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 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

Volume 64, issue 6, 2014

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

Volume 64, issue 5, 2014

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

Volume 64, issue 4, 2014

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

Volume 64, issue 3, 2014

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

Volume 64, issue 2, 2014

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

Volume 64, issue 1, 2014

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