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Czech Journal of Economics and Finance (Finance a uver)

1990 - 2022

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

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Volume 72, issue 2, 2022

Contagious Defaults in Interbank Networks pp. 104-123 Downloads
Ali Elminejad
Predicting Stock Returns and Volatility in BRICS Countries during a Pandemic: Evidence from the Novel Wild Bootstrap Likelihood Ratio Approach pp. 124-149 Downloads
Oktay Özkan, Godwin Olasehinde-Williams and Ifedola Olanipekun
Least Weighted Squares Quantiles Reveal How Competitiveness Contributes to Tourism Performance pp. 150-171 Downloads
Jan Kalina and Petra Vidnerová
What Drives Small Business Crowdfunding? Impact of Macroeconomic and Financial Factors pp. 172-196 Downloads
Emil Adamek and Jan Janků

Volume 72, issue 1, 2022

Regional Determinants of Housing Prices in the Czech Republic pp. 2-29 Downloads
Roman Kalabiška and Michal Hlaváček
Does Education Affect Environmental Pollution? An Empirical Analysis of the Environmental Kuznets Curve pp. 30-49 Downloads
Cigdem Tunali
Energy Commodity Price Risk Minimization with Precious Metals in a Multivariate Portfolio pp. 50-70 Downloads
Dejan Živkov, Jelena Damnjanovic and Natasa Papic-Blagojevic
Financial Revenues, Financial Leverage, Debt Maturity, Uncertainty and the Underinvestment Problem pp. 71-101 Downloads
Abdul Majid Nasir, Rozaimah Zainudin and Aidil Rizal Shahrin

Volume 71, issue 4, 2021

Corporate Governance of Financial Stability pp. 268-281 Downloads
Zdenek Tuma
Role Swap: When the Follower Leads and the Leader Follows pp. 282-305 Downloads
Jan Libich, Martin Machacek and Dat Nguyen
Asymmetric Effects of Long and Short Selling Positions: Evidence from US Stock Markets pp. 306-322 Downloads
Kwaku Boafo Baidoo
Forecast-Augmented Credit-to-GDP Gap as an Early Warning Indicator of Banking Crises pp. 323-351 Downloads
Adam Gersl and Thomas Mitterling

Volume 71, issue 3, 2021

Guest Editors’ Introduction to the Special Issue pp. 202-202 Downloads
Eduard Baumohl and Tomáš Výrost
Automation, Digitalization, and Income Inequality in Europe pp. 203-219 Downloads
Pauline Fiedler, Jarko Fidrmuc and Fabian Reck
Automation and Labor Demand: The Role of Different Types of Robotic Applications pp. 220-244 Downloads
Martin Lábaj and Matej Vitalos
Ricardians in the European Union: The Role of Fiscal Rules pp. 245-266 Downloads
Matej Boor

Volume 71, issue 2, 2021

A Simulation Model for Risk and Pricing Competition in the Retail Lending Market pp. 96-118 Downloads
Blazej Kochanski
Multinational Banks and the Drivers of Cross-Border Contagion pp. 119-143 Downloads
Deyan Radev
Who Fears the Far Right? Aggregate and Firm-Level Evidence from Three Western European Stock Markets pp. 144-177 Downloads
Pedro L. Angosto-Fernández and Victoria Ferrández-Serrano
Measuring Downside Risk in Portfolios with Bitcoin pp. 178-200 Downloads
Dejan Živkov, Slavica Manic, Jasmina Duraskovic and Dejan Viduka

Volume 71, issue 1, 2021

Czech Kurzarbeit: First Evidence from the First Pandemic Wave pp. 2-32 Downloads
Stepan Jurajda and Pavla Dolezelova
Testing the Properties of Financial Analysts’ Predictions of Future Spot Exchange Rates (Example of CZK/EUR) pp. 33-51 Downloads
Martin Mandel and Jan Vejmelek
On the Applicability of Dynamic Factor Models for Forecasting Real GDP Growth in Armenia pp. 52-79 Downloads
Karen Poghosyan and Ruben Poghosyan
Maximising the Chances of Success in Reward Crowdfunding pp. 80-94 Downloads
Tomas Stofa and Michal Soltes

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 Łęt 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
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
Pension Reforms and Adverse Demographics: Options for the Czech Republic pp. 149-210 Downloads
Martin Stepanek
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
Page updated 2022-08-14