Czech Journal of Economics and Finance (Finance a uver)

1990 - 2026

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

Selena Begovic, Nick Adnett and Geoff Pugh

The Use of Leasing in Financially Constrained Firms: An Analysis for European SMEs pp. 538-557

Ana Mol-Gomez-Vazquez, Gines Hernandez-Canovas and Johanna Köeter-Kant

Modeling Credit Losses for Multiple Loan Portfolios pp. 558-579

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

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

Petr Hanzlik and Petr Teply

Behavioural Attention to Financial Indicators: Evidence from Google Trends Data pp. 440-462

Jolana Stejskalová

Sequential Gibbs Particle Filter Algorithm with Applications to Stochastic Volatility and Jumps Estimation pp. 463-488

Jiří Witzany and Milan Ficura

The Effect of Deregulation on Firm Leverage and Strategic Behavior: Evidence from U.S. Electricity Industry pp. 489-507

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

Agata Kliber and Katarzyna Wlosik

Is Lending by Polish Cooperative Banks Procyclical? pp. 342-365

Christophe Godlewski, Dorota Skała and Laurent Weill

Mean-Variance Portfolio Optimization of Energy Stocks Supported with Second Order Stochastic Dominance Efficiency pp. 366-383

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

Joao Dionísio Monteiro and Ernesto Raúl Ferreira

Volume 69, issue 3, 2019

Forecasting ECB Policy Rates with Different Monetary Policy Rules pp. 238 - 252

Ansgar Belke and Jens Klose

Access to Credit and Growth of Firms pp. 253 - 274

Michał Brzozowski

What Drives the Distributional Dynamics of Client Interest Rates on Consumer Loans in the Czech Republic? pp. 275 - 297

Václav Brož and Michal Hlaváček

Dependence Structure of Volatility and Illiquidity on Vienna and Warsaw Stock Exchanges pp. 298 - 321

Henryk Gurgul and Robert Syrek

Volume 69, issue 2, 2019

Financial Variables in a Policy Rule: Does It Bring Macroeconomic Benefits? pp. 122-148

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

Wojciech Grabowski and Ewa Stawasz-Grabowska

Pension Reforms and Adverse Demographics: Options for the Czech Republic pp. 149-210

Martin Stepanek

Multiscale Volatility Transmission and Portfolio Construction Between the Baltic Stock Markets pp. 211-235

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

Michal Dvorák, Zlatuse Komarkova and Adam Kučera

Earnings Stability and Peer Company Selection for Multiple Based Indirect Valuation pp. 37-75

Karel Janda

The Impact of EU Funds on Regional Economic Growth of the Czech Republic pp. 76-94

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

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

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

Jan Bruha and Jaromir Tonner

Estimating the Effective Lower Bound on the Czech National Bank’s Policy Rate pp. 550-577

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

Carlos Barrera-Chaupis

Volume 68, issue 5, 2018

The Halo Effect in Banking: Evidence from Local Markets pp. 416-441

Łukasz Kozłowski

Banking Crises and Reversals in Financial Reforms pp. 442-459

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

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

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

Johannes K. Dreyer, Peter A. Schmid and Victoria Zugrav

Successful Crowdfunding Campaigns: The Role of Project Specifics, Competition and Founders’ Experience pp. 351-373

Jan Janků and Zuzana Kucerova

Country Risk and Expected Returns Across Global Equity Markets pp. 374-398

Adam Zaremba

Optimal Fiscal Policy in the Presence of VAT Evasion: The Case of Bulgaria pp. 399-414

Aleksandar Vasilev

Volume 68, issue 3, 2018

Effects of Macroprudential Policy on Systemic Risk and Bank Risk Taking pp. 202-244

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

Marijana Andrijic and Tajana Barbic

Effects of Macroeconomic Indicators on the Financial Markets Interrelations pp. 268-293

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

Marjan Petreski

Volume 68, issue 2, 2018

Euro Area Sovereign Yields and the Power of Unconventional Monetary Policy pp. 100-119

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

Christopher Hartwell and Anna P. Malinowska

The Value Added Tax Incidence – the Case of the Book Market in CEE Countries pp. 144-164

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

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

Ales Bulir, Martin Cihak and David-Jan Jansen

Who Gains More Power in the EU after Brexit? pp. 18-33

Agnieszka Szczypińska

Religion, Corporate Governance, and Executive Compensation pp. 34-70

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

Joao Dionisio Monteiro, Jose Luis Miralles-Quiros and Jose Ramos Manso

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 Koráb 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