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 Consumers in the New Keynesian Framework: The Implications for Fiscal Policy LAP Lambert Academic Publishing
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
Mgr. Václav Brož
Dynamics and Factors of Inflation Convergence in the European Union IES Working Papers 24/2017
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 Obligation: Valuation and Sensitivity Analysis: Lessons from the 2007-9 Financial Crisis VDM Verlag, Germany
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
Mgr. Kristýna Čechová
Criminals on the Field: A Study of College Football IES Working Papers 13/2017
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
Master in Macroecono Laure de Batz
Financial Sanctions in France – 2004-2016 Revue Banque
Master in Macroecono Laure de Batz
Lessons from more than a decade-long history of sanction in France? Paris 1 Panthéon Sorbonne
Pavel Doležel
Apportionment in Proportional Electoral Systems Based on Integer Programming European Journal of Operational Research
Pavel Doležel
Book review: M. Luptáčik: Mathematical Optimization and Economic Analysis AUCO Czech Economic Review
Pavel Doležel
Book Review: Power, Freedom, and Voting AUCO Czech Economic Review
Pavel Doležel
Estimating the Efficiency of Voting in Big Size Committees AUCO Czech Economic Review
Pavel Doležel
Optimizing Efficiency of Weighted Voting Games AUCO Czech Economic Review
Pavel Doležel
Volební systémy pro volby do Poslanecké sněmovny Parlamentu ČR založené na matematickém programování IES Working Papers 31/2011
Mgr. Hana Džmuráňová
Duration of Demand Deposits in Theory Procedia Economics and Finance 25 (2015) 278 – 284
Mgr. Hana Džmuráňová
Interest Rate Sensitivity of Non-Maturing Bank Products New Trends in Finance and Accounting - Proceedings of the 17th Annual Conference on Finance and Accounting


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