PhDr. Tomáš Adam - Publications

Articles in journals with impact factor

2018 Financial Stress and Its Non-Linear Impact on CEE Exchange Rates, Journal of Financial Stability

2013 Financial Stress Spillover and Financial Linkages Between the Euro Area and the Czech Republic, Czech Journal of Economics and Finance

2012 Time-varying Betas of the Banking Sectors, Czech Journal of Economics and Finance

IES Working Papers

2012 Time-varying Betas of the Banking Sector, IES Working Papers 23/2012

Article in collection

2012 Rule-of-thumb households in the Czech Republic, Proceedings of 30th International Conference Mathematical Methods in Economics

Others

2018 Assessing the external demand of the Czech economy: nowcasting foreign GDP using bridge equations, CNB WP 18/2018

2017 Modeling euro area bond yields using a time-varying factor model, ECB Working Paper Series, No 2012

2014 Interplay Between Macroeconomic and Financial Variables, CNB WP 11/2014

2014 Risk Aversion, Financial Stress and Their Non-Linear Impact on Exchange Rates, CNB WP 7/2014

Submissions

2017 Modeling euro area bond yields using a time-varying factor model, International Journal of Central Banking, revise-resubmit

Partners

Deloitte

Sponsors

CRIF
McKinsey
Patria Finance