Working Papers

2015

9 - GARCH Models, Tail Indexes and Error Distributions: An Empirical Investigation
prof. Roman Horváth Ph.D.

7 - Bank Competition and Financial Stability: Much Ado About Nothing?
doc. PhDr. Tomáš Havránek Ph.D., Mgr. Diana Žigraiová

6 - Youth Labour Flows and Exits from Unemployment in Great Recession
doc. Ing. Vladislav Flek CSc., PhDr. Martina Mysíková Ph.D.

5 - Limited Liability, Asset Price Bubbles and the Credit Cycle. The Role of Monetary Policy
Jakub Matějů

4 - Determinants of Banking Fee Income in the EU Banking Industry – Does Market Concentration Matter?
prof. PhDr. Petr Teplý Ph.D., PhDr. Karolína Vozková

3 - Do Borders Really Slash Trade? A Meta Analysis
doc. PhDr. Tomáš Havránek Ph.D., doc. PhDr. Zuzana Havránková Ph.D.

2 - Rockets and Feathers Meet Joseph: Reinvestigating the Oil-gasoline Asymmetry on the International Markets
prof. PhDr. Ladislav Krištoufek Ph.D., PhDr. Petra Luňáčková Ph.D.

1 - Credit Valuation Adjustment Modelling During a Global Low Interest Rate Environment
prof. PhDr. Petr Teplý Ph.D.

2014

38 - Price elasticity of household water demand in the Czech Republic
prof. PhDr. Ladislav Krištoufek Ph.D.

37 - On Estimation of Gravity Equation: a Cluster Analysis
Mgr. Božena Bobková

36 - FDI and Economic Growth: The Role of Natural Resources
Ing. Arshad Hayat MA. MSc. Ph.D.

35 - Central Banks' Voting Records, Financial Crisis and Future Monetary Policy
prof. Roman Horváth Ph.D.

34 - Range-based Volatility Estimation and Forecasting

33 - Estimation of Long Memory in Volatility Using Wavelets
doc. PhDr. Jozef Baruník Ph.D., Mgr. Lucie Kraicová

32 - Gravity model analysis: robust evidence from the Czech Republic and corruption matching
Mgr. Eva Michalíková , Mgr. Michal Paulus

31 - Efficiency of Hospitals in the Czech Republic: Conditional Efficiency Approach
PhDr. Lenka Šťastná Ph.D., PhDr. Jana Votápková Ph.D.

30 - Coupling high-frequency data with nonlinear models in multiple-step-ahead forecasting of energy markets' volatility
doc. PhDr. Jozef Baruník Ph.D., Mgr. Tomáš Křehlík M.A., Ph.D.

29 - Selective Reporting and the Social Cost of Carbon
doc. PhDr. Tomáš Havránek Ph.D., doc. PhDr. Zuzana Havránková Ph.D., prof. Ing. Karel Janda M.A., Dr., Ph.D.

28 - The productivity paradox: A Meta-analysis
Mgr. Petr Polák MSc. Ph.D.

27 - Current Accounts in the Eurozone Countries: The Role of Euro, Fiscal Policies and Financial Developments
PhDr. Jaromír Baxa Ph.D.

26 - What are the Key Determinants of Nonperforming Loans in CESEE?
doc. PhDr. Ing. Ing. Petr Jakubík Ph.D. Ph.D.

25 - Impact of Changes in Excise Duties on Households in the Czech Republic
doc. Petr Janský Ph.D.

24 - The Natural Resource Curse and Institutions in Post-Soviet Countries
prof. Roman Horváth Ph.D., PhDr. Ayaz Zeynalov Ph.D.

23 - On the modelling and forecasting multivariate realized volatility: Generalized Heterogeneous Autoregressive (GHAR) model
doc. PhDr. Jozef Baruník Ph.D., PhDr. František Čech Ph.D.

22 - Access fees for competing lobbies
doc. PhDr. Martin Gregor Ph.D.

21 - Family matters: Concurrent capital buffers in a banking group
Mgr. Michal Skořepa Ph.D

20 - Trusting Former Rebels: An Experimental Approach to Understanding Reintegration after Civil War
doc. PhDr. Michal Bauer Ph.D., Mgr. Ian Levely

19 - German International Trade: Interpreting Export Flows According to the Gravity Model
doc. Ing. Vladimír Benáček CSc., Mgr. Eva Michalíková , Mgr. Michal Paulus

18 - Deflation and Economic Growth in Long-Term Perspective
Mgr. Pavel Ryska MPhil

17 - Receiver's access fee for a single sender
doc. PhDr. Martin Gregor Ph.D.

16 - Interest Rate Swap Credit Valuation Adjustment
RNDr. Jiří Witzany Ph.D.

15 - Has the Relationship Between Market and Model CDS Price Changed during the EMU Debt Crisis?
PhDr. Petra Buzková

14 - Bayesian default probability models

13 - Evidence for a ladder of investment in Central and Eastern European countries
PhDr. Goran Serdarević M.A.

12 - Bankruptcy, Investment, and Financial Constraints: Evidence from a Post-Transition Economy
PhDr. Jiří Schwarz Ph.D.

11 - Is Barrier version of Merton model more realistic? Evidence from Europe.

10 - Ailing Mothers, Healthy Daughters? Contagion in the Central European Banking Sector
doc. PhDr. Tomáš Havránek Ph.D.

9 - Risk management of savings accounts
Mgr. Hana Džmuráňová , prof. PhDr. Petr Teplý Ph.D.

8 - Inflation Differentials among Czech Households
Pavel Hait , doc. Petr Janský Ph.D.

7 - Consumer Demand System Estimation and Value Added Tax Reforms in the Czech Republic
doc. Petr Janský Ph.D.



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