pp. 442-459 Downloads
Petar Stankov
Empirical Panel Analysis of Non-performing Loans in the Czech Republic. What are their Determinants and How Strong is their Impact on the Real Economy? pp. 460-490 Downloads
Mihail Petkovski, Jordan Kjosevski and Kiril Jovanovski
What Multiscale Approach Can Tell About the Nexus Between Exchange Rate and Stocks in the Major Emerging Markets? pp. 491-512 Downloads
Dejan Živkov, Suzana Balaban and Jasmina Djuraskovic

Volume 68, issue 4, 2018

Individual, Systematic and Systemic Risks in the Danish Banking Sector pp. 320-350 Downloads
Johannes K. Dreyer, Peter A. Schmid and Victoria Zugrav
Successful Crowdfunding Campaigns: The Role of Project Specifics, Competition and Founders’ Experience pp. 351-373 Downloads
Jan Janků and Zuzana Kucerova
Country Risk and Expected Returns Across Global Equity Markets pp. 374-398 Downloads
Adam Zaremba
Optimal Fiscal Policy in the Presence of VAT Evasion: The Case of Bulgaria pp. 399-414 Downloads
Aleksandar Vasilev

Volume 68, issue 3, 2018

Effects of Macroprudential Policy on Systemic Risk and Bank Risk Taking pp. 202-244 Downloads
Alin-Marius Andries, Florentina Melnic and Simona Nistor
Trick or Treat? The Effect of IMF Programmes on Mobilising FDI in CESEE Countries pp. 245-267 Downloads
Marijana Andrijic and Tajana Barbic
Effects of Macroeconomic Indicators on the Financial Markets Interrelations pp. 268-293 Downloads
Anna Czapkiewicz, Pawel Jamer and Joanna Landmesser
Has CEFTA Increased Members’ Mutual Trade? Evidence with an Enlarged Set of Plausibly Exogenous Instruments pp. 294-317 Downloads
Marjan Petreski

Volume 68, issue 2, 2018

Euro Area Sovereign Yields and the Power of Unconventional Monetary Policy pp. 100-119 Downloads
Antonio Afonso and Mina Kazemi
Firm-Level and Institutional Determinants of Corporate Capital Structure in Poland: New Evidence from the Warsaw Stock Exchange pp. 120-143 Downloads
Christopher Hartwell and Anna P. Malinowska
The Value Added Tax Incidence – the Case of the Book Market in CEE Countries pp. 144-164 Downloads
Arkadiusz Bernal
IPOs in the U.S. from 2005 to 2015: Using the Spline Regression Technique to Estimate Aggregate Issuance and Performance pp. 165-199 Downloads
Muhammad Zubair Mumtaz and Zachary Alexander Smith

Volume 68, issue 1, 2018

Does the Clarity of Monetary Policy Reports Reduce Volatility in Financial Markets? pp. 2-17 Downloads
Ales Bulir, Martin Cihak and David-Jan Jansen
Who Gains More Power in the EU after Brexit? pp. 18-33 Downloads
Agnieszka Szczypińska
Religion, Corporate Governance, and Executive Compensation pp. 34-70 Downloads
Ales Cornanic, Jiri Novak and Jan Sarapatka
Is There Seasonality in Traded and Non-Traded Period Returns in the US Equity Market? A Multiple Structural Change Approach pp. 71-98 Downloads
Joao Dionisio Monteiro, Jose Luis Miralles-Quiros and Jose Ramos Manso

Volume 67, issue 6, 2017

The Time Dimension of the Links Between Loss Given Default and the Macroeconomy pp. 462-491 Downloads
Tomas Konecny, Jakub Seidler, Aelta Belyaeva and Konstantin Belyaev
Role of Foreign Capital in Stability of Banking Sectors in CESEE Countries pp. 492-511 Downloads
Małgorzata Iwanicz-Drozdowska, Pawel Smaga and Bartosz Witkowski
Mutual Funds: Does the Performance Erosion Effect Exist? Evidence from the Czech Republic, Hungary and Poland pp. 512-538 Downloads
Dariusz Filip
Quantifying the Effects of the CNB's Exchange Rate Commitment: A Synthetic Control Method Approach pp. 539-577 Downloads
Matej Opatrny

Volume 67, issue 5, 2017

The Impact of Institutional Quality on Bank Lending Activity: Evidence from Bayesian Model Averaging pp. 372-395 Downloads
Svatopluk Kapounek
Construction of Commodity Portfolio and Its Hedge Effectiveness Gauging – Revisiting DCC Models pp. 396-422 Downloads
Vera Mirovic, Dejan Živkov and Jovan Njegic
Self-selection Bias and the Listing Status of Target Firms: Value Effects in the Spanish Market pp. 423-438 Downloads
Jose E. Farinos, Begona Herrero and Miguel A. Latorre
Analysis of Variance in Household Financial Portfolio Choice: Evidence from Spain pp. 439-459 Downloads
Francisco Callado-Muñoz, J. Gonzalez-Chapela and Natalia Utrero-González

Volume 67, issue 4, 2017

Leverage Ratio and its Impact on the Resilience of the Banking Sector and Efficiency of Macroprudential Policy pp. 277-299 Downloads
Lukas Pfeiffer, Libor Holub, Zdenek Pithart and Martin Hodula
Volatility Dynamics of Precious Metals: Evidence from Russia pp. 300-317 Downloads
Berna Kirkulak and Zorikto Lkhamazhapov
Does the Amount and Time of Recapitalization Affect the Profitability of Commercial Banks? pp. 318-341 Downloads
Matej Tomec and Timotej Jagric
The Impact of Minimum Return Guarantees on Management of Mandatory Pension Funds in Croatia pp. 342-369 Downloads
Petar Matek and Masa Galic

Volume 67, issue 3, 2017

Linkages Between Equity and Global Food Markets: New Evidence from Including Structural Changes pp. 166-198 Downloads
Mofleh Alshogeathri and Jamel Jouini
An Empirical Analysis of Relationships between the Forward Exchange Rates and Present and Future Spot Exchange Rates Example of CZK/USD and CZK/EUR pp. 199-220 Downloads
Josef Arlt and Martin Mandel
Disentangling the Relationship between News Media and Consumers' Inflation Sentiment: the Case of Croatia pp. 221-249 Downloads
Ivana Lolić, Petar Sorić and Mirjana Čižmešija
Comovements of Stock Markets between Turkey and Global Countries pp. 250-275 Downloads
Sema Bayraktar and Thomas Chiang

Volume 67, issue 2, 2017

Determinants of Capital Structure: Family Businesses versus Non-Family Firms pp. 80-103 Downloads
Miguel Angel Acedo-Ramirez, Juan Carlos Ayala Calvo and Ernesto Navarrete-Martinez
Liquidity Networks in Banking pp. 104-118 Downloads
Eda Orhun
Credit Rationing in Greece During and After the Financial Crisis pp. 119-139 Downloads
Petr Korab and Jitka Poměnková
The Self-Selection of Workers to the Formal and Informal in Transition Economies: Evidence from Tajikistan pp. 140-164 Downloads
Peter Huber and Ulugbek Rahimov

Volume 67, issue 1, 2017

What Determines the Current Account: Intratemporal versus Intertemporal Factors pp. 2-14 Downloads
Piotr Dybka and Michał Rubaszek
Systemic Risk in Financial Risk Regulation pp. 15-38 Downloads
Tomas Cipra and Radek Hendrych
How Jumps Affect Liquidity? The Evidence from Poland pp. 39-52 Downloads
Barbara Będowska-Sójka
Corporate Governance Quality and a Firm’s Adaptation to Competitive Threats pp. 53-78 Downloads
Jan Kurzeja and Jiri Novak
Page updated 2020-06-06