Working Papers


1 - Credit Valuation Adjustment Modelling During a Global Low Interest Rate Environment
Petr Macek , doc. PhDr. Petr Teplý Ph.D.


38 - Price elasticity of household water demand in the Czech Republic
PhDr. Ladislav Krištoufek Ph.D.

37 - On Estimation of Gravity Equation: a Cluster Analysis
Mgr. Božena Bobková

36 - FDI and Economic Growth: The Role of Natural Resources
Ing. Arshad Hayat

35 - Central Banks' Voting Records, Financial Crisis and Future Monetary Policy
doc. Roman Horváth Ph.D., ČSOB Corporate Chair

34 - Range-based Volatility Estimation and Forecasting
Bc. et Mgr. Daniel Benčík

33 - Estimation of Long Memory in Volatility Using Wavelets
PhDr. Jozef Baruník Ph.D., ČEZ Chair, Mgr. Lucie Kraicová

32 - Gravity model analysis: robust evidence from the Czech Republic and corruption matching
Mgr. Eva Michalíková , Mgr. Michal Paulus

31 - Efficiency of Hospitals in the Czech Republic: Conditional Efficiency Approach
PhDr. Lenka Šťastná Ph.D., PhDr. Jana Votápková

30 - Coupling high-frequency data with nonlinear models in multiple-step-ahead forecasting of energy markets' volatility
PhDr. Jozef Baruník Ph.D., ČEZ Chair, Mgr. Tomáš Křehlík M.A.

29 - Selective Reporting and the Social Cost of Carbon
PhDr. Tomáš Havránek Ph.D., PhDr. Zuzana Havránková , prof. Ing. Karel Janda M.A., Dr., Ph. D., RWE Chair

28 - The productivity paradox: A Meta-analysis
Petr Polák MSc.

27 - Current Accounts in the Eurozone Countries: The Role of Euro, Fiscal Policies and Financial Developments
PhDr. Jaromír Baxa Ph.D.

26 - What are the Key Determinants of Nonperforming Loans in CESEE?
PhDr. Ing. Petr Jakubík Ph.D.

25 - Impact of Changes in Excise Duties on Households in the Czech Republic
Mgr. Petr Janský M.Sc., Ph.D.

24 - The Natural Resource Curse and Institutions in Post-Soviet Countries
doc. Roman Horváth Ph.D., ČSOB Corporate Chair, Mgr. Ayaz Zeynalov M.A.

23 - On the modelling and forecasting multivariate realized volatility: Generalized Heterogeneous Autoregressive (GHAR) model
PhDr. Jozef Baruník Ph.D., ČEZ Chair, PhDr. František Čech

22 - Access fees for competing lobbies
PhDr. Martin Gregor Ph.D.

21 - Family matters: Concurrent capital buffers in a banking group
Mgr. Michal Skořepa Ph.D

20 - Trusting Former Rebels: An Experimental Approach to Understanding Reintegration after Civil War
PhDr. Michal Bauer Ph.D., Renomia Chair, Mgr. Ian Levely

19 - German International Trade: Interpreting Export Flows According to the Gravity Model
doc. Ing. Vladimír Benáček CSc., Mgr. Eva Michalíková , Mgr. Michal Paulus

18 - Deflation and Economic Growth in Long-Term Perspective
Mgr Pavel Ryska MPhil

17 - Receiver's access fee for a single sender
PhDr. Martin Gregor Ph.D.

16 - Interest Rate Swap Credit Valuation Adjustment
RNDr. Jiří Witzany Ph.D.

15 - Has the Relationship Between Market and Model CDS Price Changed during the EMU Debt Crisis?
PhDr. Petra Buzková

14 - Bayesian default probability models
Petra Andrlíková MSc.

13 - Evidence for a ladder of investment in Central and Eastern European countries
PhDr. Goran Serdarević M.A.

12 - Bankruptcy, Investment, and Financial Constraints: Evidence from a Post-Transition Economy
PhDr. Jiří Schwarz

11 - Is Barrier version of Merton model more realistic? Evidence from Europe.
Petra Andrlíková MSc.

10 - Ailing Mothers, Healthy Daughters? Contagion in the Central European Banking Sector
PhDr. Tomáš Havránek Ph.D.

9 - Risk management of savings accounts
Mgr. Hana Džmuráňová , doc. PhDr. Petr Teplý Ph.D.

8 - Inflation Differentials among Czech Households
Pavel Hait , Mgr. Petr Janský M.Sc., Ph.D.

7 - Consumer Demand System Estimation and Value Added Tax Reforms in the Czech Republic
Mgr. Petr Janský M.Sc., Ph.D.

6 - Individual and Group Cheating Behavior: A Field Experiment with Adolescents
PhDr. Julie Chytilová Ph.D., Renomia Chair, PhDr. Václav Korbel

5 - Determinants of Austrian International Trade: Analysis Based on the Gravity Model
doc. Ing. Vladimír Benáček CSc.

4 - The Impact of Euro Adoption on Export Performance: Comparison of the Czech Republic and Slovakia
PhDr. Oliver Polyák

3 - The impact of exchange rate volatility on trade: Evidence for the Czech Republic

2 - The Perspectives for Genetically Modified Cellulosic Ethanol in the Czech Republic
prof. Ing. Karel Janda M.A., Dr., Ph. D., RWE Chair, PhDr. Ladislav Krištoufek Ph.D.

1 - Systemic Event Prediction by Early Warning System
PhDr. Ing. Petr Jakubík Ph.D., Mgr. Diana Žigraiová


20 - Empirical Analysis of Life Satisfaction in German Benedictine Monasteries
Tomáš Janotík MSc.

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