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Czech Journal of Economics and Finance (Finance a uver)

1990 - 2020

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 70, issue 6, 2020

Income Inequality and the Distributional Effects of Monetary Policy: The Role of Financial Heterogeneity pp. 488-520 Downloads
Boris Fisera
Credit Crunch or Loan Demand Shortage: What Is the Problem with the SMEs’ Financing? pp. 521-540 Downloads
M. Belén Guercio, Lisana B. Martinez, Aurelio Fernandez Bariviera and Valeria Scherger
The Heterogeneous Nature of FDI in Central and Eastern Europe. Impact of the Entry Mode on the Host Country’s Economic Growth pp. 541-565 Downloads
Marcin Humanicki and Krzysztof Olszewski
The Effect of Oil Price Uncertainty on Industrial Production in the Major European Economies - Methodologies Based on the Bayesian Approach pp. 566-588 Downloads
Dejan Živkov, Jelena Damnjanovic and Jasmina Duraskovic

Volume 70, issue 5, 2020

Two-Stage Asset Allocation with Data Envelopment Analysis: The Case of Emerging Markets pp. 386-406 Downloads
José Luis Miralles-Quiros, María Mar Miralles-Quiros and Jose Manuel Nogueira
Looking for Alternatives in Times of Market Stress: A Tail Dependence between the European Stock Markets and Bitcoin, Gold and Fine Wine Market pp. 407-430 Downloads
Blanka Let and Karolina Siemaszkiewicz
Households Expectations and Investing in Safe and Risky Financial Assets pp. 431-460 Downloads
Silvo Dajcman
Inflation Uncertainty and Output Growth - Evidence from the Asia-Pacific Countries Based on the Multiscale Bayesian Quantile Inference pp. 461-486 Downloads
Dejan Živkov, Marina Gajic-Glamoclija, Jelena Kovacevic and Sanja Loncar

Volume 70, issue 4, 2020

Types of FDI and Determinants of Affiliate Size: the Classification Makes the Difference pp. 312-331 Downloads
Michael Moritz, Veronika Hecht, Patricia Noska and Johannes Schaffler
Inadequate Stock Price Reactions; Evidence from Prague Stock Exchange pp. 332-349 Downloads
Lukas Marek and Ludek Benada
Determinants of Polish Co-operative Banks’ Financial Liquidity in the Post-Crisis Perspective pp. 350-372 Downloads
Radoslaw Ciukaj and Krzysztof Kil
Asymmetric Effects of Firm Investment Determinants: Evidence from Post-Transformation Economies pp. 373-384 Downloads
Klára Baková and Svatopluk Kapounek

Volume 70, issue 3, 2020

Public Pension Expenditure in the New EU Member States: A Panel Data Approach pp. 216-243 Downloads
Lorena Skuflic, Mira Krpan and Ana Pavkovic
Are Funding of Pensions and Economic Growth Directly Linked? New Empirical Results for Some OECD Countries pp. 244-261 Downloads
Gaetano Carmeci, Pietro Cavallini and Giovanni Millo
What Determines the Price to Book Ratio in the European Banking Sector pp. 262-280 Downloads
Roberto Ercegovac, Mario Pecaric and Ivica Klinac
The Impact of EU Accession on Farm Production in the Czech Republic: A Synthetic Control Method Approach pp. 281-307 Downloads
Matej Opatrny

Volume 70, issue 2, 2020

Explaining Corporate Credit Default Rates with Sector Level Detail pp. 96-120 Downloads
Lubomira Gertler, Kristina Janovicova-Bognarova and Lukas Majer
Cryptocurrency Market Efficiency: Evidence from Wavelet Analysis pp. 121-144 Downloads
Jarko Fidrmuc, Svatopluk Kapounek and Frederik Junge
Should They Stay or Should They Go? CEO Appointments and Performance in a Transitional Economy pp. 145-171 Downloads
Katarzyna Byrka-Kita, Mateusz Czerwinski, Stephen P. Ferris, Agnieszka Pres-Perepeczo and Tomasz Wisniewski
Impact of Multinational Enterprises on Competition, Productivity and Trade Spillovers across European Firms pp. 172-212 Downloads
Jan Hanousek, Evžen Kočenda and Pavla Vozárová

Volume 70, issue 1, 2020

Risk-Taking Channel and Its Non-Linearities: The Case of an Emerging Market Economy pp. 2-25 Downloads
Tomasz Chmielewski, Tomasz Łyziak and Ewa Stanisławska
Performance Ratios for Selecting International Portfolios: A Comparative Analysis Using Stock Market Indices in the Euro Area pp. 26-41 Downloads
José Soares da Fonseca
Measurement of Volatility Spillovers and Asymmetric Connectedness on Commodity and Equity Markets pp. 42-69 Downloads
Tereza Palanská
European Banks’ Legal Provisions and Financial Crises: The Influence of Corporate Governance and Institutional Environment pp. 70-93 Downloads
Jorge Gallud Cano, Félix López-Iturriaga and Lopez-de-Foronda Óscar

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 Kučera
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
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