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Czech Journal of Economics and Finance (Finance a uver)

1990 - 2017

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

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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 Zivkov 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
F. J. Callado-Munoz, J. Gonzalez-Chapela and N. Utrero-Gonzalez

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 Pomenkova
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
RNuket 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

Volume 65, issue 6, 2015

Do Central Bank Forecasts Matter for Professional Forecasters? pp. 432-454 Downloads
Jacek Kotłowski
The Impact of Monetary Policy on Financing of Czech Firms pp. 455-476 Downloads
Ruslan Aliyev, Dana Hájková and Ivana Kubicová
Bidirectional Volatility Spillover Effect between the Exchange Rate and Stocks in the Presence of Structural Breaks in Selected Eastern European Economies pp. 477-498 Downloads
Dejan Zivkov, Jovan Njegic and Ivan Milenkovic
Youth Self-Employment in Households Receiving Remittances in the Republic of Macedonia pp. 499-523 Downloads
Marjan Petreski and Nikica Mojsoska-Blazevski

Volume 65, issue 5, 2015

Benefit-Retirement Age Schedules and Redistribution in Public Pension Systems pp. 362-376 Downloads
Andras Simonovits
A Cross-Country Analysis of Monetary Policy Effects on Prices pp. 377-390 Downloads
Bruno Ćorić, Lena Malesevic Perovic and Vladimir Simic
Monetary Policy and Exchange Rate Dynamics: The Exchange Rate as a Shock Absorber pp. 391-410 Downloads
Volha Audzei and František Brázdik
Central and Eastern European Stock Exchanges under Stress: A Range-Based Volatility Spillover Framework pp. 411-430 Downloads
Sercan Demiralay and Selçuk Bayracı

Volume 65, issue 4, 2015

Propagation of Shocks to Food and Energy Prices: A Cross-Country Analysis pp. 272-289 Downloads
Michael Pedersen
Exchange Rate Pass-Through in Central and Eastern Europe: A Panel Bayesian VAR Approach pp. 290-306 Downloads
Valeriu Nalban
Signaling by Underpricing the Initial Public Offerings of Primary Listings in an Emerging Market pp. 307-335 Downloads
Ales Cornanic and Jiri Novak
From Financial Integration to Sudden Stops? New Evidence from EU Transition Countries pp. 336-359 Downloads
Tomislav Globan

Volume 65, issue 3, 2015

Labor Tax Harmonization in a Multi-Country Model pp. 192-210 Downloads
Matus Senaj and Milan Vyskrabka
Determinants of Export Performance: Comparison of Central European and Baltic Firms pp. 211-229 Downloads
Andrzej Cieślik, Anna Michalek, Jan Michalek and Jerzy Mycielski
International Dependence and Contagion across Asset Classes: The Case of Poland pp. 254-270 Downloads
Michal Adam, Piotr Banbula and Michal Markun

Volume 65, issue 2, 2015

Interactions of Unconventional Monetary Policy Measures with the Euro Area Yield Curve pp. 106-126 Downloads
Lubomira Gertler
Systemic Sovereign Risk and Asset Prices: Evidence from the CDS Market, Stressed European Economies and Nonlinear Causality Tests pp. 106-126 Downloads
Nicholas Apergis and Ahdi Noomen Ajmi
Systemic Sovereign Risk and Asset Prices: Evidence from the CDS Market, Stressed European Economies and Nonlinear Causality Tests pp. 144-166 Downloads
Antonio Blanco-Oliver, Ana Diéguez, María Oliver-Alfonso and Nicholas Wilson
Systematic Risk Changes, Negative Realized Excess Returns and Time-Varying CAPM Beta pp. 167-190 Downloads
Jiri Novak

Volume 65, issue 1, 2015

Forecasting Inflation with a Simple and Accurate Benchmark: The Case of the US and a Set of Inflation Targeting Countries pp. 2-29 Downloads
Pablo Pincheira and Carlos A. Medel
Estimation and Performance Assessment of Value-at-Risk and Expected Shortfall Based on Long-Memory GARCH-Class Models pp. 30-54 Downloads
Chaker Aloui and Hela BEN Hamida
The Effects of the Euro Area Entrance on the Monetary Transmission Mechanism in Slovakia in Light of the Global Economic Recession pp. 55-83 Downloads
Jan Klacso
Page updated 2017-10-23