List of publications

Author Name Published in
PhDr. Tomáš Adam
Financial Stress and Its Non-Linear Impact on CEE Exchange Rates Journal of Financial Stability, forthcoming
PhDr. Tomáš Adam
Financial Stress Spillover and Financial Linkages Between the Euro Area and the Czech Republic Czech Journal of Economics and Finance
PhDr. Tomáš Adam
Interplay Between Macroeconomic and Financial Variables CNB WP 11/2014
PhDr. Tomáš Adam
Modeling euro area bond yields using a time-varying factor model ECB Working Paper Series, No 2012
PhDr. Tomáš Adam
Modeling euro area bond yields using a time-varying factor model International Journal of Central Banking, revise-resubmit
PhDr. Tomáš Adam
Risk Aversion, Financial Stress and Their Non-Linear Impact on Exchange Rates CNB WP 7/2014
PhDr. Tomáš Adam
Rule-of-thumb households in the Czech Republic Proceedings of 30th International Conference Mathematical Methods in Economics
PhDr. Tomáš Adam
Time-varying Betas of the Banking Sector IES Working Papers 23/2012
PhDr. Tomáš Adam
Time-varying Betas of the Banking Sectors Czech Journal of Economics and Finance
Anton Astakhov
Firm Size and Stock Returns: A Meta-Analysis IES Working Papers 14/2017
Anton Astakhov
Firm Size and Stock Returns: A Meta-Analysis submitted
Mgr. Václav Brož
Are the Risk Weights of Banks in the Czech Republic Procyclical? Evidence from Wavelet Analysis CNB Working Paper 15/2017
Mgr. Václav Brož
Consumer credit in the Czech republic: What does its current growth imply for financial stability? CNB Financial Stability Report 2017/2018
Mgr. Václav Brož
Does Monetary Policy Influence Banks' Perception of Risks? IES Working Papers 03/2018
Mgr. Václav Brož
Does Monetary Policy Influence Banks' Risk Weights under the Internal Ratings-based Approach? Economic Systems (forthcoming)
Mgr. Václav Brož
Does Monetary Policy Influence Banks’ Perception of Risks? CNB Working Paper 9/2017
Mgr. Václav Brož
Dynamics and Factors of Inflation Convergence in the European Union IES Working Papers 24/2017
Mgr. Václav Brož
Dynamics and factors of inflation convergence in the European Union, Journal of International Money and Finance, 86, 93-111. paper available here PDF
Mgr. Václav Brož
The effect of accommodative monetary policy on the risk weights applied by domestic banks CNB Financial Stability Report 2017/2018
Mgr. Václav Brož
What drives the distributional dynamics of client interest rates on consumer loans in the Czech Republic? A bank-level analysis CNB Working Paper 06/2018
PhDr. Petra Buzková
An Alternative Approach (using the VBA Programme) to Collateralized Debt Obligations´ Valuation Macmillan Publishers India Ltd., India
PhDr. Petra Buzková
Collateralized debt obligations and credit risk management Karolinum Press
PhDr. Petra Buzková
Has the Relationship Between Market and Model CDS Price Changed during the EMU Debt Crisis? IES Working Papers 15/2014
PhDr. Petra Buzková
Main Flaws of the Collateralized Debt Obligation Valuation before and During the 2008/2009 Global Turmoil International Finance Symposium 2009, Turkey
PhDr. Petra Buzková
Main Flaws of The Collateralized Debt Obligation‘s Valuation Before And During The 2008/2009 Global Turmoil IES Working Papers 1/2010
PhDr. Petra Buzková
On the Reliability of a Credit Default Swap Contract during the EMU Debt Crisis (forthcoming) Czech Journal of Economics and Finance
PhDr. Petra Buzková
The Dark Side of Collateralized Debt Obligation´s Valuation during The 2008/2009 Financial Crisis Silesian University in Opava, School of Business Administration in Karvina, Czech Republic
PhDr. Petra Buzková
The Dark Side of Collateralized Debt Obligation´s Valuation during The 2008/2009 Financial Crisis Prague Economic Papers, Czech Republic
PhDr. František Čech
Dynamic Portfolio Optimization During Financial Crisis Using Daily Data and High-frequency Data Biatec, Národná banka Slovenska
PhDr. František Čech
Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns (Submitted) preprint PDF
PhDr. František Čech
Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns IES Working Papers 20/2017
PhDr. František Čech
On the modelling and forecasting multivariate realized volatility: Generalized Heterogeneous Autoregressive (GHAR) model Journal of Forecasting, 36, pp.181–206, preprint PDF
PhDr. František Čech
On the modelling and forecasting multivariate realized volatility: Generalized Heterogeneous Autoregressive (GHAR) model IES Working Papers 23/2014
PhDr. František Čech
Panel quantile regressions for estimating and predicting the Value--at--Risk of commodities (Submitted)
Mgr. Aleš Čornanič
Earnings Management to Avoid Delisting from a Stock Market IES Working Papers 22/2015
Mgr. Aleš Čornanič
Signaling by Underpricing the Initial Public Offerings of Primary Listings in an Emerging Market IES Working Papers 07/2013
Mgr. Aleš Čornanič
Signaling by Underpricing the Initial Public Offerings of Primary Listings in an Emerging Market Czech Journal of Economics and Finance
Laure de Batz M.A.
Financial Impact of Regulatory Sanctions on French Listed Companies IES Working Papers 10/2018
Laure de Batz M.A.
Financial Sanctions in France – 2004-2016 Revue Banque
Laure de Batz M.A.
Lessons from more than a decade-long history of sanction in France? Université Paris 1 Panthéon-Sorbonne


December 2018
MonTueWedThuFriSatSun
     12
3456789
10111213141516
17181920212223
24252627282930
31      

Partners

Deloitte
McKinsey & Company
Moneta Money Bank

Sponsors

CRIF
ČSOB