EconPapers    
Economics at your fingertips  
 

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 ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.


Volume 62, issue 6, 2012

Is the U.S. Fed Voting Record Informative about Future Monetary Policy? pp. 478-484 Downloads
Roman Horvath, Katerina Smidkova and Jan Zapal
Time-Varying Betas of Banking Sectors pp. 485-504 Downloads
Tomas Adam, Soňa Benecká and Ivo Jánský
Are Market Center Trading Cost Measures Reliable? pp. 505-517 Downloads
Ryan Garvey and Fei Wu
The Role of Fees in Pension Fund Performance. Evidence from Spain pp. 518-535 Downloads
Mercedes Alda and Luis Ferruz

Volume 62, issue 5, 2012

Do Confidence Indicators Help Predict Economic Activity? The Case of the Czech Republic pp. 398-412 Downloads
Roman Horvath
Monetary Policy Implications of Financial Frictions in the Czech Republic pp. 413-429 Downloads
Jakub Rysanek, Jaromir Tonner, Stanislav Tvrz and Osvald Vasicek
Nonparametric Verification of GARCH-Class Models for Selected Polish Exchange Rates and Stock Indices pp. 430-449 Downloads
Piotr Fiszeder and Witold Orzeszko
Time-Varying Risk Premium in the Czech Capital Market: Did the Market Experience a Structural Shock in 2008–2009? pp. 450-470 Downloads
Vit Posta

Volume 62, issue 4, 2012

Foreign Ownership and Corporate Performance: The Czech Republic at EU Entry pp. 306-324 Downloads
Stepan Jurajda and Juraj Stancik
How to Improve the Quality of Stress Tests through Backtesting pp. 325-346 Downloads
Adam Gersl and Jakub Seidler
Financial Development and Economic Growth in Poland in Transition: Causality Analysis pp. 347-367 Downloads
Henryk Gurgul and Łukasz Lach
The Dynamics of Return Comovement and Spillovers Between the Czech and European Stock Markets in the Period 1997–2010 pp. 368-390 Downloads
Silvo Dajcman

Volume 62, issue 3, 2012

The Bright and the Dark Side of Cross-Border Banking Linkages pp. 200-225 Downloads
Martin Cihak, Sonia Munoz and Ryan Scuzzarella
Sustainable Real Exchange Rates in the New EU Member States: What Did the Great Recession Change? pp. 226-251 Downloads
Jan Babecký, Ales Bulir and Katerina Smidkova
Survey of Research on Financial Sector Modeling within DSGE Models: What Central Banks Can Learn from It pp. 252-277 Downloads
František Brázdik, Michal Hlaváček and Aleš Maršál
The Dynamics of Deposit Euroization in European Post-transition Countries: Evidence from Threshold VAR pp. 278-296 Downloads
Marina Tkalec

Volume 62, issue 2, 2012

DEA-Risk Efficiency and Stochastic Dominance Efficiency of Stock Indices pp. 106-124 Downloads
Martin Branda and Miloš Kopa
Dynamic Multi-Factor Credit Risk Model with Fat-Tailed Factors pp. 125-140 Downloads
Petr Gapko and Martin Smid
International Equity Portfolio Risk Modeling: The Case of the NIG Model and Ordinary Copula Functions pp. 141-161 Downloads
Ales Kresta and Tomas Tichy
Market Application of the Fuzzy-Stochastic Approach in the Heston Option Pricing Model pp. 162-179 Downloads
Gianna Figa-Talamanca and Maria Guerra
Independent Spike Models: Estimation and Validation pp. 180-196 Downloads
Erik Lindström and Fredric Regland

Volume 62, issue 1, 2012

Price-Level Targeting–A Real Alternative to Inflation Targeting? pp. 2-26 Downloads
Jiri Bohm and Jan Filáček
Taxes and Benefits: Work Incentive Effects of Policies pp. 27-43 Downloads
Kamil Galuscak and Jan Pavel
The Most Efficient Czech SME Sectors: An Application of Robust Data Envelopment Analysis pp. 44-67 Downloads
Jan Prusa
Cointegration and Extreme Value Analyses of Bovespa and the Istanbul Stock Exchange pp. 66-90 Downloads
Ceylan Onay and Gözde Ünal

Volume 61, issue 6, 2011

Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group pp. 530-544 Downloads
Eduard Baumohl, Štefan Lyócsa and Tomáš Výrost
Monetary Policy Rules with Financial Instability pp. 545-565 Downloads
Sofia Bauducco, Ales Bulir and Martin Èihák
Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators pp. 566-583 Downloads
Kateřina Arnoštová, David Havrlant, Luboš Rùžièka and Peter Tóth
Are House Prices Characterized by Threshold Effects? Evidence from Developed and Post-Transition Countries pp. 584-600 Downloads
Petra Posedel and Maruška Vizek

Volume 61, issue 5, 2011

An Announced Regime Switch: Optimal Policy for the Transition Period pp. 411-431 Downloads
František Brázdik
An Empirical Small Labor Market Model for the Czech Economy pp. 434-449 Downloads
Jan Bruha
A Note on the Role of the Natural Condition of Control in the Estimation of DSGE Models pp. 453-466 Downloads
Martin Fukaè and Vladimír Havlena
The Impact of Early Retirement Incentives on Labor Market Participation: Evidence from a Parametric Change in the Czech Republic pp. 467-483 Downloads
David Kocourek and Filip Pertold
How to Measure the Quality of Credit Scoring Models pp. 486-507 Downloads
Martin Rezac and Frantisek Rezac
Parameter Drifting in a DSGE Model Estimated on Czech Data pp. 510-524 Downloads
Jaromir Tonner, Jiří Polanský and Osvald Vašíèek

Volume 61, issue 4, 2011

Effects of Fiscal Consolidation in the Czech Republic pp. 306-326 Downloads
Vladimir Klyuev and Stephen Snudden
Labor Supply after Transition: Evidence from the Czech Republic pp. 327-347 Downloads
Alena Bièáková, Jiøí Slaèálek and Michal Slavík
Assessment of Consensus Forecasts Accuracy: The Czech National Bank Perspective pp. 348-366 Downloads
Filip Novotný and Marie Raková
The Hybrid Phillips Curve: Empirical Evidence from Transition Economies pp. 367-383 Downloads
Martina Basarac, Blanka Škrabiæ and Petar Soriæ
Does Non-linearity Matter in Retail Credit Risk Modeling? pp. 384-402 Downloads
Timotej Jagric, Vita Jagric and Davorin Kracun

Volume 61, issue 3, 2011

Detecting Information-Driven Trading in a Dealers Market pp. 204-229 Downloads
Jan Hanousek and František Kopøiva
The Determinants of Financial Euroization in a Post-Transition Country: Do Threshold Effects Matter? pp. 230-251 Downloads
Marijana Ivanov, Marina Tkalec and Maruška Vizek
The Efficiency of EU Merger Control During the Period 1990–2008 pp. 252-276 Downloads
Goran Serdareviæ and Petr Teply
Modeling Comovement among Emerging Stock Markets: The Case of Budapest and Istanbul pp. 277-304 Downloads
Numan Ülkü

Volume 61, issue 2, 2011

Testing Multi-Factor Asset Pricing Models in the Visegrad Countries pp. 118-139 Downloads
Magdalena Morgese Borys
Ex-Dividend Day Returns when Dividend and Capital Gains are Taxed at the Same Rate pp. 140-152 Downloads
Josef García Blandón, Monica Martinez-Blasco and Josef Argiles Bosch
The Financial Crisis and the Stock Markets of the CEE Countries pp. 153-172 Downloads
Renatas Kizys and Christian Pierdzioch
Size and Value Premium in International Portfolios: Evidence from 15 European Countries pp. 173-190 Downloads
Ayesha Afzal and Nawazish Mirza

Volume 61, issue 1, 2011

Monetary Policy in a Small Economy after Tsunami: A New Consensus on the Horizon? pp. 5-33 Downloads
Jan Frait, Lubos Komarek and Zlatuse Komarkova
The Classification and Identification of Asset Price Bubbles pp. 34-48 Downloads
Lubos Komarek and Ivana Kubicová
Is There a Real Estate Bubble in the Czech Republic? pp. 49-66 Downloads
Petr Zemcik
Regional Analysis of Housing Price Bubbles and Their Determinants in the Czech Republic pp. 67-91 Downloads
Michal Hlaváèek and Lubos Komarek
Real Implications of Bursting Asset Price Bubbles in Economies with Bank Credit pp. 92-116 Downloads
Alexis Derviz
Page updated 2020-07-05