Working Papers

2018

28 - The Bank Lending Survey
Mgr. Eva Hromádková , Mgr. Petr Polák MSc., Mgr. Nikol Poláková

27 - Measurement of Volatility Spillovers and Asymmetric Connectedness on Commodity and Equity Markets
Mgr. Tereza Palanská M.A.

26 - Entrepreneurship in the Information Age: An Empirical Analysis of the European Regions
Petr Pleticha

25 - Central Bank Capital as an Instrument of Monetary Policy
doc. PhDr. Tomáš Havránek Ph.D.

24 - How Do Regional Price Levels Affect Income Inequality? Household-Level Evidence from 21 Countries
Petr Janský Ph.D.

23 - Is Panama Really Your Tax Haven? Secrecy Jurisdictions and the Countries They Harm
Petr Janský Ph.D., Mgr. Miroslav Palanský M.A.

22 - Estimating the Effective Lower Bound for the Czech National Bank’s Policy Rate
doc. PhDr. Tomáš Havránek Ph.D., Mgr. Dominika Kolcunová

21 - Cost Efficiency of European Cooperative Banks
Mgr. Matěj Kuc

20 - The Predicting Power of Soft Information on Defaults in the Chinese P2P Lending Market
dr. Ing. Zdeněk Drábek B.A., D.Phil., Msc Yao Wang PhDr

19 - Estimating the Revenue Costs of Tax Treaties in Developing Countries
Petr Janský Ph.D.

18 - Underlying Motivations For Rule-Violation Among Juvenile Delinquents: A Lab-in-the-Field Experiment
PhDr. Lubomír Cingl Ph.D., PhDr. Václav Korbel

17 - Volatility Term Structure Modeling Using Nelson-Siegel Model
doc. PhDr. Jozef Baruník Ph.D., Mgr. Barbora Malinská

16 - Modelling Electric Vehicles as an Abatement Technology in a Hybrid CGE Model
Mgr. Vědunka Kopečná , Mgr. Milan Ščasný PhD.

15 - Does the Source of Fundamental Data Matter?
Mgr. Martin Hronec

14 - Earnings Stability and Peer Selection for Indirect Valuation
prof. Ing. Karel Janda M.A., Dr., Ph.D.

13 - The Value of Political Connections in the Post-Transition Period: Evidence from the Czech Republic
Mgr. Miroslav Palanský M.A.

12 - Foreign Capital and Domestic Productivity in the Czech Republic
doc. PhDr. Tomáš Havránek Ph.D.

11 - Extent of Irrationality of the Consumer: Combining the Critical Cost Eciency and Houtman Maks Indices
Matěj Opatrný MSc.

10 - Financial Impact of Regulatory Sanctions on French Listed Companies
Laure de Batz M.A.

9 - Estimating the Value of Crop Diversity Conservation Services Provided by the Czech National Programme for Agrobiodiversity
Mgr. Milan Ščasný PhD.

8 - A General Equilibrium Model of Optimal Alcohol Taxation in the Czech Republic
prof. Ing. Karel Janda M.A., Dr., Ph.D., PhDr. Jakub Mikolášek

7 - Are the Crude Oil Markets Really Becoming More Efficient over Time? Some New Evidence
doc. PhDr. Ladislav Krištoufek Ph.D.

6 - Devaluation with Exchange rate Floor in a Small Open Economy
Mgr. David Svačina

5 - Impact of German Energiewende on Transmission Lines in the Central European Region
prof. Ing. Karel Janda M.A., Dr., Ph.D., Mgr. Lukáš Rečka

4 - Why Did EU Banks Change Their Business Models in Last Years and What Was the Impact of Net Fee and Commission Income on Their Performance?
PhDr. Karolína Vozková

3 - Does Monetary Policy Influence Banks' Perception of Risks?
Mgr. Václav Brož , Mgr. Dominika Kolcunová , PhDr. Simona Malovaná

2 - Photovoltaics and the Slovak Electricity Market
prof. Ing. Karel Janda M.A., Dr., Ph.D.

1 - Smoking Czechs: Modeling Tobacco Consumption and Taxation
prof. Ing. Karel Janda M.A., Dr., Ph.D.

2017

29 - Do Cryptocurrencies and Traditional Asset Classes Influence Each Other?
Mgr. Josef Kurka

28 - Banks’ Capital Surplus and the Impact of Additional Capital Requirements
PhDr. Simona Malovaná

27 - Exchange Rate Co-movements, Hedging and Volatility Spillovers in New EU Forex Markets
prof. Ing. Evžen Kočenda M.A., Ph.D., DSc., Ing. Michala Moravcová

26 - Food versus Fuel: An Updated and Expanded Evidence
PhDr. Ondřej Filip , prof. Ing. Karel Janda M.A., Dr., Ph.D., doc. PhDr. Ladislav Krištoufek Ph.D.

25 - Estimating the Scale of Profit Shifting and Tax Revenue Losses Related to Foreign Direct Investment
Petr Janský Ph.D., Mgr. Miroslav Palanský M.A.

24 - Dynamics and Factors of Inflation Convergence in the European Union
Mgr. Václav Brož , prof. Ing. Evžen Kočenda M.A., Ph.D., DSc.

23 - Does Unemployment Insurance Affect Productivity?
Michal Šoltés

22 - International Spillovers of (Un)Conventional Monetary Policy: The Effect of the ECB and US Fed on Non-Euro EU Countries
PhDr. Jan Hájek , prof. Roman Horváth Ph.D.

21 - Selectivity Problem in Demand Analysis: Single Equation Approach
Mgr. Milan Ščasný PhD., Ing. Mgr. Šarlota Smutná, MSc.

20 - Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns
doc. PhDr. Jozef Baruník Ph.D., PhDr. František Čech

19 - Common Cycles in Volatility and Cross Section of Stock Returns
doc. PhDr. Jozef Baruník Ph.D., Mgr. Lucie Kraicová

18 - A Bayesian Approach to Backtest Overfitting
RNDr. Jiří Witzany Ph.D.



Partners

Deloitte
McKinsey & Company
Moneta Money Bank

Sponsors

CRIF
ČSOB