Témata magisterských prací

PhDr. Tomáš Adam
Empirical time series analysis: - state space models - VAR / BVAR models

Shahriyar Aliyev MSc.
Unconventional Monetary Policy, Economic Growth, International Trade and Fiscal Policy.

Petra Andrlíková MSc.
No more topics available for master theses supervision. Currently supervised master theses: - Counterparty credit risk modelling (M. Volek) - Influence of credit migration event on company's performance (J. Sedlář) - Manipulation of Basel Risk Weights (T. Nováčková)

PhDr. Lucie Bryndová
any topic from the health economics field

Stanislav Astapovich M.A.
Topics related to economic growth or development economics.

Mgr. Krenar Avdulaj Ph.D.
My research interest is in Econometrics of Financial Markets. Prefered (applied) topics are: Topics on Econometrics of financial time series.

Mgr. Adrian Babin M.A.
Crises impact on the banking sector Regulatory and macro-prudential impact on the banking activity Stress-testing and valuation of banks SME access to finance and related topics Topics related to efficiency and productivity estimation using econometric tools

RNDr. Matúš Baniar
Nonlinear classification as a tool for predicting tennis matches (already taken)

Ing. Marta Bártíková
Aktuální problémy primárních emisí dluhopisů v ČR

doc. PhDr. Jozef Baruník Ph.D.
My research interest is in the development of mathematical models for understanding financial problems (such as measuring and managing financial risk), statistical methods and analyzis of financial data. Especially, topics in Asset pricing High-Frequency Data in Finance Financial econometrics Time Series Econometrics of Financial Markets Machine learning, Neural Networks Quantile Models Nonparametric Data Analysis High-dimensional financial data sets (big data) Frequency domain econometrics (cyclical properties and behavior of economic variables).

Mgr. Michaela Vlasáková-Baruníková (Hlínková)
Pricing of offer period options for consumer loans. - offer period option is an option to fix the individual loan interest rate before signature - often consumer pays for the option only when the contract is signed - how to price the option so that bank mitigates its interest rate risk, w.r.t. identification of the process for the market interest rates Early termination of deposits. - early termination of deposits causes financial institutions to face interest rates and hedging risk - how to mitigate these risks - how to embed the price of the risk in the deposit price Ocenění opce za nabídkovou periodupro spotřebitelské úvěry. - opce za nabídkovou periodu je jednostranná opce pro spotřebitele, kdy banka mu zafixuje cenu za úvěr již stanovené období před podpisem - spotřebitel za opci platí pouze v případě, že podepíše kontrakt - jakým způsobem ocenit opci tak, aby banka snížila riziko z pohybu úrokových mír? Předčasný výběr depozit - předčasný výběr depozit vystavuje banku riziku z pohybu tržních úrokových mír a zajištění - jakým způsobem ocenit tyto rizika a zahrnout je do ceny depozita pro klienta? Valuation of long term options in energetic sector. Oceňování dlouhodobých opcí v energetickém sektoru.

doc. PhDr. Michal Bauer Ph.D.
Topics in applied development microeconomics and behavioral economics are welcome. See the file below for guidelines and suggested topics.

PhDr. Jaromír Baxa Ph.D.
If you wish to write a diploma thesis with me, don't hesitate to stop by. Currently, I'm increasingly interested in EU policies, inflation dynamics, fiscal consolidations, fiscal and monetary policies. Some topics I offer can be quite simple but there are some that can be more challenging. More specifically: Explaining asymmetric developments in the euro area How long does it take until the positive effects of structural reforms do materialize? Current account dynamics and euro area differences Bond spreads of the EU member states. Are fundamentals enough to explain their dynamics? New fiscal rules in the EU. Will they work? Bond spreads and nonlinear models. Is there any evidence of switching behavior? Which variables cause switching? Bond spreads and fiscal consolidations: When does the fiscal effort pays off? Event studies: evaluating the effects of announcements of yet another austerity programme during the Great Recession. Fiscal space: Shall we include private debts in calculations? Issues in fiscal rules. What explains different duration of the Great Recession across countries? Reaction functions of various central banks in Great Recession Identification of equilibrium exchange rates Topics in economic growth (inequality, indebtedness, human capital) Topics in economic history (20th century preferably, I'm mostly interested in the interplay between economic theory, economic policy and vice versa) etc.

doc. Ing. Vladimír Benáček CSc.
1. Trade of China with the EU (or Germany, Czechia, etc.). Analysis by the Gravity Model of Trade. 2. FDI of China (incoming vs outgoing flows). Explanation by means of Gravity Model of FDI. 3. Gravitační modely exportu a importu. Ekonometrické odhady koeficientů při různých specifikacích funkcí obchodu a dekompozice obchodu podle odvětvových (výrobkových) tříd. 4. Komparace gravitačních model obchodu dvou a více zemí, včetně alternativních specifikací modelů, rozšířených o institucionální faktory mezinárodních vztahů. 5. Meziodvětvový a vnitroodvětvový obchod. Jejich vývoj a struktura v české ekonomice. Kilogramové ceny jako ukazatel kvality českých exportů a importů a jejich vývoj v čase. 6. Teorie podnikatelství jako korekční doplněk tržních selhání a dosud přehlížený aspekt institucionální ekonomie. 7. Porovnání determinant rozvoje malých a středních podniků v komparaci s velkými podniky.

Bc. et Mgr. Daniel Benčík
Heterogeneous agent models in finance Volatility modeling and forecasting Energy Economics

Levan Bezhanishvili M.A., MSc.
1. Algorithmic and Computational Questions Concerning Matrices (CEU) 2. Construction and Investigation of the Algorithms of Approximate Solution of Initial Boundary Value Problem for Charney-Obukhov and Hasegawa-Mima Equations (TSU)

Mgr. Božena Bobková
Gravity equation, its estimation and application. DSGE models. Moreover, I am open to any interesting application of econometrics (especially for crossectional and panel data).

Mgr. Josef Brechler
political cycles, financial stability

Mgr. Pavla Břízová
Topics from following fields are welcome: - Economic policy of the EU - Regional economics - Development economics - Economics of education - Monetary economics Students are more than welcome to specify their own topic.

Mgr. Iuliia Brushko M.A., Ph.D.
Financial markets reaction to news, trading volume and price fluctuation around earnings announcements, analysts’ forecast accuracy, value relevance of accounting information and financial analysis, trading strategies, cross border capital flows and contagion, optimal investments, suboptimal learning and asset prices

PhDr. Vít Bubák, M.A., Ph.D.
I welcome any topic in the field of applied financial economics and/or econometrics. Of particular relevance are topics related to time series analysis of both daily and high-frequency data, market microstructure, stock market volatility and risk management. More specific themes would be: - Information transmission between the financial markets - Information content of intraday data - Volatility modelling: Further results from the CE financial markets

Nino Buliskeria
Macroeconomics; Monetary and fiscal policy; Inequality; Labor Economics;

doc. Ing. Tomáš Cahlík CSc.
Please look into the SIS

PhDr. Libor Čech
State Aid into the Czech Banking Sector in Context of Transition and EU Accession

Mgr. Kristýna Čechová
Topics on labor market policies and generally on impact estimation

RNDr. Michal Červinka Ph.D.
I will provide details to available topics during my office hours.

PhDr. Lubomír Cingl Ph.D.
generally topics from behavioral or experimental economics, economics and psychology, economics of religion, game theory

Mgr. Aleš Čornanič
Topics related to financial markets, company valuation, financial accounting. For instance: IPO under-pricing (related to long-term performance, delisting,..) Real Earnings Management Accrual Earnings Management (students are more than welcome to specify its own topic)

Mgr. Martin Čovan
Applied econometrics, Finance - financial markets, financial stability, regulation, prediction models, asset pricing, risk management

prof. Ing. Oldřich Dědek CSc.
Témata související s problematikou eura a evropské integrace

Arun Denduluri M.A.
Topics on development economics, political economy and history of economic thought

RNDr. Alexis Derviz CSc.
- Capital Markets in PR China and Relation to the Development of Asia-Pacific Region - Developments in the Market for Chinese Currency since the Beginning of Globalization - Balance of Payments Structure of the PR China: Trends and Underlying Factors

Ing. Vilma Dingová
Topics from following fields are welcome: ▪ EMU and fiscal federalism perspective ▪ Economic aspects of the euro area enlargement ▪ Challenges for the functioning and governance of the euro area

doc. PhDr. Ing. Antonie Doležalová Ph.D.
History of Economic Thought (Figures and Topics; Economics in Exile) Economic History (Fiscal Policy, Monetary Policy, Film Industry in Czechoslovakia; Taxation, Multinationals, Socialist Economy, Quantitative Approach)

Pavel Doležel
Efektivita volebních systémů, analýza volebních systémů, power indexy Optimalizace v ekonomii, vícerozměrný dopravní problém a jeho použití, kombinatorická optimalizace, Gradient Boosting, Rozhodovací stromy Řízení kreditních rizik (Basel, IFRS9, scoring, ALLL, CCAR)

Martin Dózsa
Structural asset pricing models, Loss Given Default and Probability of Default modeling, EBIT based models Potential GDP output/growth rate, Identifying the cycle of macroeconomic time-series

Mgr. Lenka Dvořáková Švejdová
Behaviorální finance, finanční trhy, IPO

Mgr. Hana Džmuráňová
Net present value of demand deposits to a bank Práce zaměřené na úrokové a likviditní riziko - jak to banka řídí, case studies na tato témata

Mohammad Ali Elminejad
I am open to topics related to macroeconomics, monetary economics, macro-finance, and labor economics. Theses must be written in English.

PhDr. František Čech
Applied Financial Econometrics - multivariate volatility modelling Applied Financial Econometrics - volatility modelling Currently supervising 3 master thesis: Šimon Procházka: Application of the Realized Semivariances within Realized GARCH framework Zhang Haiying: The empirical research of cross listed stocks: The case of AH shares Pavel Stirba: The Effects of Monetary Policy on Real Estate Market: a VAR Analysis



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