PhDr. Vít Bubák, M.A., Ph.D. - Publikace

Články v impaktovaných časopisech

2011 Volatility Transmission in Emerging European Foreign Exchange Markets, Journal of Banking and Finance, 35 (11) 2011

2009 Distribution and Dynamics of Central-European Exchange Rates: Evidence from Intraday Data, Czech Journal of Economics and Finance (Finance a Uver), 4/2009

2006 Seasonality and the Non-Trading Effect on Central European Stock Markets, Czech Journal of Economics and Finance (Finance a Uver), 1-2/2006

2006 Trading Intensity and Intraday Volatility on the Prague Stock Exchange: Evidence from an Autoregressive Conditional Duration Model, Czech Journal of Economics and Finance (Finance a Uver), 5-6/2006

2003 Informative Value of Firm Capital Structure, Prague Economic Papers, 3/2003

Články v recenzovaných časopisech

2010 Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market, Czech Economic Review, 4/2010

2010 Volatility Transmission in Emerging European Foreign Exchange Markets, CESIfo Working Paper, 3063/2010

Kapitoly v knize

2010 Intraday Value-at-Risk and Intraday Seasonality: A Quantile Regression Approach, Blaha, Zdenek S. and Magda Pecena (eds.) Advanced Measurement Techniques for Market and Operational Risk

2010 Value-at-Risk on Central and Eastern European Stock Markets: An Empirical Investigation Using Symmetric and Asymmetric GARCH Models, Blaha, Zdenek S. and Magda Pecena (eds.) Advanced Measurement Techniques for Market and Operational Risk

2004 Informative Value of Firm Capital Structure, Blaha, Z. S. (ed.) Risk Management and Financial Engineering

IES Working Papers

2009 Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market, IES Working Papers 32/2009

2008 Value-at-Risk on Central and Eastern European Stock Markets: An Empirical Investigation Using GARCH Models , IES Working Papers 18/2008

2006 The Price Impact of Stock Trades: Evidence from the Prague Stock Exchange, IES Working Papers, 19/2006

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Partneři

ČSOB
Deloitte
McKinsey & Company

Sponzoři

CRIF