PhDr. Jiří Kukačka Ph.D. - Publikace

Články v impaktovaných časopisech

2018 Prospect Theory in the Heterogeneous Agent Model, Journal of Economic Interaction and Coordination, first online, available here

2018 The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market, Computational Economics, 51 (4), pp. 865–892, available here

2017 Estimation of financial agent-based models with simulated maximum likelihood, Journal of Economic Dynamics and Control, 85, pp. 21-45, available here

2015 Realizing stock market crashes: stochastic cusp catastrophe model of returns under the time-varying volatility, Quantitative Finance, 15 (6), pp. 959-973, available here

2013 Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment, Physica A, 392 (23), pp. 5920–5938, available here

IES Working Papers

2016 Estimation of Financial Agent-Based Models with Simulated Maximum Likelihood, IES Working Papers 7/2016, published in JEDC

2016 Prospect Theory in the Heterogeneous Agent Model, IES Working Papers 14/2016, published in JEIC

2015 The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market, IES Working Papers 26/2015, published in CompEcon

2013 Realizing stock market crashes: stochastic cusp catastrophe model of returns under the time-varying volatility, IES Working Papers 19/2013, published in QF

Ostatní

2018 WORK-IN-PROGRESS: Corporate Social Responsibility and Stock Market Performance after the Financial Crisis: The Role of Primary CSR Activities,

2017 WORK-IN-PROGRESS: Multifractality Properties of the Agent-Based Models of Financial Markets,

2016 WORK-IN-PROGRESS: On the Estimation of Behavioral Macroeconomic Models via Simulated Maximum Likelihood,

2016 WORK-IN-PROGRESS: Stable Liquidity Traps and Heterogeneous Expectations,

Červenec 2018
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Partneři

Deloitte
McKinsey & Company
Moneta Money Bank

Sponzoři

CRIF
ČSOB