Martina Jašová

Fotografie

Akademická funkce: Ph.D. Candidate
Odborné zaměření: Macro-Finance, Empirical Banking, Financial Economics, Monetary Economics, Corporate Finance
Členství: Doktorandi, Katedra financí a kapitálových trhů

Kontakt

Kancelář:
Email: martina [DOT] jasova [AT] gmail [DOT] com
Telefon:
Osobní www stránka: https://sites.google.com/view/martinajasova
Konzultační hodiny: po dohodě

Další informace

PhD studium

Školitel: doc. PhDr. Adam Geršl Ph.D.

Rok začátku PhD studia: 2011
Datum rigorózní zkoušky: 10/2011
Datum státní dr. zkoušky: 05/2014
Malá obhajoba: 01/2017
Velká obhajoba: 12/2017

Vědecká práce:
For updates please see my personal webpage

JOB MARKET PAPER:
"Rollover Risk and Bank Lending Behavior: Evidence from Unconventional Central Bank Liquidity" (with C. Mendicino and D. Supera)

Abstract: How does a sudden reduction in debt rollover risk affect the lending behavior of banks? We use the provision of cheaper long-term funding by the 2011 European Central Bank's (ECB) very long-term refinancing operations (vLTRO) as a natural experiment to address this question. Our analysis employs a novel dataset that perfectly matches the ECB monetary policy and market operations data with the firm credit registry and banks' security holdings in Portugal. We show that a reduction in rollover risk has a positive and economically sizable impact on bank lending to the real economy. Our findings highlight stronger effects on the supply of credit to small, younger, riskier firms and firms with shorter lending relationships. We also find that loan-level results translate to real and credit effects at the firm-level.

Disertační téma:
Macro-Financial Challenges in Emerging Markets

Disertační teze:
My dissertation thesis consists of three essays on macroeconomics and finance. In these essays, I focus on events which adversely affect emerging markets and present challenges to economic policy and central bank thinking. My aim is to contribute to the existing empirical literature by providing new evidence on the role of private credit, effects of macroprudential policies and understanding of the exchange-rate pass-through...

Volitelné předměty (absolvované):
Charles University:
ELBF - Economics and Law in Banking and Finance
JED414 - Quantitative Methods I
JED415 - Quantitative Methods II
Waseda University (Japan):
PhD Research Seminar: Money and Banking (A, B)

Životopis

Vzdělání

2016-present Visiting Student Research Collaborator, Princeton University

2011-present PhD candidate, Charles University
2009-2011 M.A., Economics, Charles University
2005-2009 B.A., in Economics, Charles University

Odborná praxe

Jan, Jun 2017: Visiting Researcher, European Central Bank
2016, 2017: Visiting Researcher, Bank of Portugal
2015-2016 Research Analyst, Bank for International Settlements
2014-2015 Consultant and PhD Trainee, European Central Bank
2014 Visiting Researcher, Waseda University, Japan

Ocenění

Pochvala děkana Fakulty sociálních věd za vynikající výkon u státních zkoušek a za vynikající diplomovou práci.
Pochvala děkana Fakulty sociálních věd za vynikající bakalářskou práci.

Nabídka témat závěrečných prací

Diplomové práce

Empirical banking, Macro-Finance

Vedoucí diplomových prací

vše/oceněné: 2/0
Oceněné:

Ke stažení

Dissertation thesis

Partneři

ČSOB
Deloitte
McKinsey & Company

Sponzoři

CRIF