Ing. Michala Moravcová

Photo

Position: Ph.D. Candidate
Field of interest: Macroeconomics and Monetary Economics, Financial Markets and the Macroeconomy, Central Banks and Their Policies, Financial Economics, Asset Pricing • Trading Volume • Bond Interest Rates, Information and Market Efficiency • Event Studies • Insider Trading
Membership: European Economic Integration and Economic Policy, PhD Candidates

Contact

Office: upon request
Email: moravcovamichala [AT] gmail [DOT] com
Phone:
Personal web pages: https://www.linkedin.com/profile/view?id=55719857&trk=nav_responsive_tab_profile_pic
Available: upon request in advance via email above

More information

Assistant

JEM037 - Financial Markets
JEB009 - Makroekonomie I

PhD study

Tutor: prof. Roman Horváth Ph.D.

Studying from: 2014
PhDr examination:
Final exam: 05/2017
Dissertation Proposal defence: 2018
Dissertation defence: 2018

Current work:
2017 Exchange rates co-movements and volatility spillovers in new EU foreign exchange markets, IES WP forthcoming

2018 The Impact of German Macroeconomic News on Emerging European Forex Markets, Prague Economic Papers, forthcoming

2016 Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis, IES Working Papers 20/2016

2015 The impact of German macroeconomic data announcements on the Czech financial market, IES Working Paper 21/2015

See also my RePec web page: https://ideas.repec.org/f/pmo1006.html

Dissertation topic:
Three Essays on Emerging European Foreign Exchange Markets

Disertation abstract:
My dissertation will focus on the impact of macroeconomic news announcements and central bank communication on the currencies of CEE region in daily and intra day time horizon. Thesis examines dynamic correlations and volatility spillovers on new EU FX markets.

Optional courses:
JED414 - Kvantitativní metody I (WS 2014/2015)
JED415 - Kvantitativní metody II (SS 2014/2015)
JED109 - Aternative Approaches to Economic Modeling (WS 2015/2016)
JED110 - Aternative Approaches to Economic Modeling (LS 2015/2016)
JED109 - Alternative Approaches to Economic Modeling (WS 2016/2017)
JED415 - Kvantitativní metody II (SS 2016/2017)
Currently- JED414 - Kvantitativní metody I (WS 2017/2018)

CV

Organisation Memberships

Ph.D. Candidate

Education

2014+: Ph.D., Economics, IES Charles University in Prague
2008 - 2010 Ing.; The University of Economics, Prague
2005-2008 Bc.; The University of Economics, Prague

Job history

2012 - hitherto : Financial Market Analyst Bossa
2010-2012: Equity Trader Wood and Comapny
Teaching Assistantships at IES FSV UK:
2014/15 WS: JEM037 Financial Markets
2014/15 WS: JEB114 Macroeconomics I

Topics for supervision

Bachelor theses

Students are welcome to contact me via email and consult the supervision of Bachelor theses related to fields of my research interest.
Monetary policy, Financial markets - general topics, Fundamental analysis, Technical analysis. Please see my fields of interest on the top of this web page

Suggested topics: The impact of macroeconomic news (new information) and central bank communication on the price of financial assets (GARCH, Event Study methodologies)

Currently supervising: Veronika Luková - The impact of ECB communication on selected financial markets in eurozone

Miloš Prágr - Impact of Macroeconomic News on Financial Markets: Sector-based Analysis

Supervised Bachelor Thesis: 2015/16 Jakub Říha: The impact of macroeconomic news (new information) on the price of financial assets

2014/2015 Victoria Dobryashkina - Does the choice of method of forecast of index stock returns and the choice of investment strategy depend on index´s industry affiliation?

Master theses

Students are welcome to contact me via email and consult the supervision of Bachelor theses related to fields of my research interest.
Monetary policy, Financial markets - general topics, Fundamental analysis, Technical analysis. Please see my fields of interest on the top of this web page

Suggested topics: The impact of macroeconomic news (new information) on the price of financial assets (GARCH, Event Study methodologies)

Supervised Bachelor theses

all/awarded: 4/0
Awarded:

Downloadable

1st Annual Evaluation
1st Annual Evaluation
1st Annual Evaluation
1st Annual Update
ISP
ISP 2016/2017
ISP 2017

Partners

ČSOB
Deloitte
McKinsey & Company

Sponsors

CRIF