Working Papers IES

From Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
Contact information at EDIRC.
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2010/27: Mean-Variance & Mean-VaR Portfolio Selection: A Simulation Based Comparison in the Czech Crisis Environment

Radovan Parrák and Jakub Seidler

2010/26: How Does Monetary Policy Change? Evidence on Inflation Targeting Countries

Jaromir Baxa, Roman Horvath and Bořek Vašíček

2010/25: Solidarita mezi generacemi v systémech veřejného zdravotnictví v Evropě

Katerina Pavlokova

2010/24: Global Financial Crisis and the Puzzling Exchange Rate Path in CEE Countries

Jesus Crespo Cuaresma, Adam Gersl and Tomáš Slačík

2010/23: Modeling a Distribution of Mortgage Credit Losses

Petr Gapko and Martin Šmíd

2010/22: Relationship Lending, Firms’ Behaviour and Credit Risk: Evidence from the Czech Republic

Adam Gersl and Petr Jakubík

2010/21: Isobars and the Efficient Market Hypothesis

Kristýna Ivanková

2010/20: Industry Concentration Dynamics and Structural Changes: The Case of Aerospace & Defence

Štefan Lyócsa, Svatopluk Svoboda and Tomáš Výrost

2010/19: Panel Data Evidence on Productivity Spillovers from Foreign Direct Investment: Firm-Level Measures of Backward and Forward Linkages

Pavel Vacek

2010/18: Productivity Gains From Exporting: Do Export Destinations Matter?

Pavel Vacek

2010/17: Yield Curve Dynamics: Regional Common Factor Model

Boril Sopov and Jakub Seidler

2010/16: Which Foreigners Are Worth Wooing? A Meta-Analysis of Vertical Spillovers from FDI

Tomas Havranek and Zuzana Irsova

2010/15: Economic Volatility and Institutional Reforms in Macroeconomic Policymaking: The Case of Fiscal Policy

Adam Gersl and Jan Zapal

2010/14: Adverse Feedback Loop in the Bank-Based Financial Systems

Adam Gersl and Petr Jakubík

2010/13: Bank Efficiency in Transitional Countries: Sensitivity to Stochastic Frontier Design

Zuzana Irsova

2010/12: Conservative Stress Testing: The Role of Regular Verification

Adam Gersl and Jakub Seidler

2010/11: Measuring transparency in public spending: Case of Czech Public e-Procurement Information System

Jana Chvalkovská and Jiri Skuhrovec

2010/09: Relationship between Czech and European developed stock markets: DCC MVGARCH analysis

Michael Princ

2010/08: Cost of Equity Estimation Techniques Used by Valuation Experts

Petra Kolouchová and Jiri Novak

2010/07: Equity Home Bias in the Czech Republic

Karel Báťa

2010/06: Improving Service Performance in Banking using Quality Adjusted Data Envelopment Analysis

Juraj Kopecsni

2010/06: Monte Carlo-Based Tail Exponent Estimator

Jozef Baruník and Lukas Vacha

2010/05: Různá pojetí endogenity peněz v postkeynesovské ekonomii: Reinterpretace do obecnější teorie

Ondřej Lopušník

2010/04: Tail Behavior of the Central European Stock Markets during the Financial Crisis

Jozef Baruník, Lukas Vacha and Miloslav Vošvrda

2010/03: Long-range dependence in returns and volatility of Central European Stock Indices

Ladislav Krištoufek

2010/02: Survival Analysis in LGD Modeling

Jiří Witzany, Michal Rychnovský and Pavel Charamza

2010/01: Main Flaws of The Collateralized Debt Obligation‘s: Valuation Before And During The 2008/2009 Global Turmoil

Petra Benešová and Petr Teply

2009/32: Investing into Microfinance Investment Funds

Karel Janda and Barbora Svárovská

2009/31: The Estimation of Complete Almost Ideal Demand System from Czech Household Budget Survey Data

Karel Janda, Jakub Mikolášek and Martin Netuka

2009/30: Vyplácí se podporovat exportní úvěry?

Karel Janda, Eva Michalíková and Věra Potácelová

2009/29: Empirical Risk Factors in Realized Stock Returns

Jiri Novak and Dalibor Petr

2009/28: Efficiency of EU Merger Control in the 1990-2008 Period

Goran Serdarevic and Petr Teply

2009/27: Diffusion Processes on Complex Networks

Natálie Švarcová and Petr Svarc

2009/26: Classical and modified rescaled range analysis: Sampling properties under heavy tails

Ladislav Krištoufek

2009/24: OCA cubed: Mundell in 3D

Michaela Krčílková and Jan Zapal

2009/23: Wavelet Analysis of Central European Stock Market Behaviour During the Crisis

Jozef Baruník and Lukas Vacha

2009/22: Ethical vs. Non-Ethical – Is There a Difference? Analyzing Performance of Ethical and Non-Ethical Investment Funds

Linnéa Lundberg, Jiri Novak and Maria Vikman

2009/21: Estimating LGD Correlation

Jiří Witzany

2009/20: Rose Effect and the Euro: The Magic is Gone

Tomas Havranek

2009/19: How much of Federalism in the European Union

Frantisek Turnovec

2009/18: Mobile criminals, immobile crime: the efficiency of decentralized crime deterrence

Martin Gregor and Lenka Stastna

2009/17: Determinants of FDI in Czech Manufacturing Industries between 2000-2006

Eva Ryšavá and Elisa Galeotti

2009/16: Option Pricing: The empirical tests of the Black-Scholes pricing formula and the feed-forward networks

Michaela Baruníková

2009/15: Turkey and the European Union: possible incidence of the EU accession on migration flows

Ondřej Glazar and Wadim Strielkowski

2009/14: The Optimal State Aid Control: No Control

Martin Gregor and Dalibor Roháč

2009/13: Efficiency of Fairness in Voting Systems

Frantisek Turnovec

2009/12: Spatial Interdependence of Local Public Expenditures: Selected Evidence from the Czech Republic

Lenka Stastna

2009/11: Interest Margins Determinants of Czech Banks

Roman Horvath

2009/10: Do children make women more patient? Experimental evidence from Indian villages

Michal Bauer and Julie Chytilová

2009/09: Loss, Default, and Loss Given Default Modeling

Jiří Witzany