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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Capital Controls and the Determinants of Entrepreneurship pp. 434-456: Christopher Hartwell
Historical Analysis of Monetary Policy Reaction Functions: Do Real-Time Data Matter? pp. 457-475: Jan Čapek
Effects of Price Shocks on Consumer Demand: Estimating the QUAIDS Demand System on Czech Household Budget Survey Data pp. 476-500: Kamil Dybczak, Peter Tóth and David Voòka
Institutions, Policy and Banking Sector Development: A Reassessment pp. 501-521: Ioannis Filippidis and Constantinos Katrakilidis

Risk-Return Convergence in CEE Stock Markets: Structural Breaks and Market Volatility pp. 352-373: Eduard Baumohl and Štefan Lyócsa
Capital Income Taxation and Risk-Taking under Prospect Theory: The Continuous Distribution Case pp. 374-391: Jaroslava Hlouskova, Jana Mikocziova, Rudolf Sivak and Panagiotis Tsigaris
Housing Wealth Effect on Personal Consumption: Empirical Evidence from European Post-Transition Economies pp. 392-406: Anita Èeh Èasni
An Empirical Analysis of Welfare Dependence in the Czech Republic pp. 407-431: Martin Guzi

Interest Rate and Exchange Rate Forecasting in the Czech Republic: Do Analysts Know Better than a Random Walk? pp. 282-295: Hamid Baghestani and Liliana Danila
Effectiveness of Portfolio Diversification and the Dynamic Relationship between Stock and Currency Markets in the Emerging Eastern European and Russian Markets pp. 296-311: Yen-Hsien Lee, Hao Fang and Wei-Fan Su
Financing Behavior of Romanian Listed Firms in Adjusting to the Target Capital Structure pp. 312-329: Gabriela Brendea
The Dynamics of Sovereign Credit Default Swaps and the Evolution of the Financial Crisis in Selected Central European Economies pp. 330-350: Agata Kliber

Fiscal Councils and Economic Volatility pp. 190-212: Adam Gersl, Martina Jasova and Jan Zapal
Pension Demand and Utility: The Life Annuity Puzzle pp. 213-232: Tomáš Cipra
A Duration Dependent Rating Migration Model: Real Data Application and Cost of Capital Estimation pp. 233-245: Biase di Giuseppe, Guglielmo D'Amico, Jacques Janssen and Raimondo Manca
Consumer Demand System Estimation and Value Added Tax Reforms in the Czech Republic pp. 246-273: Petr Janský

Interactions between Real Estate and Equity Markets: an Investigation of Linkages in Developed and Emerging Countries pp. 100-119: Anita CEH Casni and Maruška Vizek
Productivity and Efficiency Evaluation of US Mutual Funds pp. 120-143: Mohammad Reza TAVAKOLI Baghdadabad and Afsaneh NOORI Houshyar
Grouping Stock Markets with Time-Varying Copula-GARCH Model pp. 144-159: Anna Czapkiewicz and Paweł Majdosz
Income, Schooling and Housing Wealth during Economic Reforms pp. 160-176: Jarko Fidrmuc and Matus Senaj

Monetary and Fiscal Policy Interaction with Various Degrees of Commitment pp. 2–29: Andrew Hughes Hallett, Jan Libich and Petr Stehlík
An Empirical Analysis of the Relationship between Fiscal Decentralization and the Size of Government pp. 30–58: Silvia Golem and Lena Malesevic Perovic
Does Hysteresis Exist in Unemployment? New Findings from Fourteen Regions of the Czech Republic pp. 59–78: Fumitaka Furuoka
Does Stock Liquidity Explain the Premium for Stock Price Momentum? pp. 79–95: Jiri Novak

Distribution of Average, Marginal and Participation Tax Rates among Czech Taxpayers: Results from a TAXBEN Model pp. 474-504: Libor Dousek, Klara Kaliskova and Daniel Münich
Dynamic Stress Testing: The Framework for Assessing the Resilience of the Banking Sector Used by the Czech National Bank pp. 505-536: Adam Gersl, Petr Jakubík, Tomas Konecny and Jakub Seidler
Financial Crises, Concentration and Efficiency: Effects on Performance and Risk of Banks pp. 537-558: Sergio SANFILIPPO Azofra, Maria CANTERO Saiz, Begona TORRE Olmo and Carlos LOPEZ Gutierrez

Editorial to the Special Issue on Financial Markets in Central Europe pp. 406-406: Jozef Baruník and Roman Horvath
Long-term Memory in Electricity Prices: Czech Market Evidence pp. 407-424: Ladislav Krištoufek and Petra Lunackova
Can We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets pp. 425-442: Krenar Avdulaj and Jozef Baruník
Contagion among Central and Eastern European Stock Markets during the Financial Crisis pp. 443-453: Jozef Baruník and Lukas Vacha
Central Bank Communication and Interest Rates: The Case of the Czech National Bank pp. 454-464: Roman Horvath and Pavel Karas

Loan Loss Provisioning in Selected European Banking Sectors: Do Banks Really Behave in a Procyclical Way? pp. 308-326: Jan Frait and Zlatuse Komarkova
Ranking of VaR and ES Models: Performance in Developed and Emerging Markets pp. 327-359: Saša Žikoviæ and Randall Filer
CEE Transition from PAYG to Private Pensions: Income Gaps and Asset Allocation pp. 360-381: Ales S. Berk, Mitja Cok, Marko Kosak and Joze Sambt
Party Control in China’s Listed Firms pp. 382-397: Wei Yu

The Impact of Basel III on Lending Rates of EU Banks pp. 226-243: Barbora Sutorova and Petr Teply
Revisions to the Czech National Accounts: Properties and Predictability pp. 244-261: Marek Rusnák
Analysis of Private R&D Effects in a CGE Model with Capital Varieties: The Case of the Czech Republic pp. 262-287: Zuzana Kristkova
Sourcing Patterns of FDI Activity and Their Impact on the Domestic Economy pp. 288-302: Pavla Nikolovová

Changes in the Czech Wage Structure: Does Immigration Matter? pp. 108-128: Kamil Dybczak and Kamil Galuscak
Troubles in the Euro Area Periphery: The View through the Lens of a Simple Convergence-Sensitive Optimum Currency Area Index pp. 129-151: Michal Skořepa
Determinants of Commercial Banks’ Efficiency: Evidence from 11 CEE Countries pp. 152-179: Dana Pancurova and Štefan Lyócsa
Business Cycle Synchronization through the Lens of a DSGE Model pp. 180-196: Martin Slanicay
Agency Problems and Synergistic Effects in Romania: The Determinants of the Control Premium pp. 197-219: Victor Dragotă, Carmen Lipara and Radu Ciobanu

Financial Linkages and Financial Stability (Introduction) pp. 2-4: Zdenek Tuma
Analysis of Sovereign Risk Market Indicators: The Case of the Czech Republic pp. 5-24: Zlatuse Komarkova, Jitka Lešanovská and Lubos Komarek
Financial Integration at Times of Financial Instability pp. 25-45: Jan Babecký, Lubos Komarek and Zlatuse Komarkova
Financial Stress Spillover and Financial Linkages between the Euro Area and the Czech Republic pp. 46-64: Tomas Adam and Soňa Benecká
Testing for Causality in Mean and Variance between the Stock Market and the Foreign Exchange Market: An Application to the Major Central and Eastern European Countries pp. 65-86: Sinem Derindere Koseoglu and Emrah Çevik
Bank Stress Tests as an Information Device for Emerging Markets: The Case of Russia pp. 87-105: Zuzana Fungáčová and Petr Jakubík