Czech Journal of Economics and Finance (Finance a uver)

1990 - 2024

From Charles University Prague, Faculty of Social Sciences
Contact information at EDIRC.
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Volume 67, issue 6, 2017

The Time Dimension of the Links Between Loss Given Default and the Macroeconomy pp. 462-491

Tomas Konecny, Jakub Seidler, Aelta Belyaeva and Konstantin Belyaev

Role of Foreign Capital in Stability of Banking Sectors in CESEE Countries pp. 492-511

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

Dariusz Filip

Quantifying the Effects of the CNB's Exchange Rate Commitment: A Synthetic Control Method Approach pp. 539-577

Matej Opatrny

Volume 67, issue 5, 2017

The Impact of Institutional Quality on Bank Lending Activity: Evidence from Bayesian Model Averaging pp. 372-395

Svatopluk Kapounek

Construction of Commodity Portfolio and Its Hedge Effectiveness Gauging – Revisiting DCC Models pp. 396-422

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

Jose E. Farinos, Begona Herrero and Miguel A. Latorre

Analysis of Variance in Household Financial Portfolio Choice: Evidence from Spain pp. 439-459

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

Lukas Pfeiffer, Libor Holub, Zdenek Pithart and Martin Hodula

Volatility Dynamics of Precious Metals: Evidence from Russia pp. 300-317

Berna Kirkulak-Uludag and Zorikto Lkhamazhapov

Does the Amount and Time of Recapitalization Affect the Profitability of Commercial Banks? pp. 318-341

Matej Tomec and Timotej Jagric

The Impact of Minimum Return Guarantees on Management of Mandatory Pension Funds in Croatia pp. 342-369

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

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

Josef Arlt and Martin Mandel

Disentangling the Relationship between News Media and Consumers' Inflation Sentiment: the Case of Croatia pp. 221-249

Ivana Lolić, Petar Sorić and Mirjana Čižmešija

Comovements of Stock Markets between Turkey and Global Countries pp. 250-275

Sema Bayraktar and Thomas Chiang

Volume 67, issue 2, 2017

Determinants of Capital Structure: Family Businesses versus Non-Family Firms pp. 80-103

Miguel Angel Acedo-Ramirez, Juan Carlos Ayala Calvo and Ernesto Navarrete-Martinez

Liquidity Networks in Banking pp. 104-118

Eda Orhun

Credit Rationing in Greece During and After the Financial Crisis pp. 119-139

Petr Korab and Jitka Poměnková

The Self-Selection of Workers to the Formal and Informal in Transition Economies: Evidence from Tajikistan pp. 140-164

Peter Huber and Ulugbek Rahimov

Volume 67, issue 1, 2017

What Determines the Current Account: Intratemporal versus Intertemporal Factors pp. 2-14

Piotr Dybka and Michał Rubaszek

Systemic Risk in Financial Risk Regulation pp. 15-38

Tomas Cipra and Radek Hendrych

How Jumps Affect Liquidity? The Evidence from Poland pp. 39-52

Barbara Będowska-Sójka

Corporate Governance Quality and a Firm’s Adaptation to Competitive Threats pp. 53-78

Jan Kurzeja and Jiri Novak

Volume 66, issue 6, 2016

The Russian Stock Market during the Ukrainian Crisis: A Network Perspective pp. 478-509

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

Petra Buzkova and Milos Kopa

Forecasting with a Random Walk pp. 539-564

Pablo Pincheira and Carlos A. Medel

Multi-Period Structural Model of a Mortgage Portfolio with Cointegrated Factors pp. 565-574

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

Michael Frömmel

US Dollar Carry Trades in the Era of "Cheap Money" pp. 374-404

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

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

Michael Frömmel and Murat Midilic

Forecasting Exchange Rate Volatility: The Case of the Czech Republic, Hungary and Poland pp. 453-475

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

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

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

Paulo Silva

Demand for Food Away from Home in Slovakia pp. 354-369

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

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

Stanislav Tvrz and Osvald Vasicek

Trade in Parts and Components across Europe pp. 236-262

Richard Frensch, Jan Hanousek and Evžen Kočenda

European Government Bond Market Contagion in Turbulent Times pp. 263-276

Pilar Abad and Helena Chuliá

Volume 66, issue 2, 2016

Stock Market Co-Movement at the Disaggregated Level: Individual Stock Integration pp. 96-112

Dogus Emin

IPO Cycles in Central and Eastern Europe: What Factors Drive these Cycles? pp. 113-139

Polona Peterle and Ales Berk

Estimating Probability of Informed Trading on the Bucharest Stock Exchange pp. 140-160

Cosmin Octavian Cepoi and Filip Mihai Toma

Manager Characteristics and Manager-Replacement: How Is Pension Fund Performance Affected? pp. 161-180

Mercedes Alda

Volume 66, issue 1, 2016

Real and Financial Sector Studies in Central and Eastern Europe: A Review pp. 2-31

Nuket Kirci Cevik, Selahattin Dibooglu and Ali Kutan

Liquidity Stress Testing with Second-Round Effects: Application to the Czech Banking Sector pp. 32-49

Adam Gersl, Zlatuse Komarkova and Lubos Komarek

The Nexus Between Systemic Risk and Sovereign Crises pp. 50-69

Tomas Klinger and Petr Teply

Separating Winners from Losers: Composite Indicators Based on Fundamentals in the European Context pp. 70-94

Borja Amor-Tapia and Maria T. Tascon

Volume 65, issue 6, 2015

Do Central Bank Forecasts Matter for Professional Forecasters? pp. 432-454

Jacek Kotłowski

The Impact of Monetary Policy on Financing of Czech Firms pp. 455-476

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

Dejan Živkov, Jovan Njegic and Ivan Milenkovic

Youth Self-Employment in Households Receiving Remittances in the Republic of Macedonia pp. 499-523

Marjan Petreski and Nikica Mojsoska-Blazevski

Volume 65, issue 5, 2015

Benefit-Retirement Age Schedules and Redistribution in Public Pension Systems pp. 362-376

Andras Simonovits

A Cross-Country Analysis of Monetary Policy Effects on Prices pp. 377-390

Bruno Ćorić, Lena Malesevic Perovic and Vladimir Simic

Monetary Policy and Exchange Rate Dynamics: The Exchange Rate as a Shock Absorber pp. 391-410

Volha Audzei and František Brázdik

Central and Eastern European Stock Exchanges under Stress: A Range-Based Volatility Spillover Framework pp. 411-430

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

Michael Pedersen

Exchange Rate Pass-Through in Central and Eastern Europe: A Panel Bayesian VAR Approach pp. 290-306

Valeriu Nalban

Signaling by Underpricing the Initial Public Offerings of Primary Listings in an Emerging Market pp. 307-335

Ales Cornanic and Jiri Novak

From Financial Integration to Sudden Stops? New Evidence from EU Transition Countries pp. 336-359

Tomislav Globan

Volume 65, issue 3, 2015

Labor Tax Harmonization in a Multi-Country Model pp. 192-210

Matus Senaj and Milan Vyskrabka

Determinants of Export Performance: Comparison of Central European and Baltic Firms pp. 211-229

Andrzej Cieślik, Anna Michalek, Jan Michałek and Jerzy Mycielski

International Dependence and Contagion across Asset Classes: The Case of Poland pp. 254-270

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

Lubomira Gertler

Systemic Sovereign Risk and Asset Prices: Evidence from the CDS Market, Stressed European Economies and Nonlinear Causality Tests pp. 106-126

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

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

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

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

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

Ján Klacso