Czech Journal of Economics and Finance (Finance a uver)

1990 - 2024

From Charles University Prague, Faculty of Social Sciences
Contact information at EDIRC.
Bibliographic data for series maintained by Natalie Svarcova ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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

Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group pp. 530-544: Eduard Baumohl, Štefan Lyócsa and Tomáš Výrost
Monetary Policy Rules with Financial Instability pp. 545-565: Sofia Bauducco, Ales Bulir and Martin Èihák
Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators pp. 566-583: 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: Petra Posedel Šimović and Maruška Vizek

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

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

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

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

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