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Czech Journal of Economics and Finance (Finance a uver)

1990 - 2018

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

Bibliographic data for series maintained by Lenka Herrmannova ().

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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 Van 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 Zivkov, 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 Janku 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 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

Volume 66, issue 6, 2016

The Russian Stock Market during the Ukrainian Crisis: A Network Perspective pp. 478-509 Downloads
Harald Schmidbauer, Angi Rösch, Erhan Uluceviz and Narod Erkol
On the Reliability of a Credit Default Swap Contract during the EMU Debt Crisis pp. 510-538 Downloads
Petra Buzkova and Milos Kopa
Forecasting with a Random Walk pp. 539-564 Downloads
Pablo Pincheira and Carlos A. Medel
Multi-Period Structural Model of a Mortgage Portfolio with Cointegrated Factors pp. 565-574 Downloads
Petr Gapko and Martin Smid

Volume 66, issue 5, 2016

Editorial to the Special Issue on Emerging Market Finance and Institutional Investors pp. 372-373 Downloads
Michael Frömmel
US Dollar Carry Trades in the Era of "Cheap Money" pp. 374-404 Downloads
Ali Shehadeh, Peter Erdos, Youwei Li and Michael Moore
Impact of US Macroeconomic News Announcements on Intraday Causalities on Selected European Stock Markets pp. 405-425 Downloads
Henryk Gurgul, Łukasz Lach and Tomasz Wójtowicz
The Role of the Real Exchange Rate in Credit Growth in Central and Eastern European Countries: A Bank-Level Analysis pp. 426-452 Downloads
Michael Frömmel and Murat Midilic
Forecasting Exchange Rate Volatility: The Case of the Czech Republic, Hungary and Poland pp. 453-475 Downloads
Štefan Lyócsa, Peter Molnár and Igor Fedorko

Volume 66, issue 4, 2016

Estimating Stochastic Volatility and Jumps Using High-Frequency Data and Bayesian Methods pp. 278-301 Downloads
Milan Ficura and Jiří Witzany
Credit Spreads and the Links between the Financial and Real Sectors in a Small Open Economy: The Case of the Czech Republic pp. 302-321 Downloads
Tomas Konecny and Oxana Babecká-Kucharčuková
Did Investors Seeking Short Exposure Move to the CDS Market after the 2011 Short-Sale Bans in European Financial Stocks? pp. 322-353 Downloads
Paulo Silva
Demand for Food Away from Home in Slovakia pp. 354-369 Downloads
Andrej Cupak, Jan Pokrivcak and Marian Rizov

Volume 66, issue 3, 2016

Which Came First, the Chicken or the Egg? Banks and Firms on Local Banking Markets pp. 182-206 Downloads
Krzysztof Jackowicz and Łukasz Kozłowski
The Great Recession in the Non-EMU Visegrád Countries: A Nonlinear DSGE Model with Time-Varying Parameters pp. 207-235 Downloads
Stanislav Tvrz and Osvald Vasicek
Trade in Parts and Components across Europe pp. 236-262 Downloads
Richard Frensch, Jan Hanousek and Evžen Kočenda
European Government Bond Market Contagion in Turbulent Times pp. 263-276 Downloads
Pilar Abad and Helena Chuliá

Volume 66, issue 2, 2016

Stock Market Co-Movement at the Disaggregated Level: Individual Stock Integration pp. 96-112 Downloads
Dogus Emin
IPO Cycles in Central and Eastern Europe: What Factors Drive these Cycles? pp. 113-139 Downloads
Polona Peterle and Ales Berk
Estimating Probability of Informed Trading on the Bucharest Stock Exchange pp. 140-160 Downloads
Cosmin Octavian Cepoi and Filip Mihai Toma
Manager Characteristics and Manager-Replacement: How Is Pension Fund Performance Affected? pp. 161-180 Downloads
Mercedes Alda

Volume 66, issue 1, 2016

Real and Financial Sector Studies in Central and Eastern Europe: A Review pp. 2-31 Downloads
Nuket Kirci Cevik, Selahattin Dibooglu and Ali Kutan
Liquidity Stress Testing with Second-Round Effects: Application to the Czech Banking Sector pp. 32-49 Downloads
Adam Gersl, Zlatuse Komarkova and Lubos Komarek
The Nexus Between Systemic Risk and Sovereign Crises pp. 50-69 Downloads
Tomas Klinger and Petr Teply
Separating Winners from Losers: Composite Indicators Based on Fundamentals in the European Context pp. 70-94 Downloads
Borja Amor-Tapia and Maria T. Tascon
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