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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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

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

Do Confidence Indicators Help Predict Economic Activity? The Case of the Czech Republic pp. 398-412: Roman Horvath
Monetary Policy Implications of Financial Frictions in the Czech Republic pp. 413-429: 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: 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: Vit Posta

Foreign Ownership and Corporate Performance: The Czech Republic at EU Entry pp. 306-324: Stepan Jurajda and Juraj Stancik
How to Improve the Quality of Stress Tests through Backtesting pp. 325-346: Adam Gersl and Jakub Seidler
Financial Development and Economic Growth in Poland in Transition: Causality Analysis pp. 347-367: 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: Silvo Dajcman

The Bright and the Dark Side of Cross-Border Banking Linkages pp. 200-225: 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: 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: František Brázdik, Michal Hlaváček and Aleš Maršál
The Dynamics of Deposit Euroization in European Post-transition Countries: Evidence from Threshold VAR pp. 278-296: Marina Tkalec

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

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