prof. Ing. Evžen Kočenda M.A., Ph.D., DSc. - Publikace

Články v impaktovaných časopisech

2020 Firm survival in new EU member states, Forthcoming in Economic Systems; preprint PDF

2020 Survival of Service Firms in European Emerging Economies, Forthcoming in Applied Economics Letters; preprint PDF

2019 Exchange rate comovements, hedging and volatility spillovers on new EU forex markets, Journal of International Financial Markets, Institutions & Money, 58(C), 42-64.

2019 Institutions and Determinants of Firm Survival in European Emerging Markets, Journal of Corporate Finance, 58, 431-453; preprint PDF

2019 Total, asymmetric and frequency connectedness between oil and forex markets, The Energy Journal, vol 40, pp. 157 - 174, preprint PDF

2018 Bankovní sektor a státní riziko v Evropské unii., Politická ekonomie, 66(3), 366-383. paper available here PDF

2018 Dynamics and factors of inflation convergence in the European Union,, Journal of International Money and Finance, 86, 93-111. paper available here PDF

2018 Export sophistication: A dynamic panel data approach., Emerging Markets Finance and Trade, 54, 2799–2814. paper available here PDF

2018 Financial stability in Europe: Banking and sovereign risk, Journal of Financial Stability, 36, 305–321. preprint available here PDF

2018 Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis, Forthcoming in Economic Systems

2018 Networks of volatility spillovers among capital markets., Physica A, 490, 1555-1574. paper available here PDF

2018 Survey of volatility and spillovers on financial markets, Prague Economic Papers, 27(3), 293-305; preprint PDF

2018 The impact of monetary strategies on inflation persistence., International Journal of Central Banking, 14(4), 229-274. paper available here PDF

2017 Are some owners better than others in Czech privatized firms? Even meta-analysis can't make us perfectly sure, Economic Systems, 41(4), 537-568. paper available here PDF

2017 Asymmetric volatility connectedness on forex markets, Journal of International Money and Finance, 77C, pp. 39-56, preprint available here PDF + available codes

2016 Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market?, Journal of Financial Markets, 27, 55-78. preprint available here PDF + + available codes

2016 Gold, Oil, and Stocks: Dynamic Correlations, International Review of Economics and Finance, 42, pp. 186–201, preprint available here PDF

2016 Shluková analýza skoků na kapitálových trzích, Politická ekonomie, 64(2), 127-144. Paper available here PDF

2016 Trade in parts and components across Europe, Czech Journal of Economics and Finance, 66(3), 236 - 262. Paper available here PDF

2015 Corporate Efficiency in Europe, Journal of Corporate Finance, 32, 24-40; preprint PDF

2015 Determinanty evropského zahranicního obchodu: instituce, kultura, infrastruktura a geografie, Politická ekonomie, 63(5), 624-640. Paper available here PDF

2015 Volatility spillovers across petroleum markets, The Energy Journal, 36(3), 309-329; preprint PDF + + available codes

2014 Seznam mých publikací před rokem 2015 je uveden pod tímto hyperlinkem, na mé osobní stránce kocenda.fsv.cuni.cz nebo v mém CV (ke stažení na konci úvodní stránky),

Články v recenzovaných časopisech

2019 Privatization, Firms and Ownership, ifo DICE Report, 17(3), 13-16; preprint PDF

2018 European perspective on the links among public investments, banking and sovereign risk, Public Sector Economics, 42(2), 105-109. preprint available here PDF

Odborné knihy

2015 Elements of Time Series Econometrics: An Applied Approach, Third Edition, Karolinum - Charles University Press

Kapitoly v knize

2019 Volatility spillovers on oil and forex markets, Eds. Uğur Soytaş and Ramazan Sarı, Routledge Handbook of Energy Economics, Taylor & Francis, 2019, Chapter 28, pp. 405-420.

2017 FDI and Ownership in Czech Firms: Pre- and Post-crisis Efficiency., Palgrave

2014 Wavelet-Based Correlation Analysis of the Key Traded Assets, Springer

IES Working Papers

2020 ECB Monetary Policy and Commodity Prices, IES Working Papers 8/2020

2020 Nowcasting Real GDP Growth: Comparison between Old and New EU Countries, IES Working Papers 5/2020

2019 Mortgage-Related Bank Penalties and Systemic Risk Among U.S. Banks, IES Working Papers 25/2019

2017 Dynamics and Factors of Inflation Convergence in the European Union, IES Working Papers 24/2017

2017 Exchange Rate Co-movements, Hedging and Volatility Spillovers in New EU Forex Markets, IES Working Papers 27/2017

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

Ostatní

2019 Yield Curve Dynamics and Fiscal Policy Shocks, Slovak National Bank WP

Submissions

2019 Firm survival in new EU member states, Slovak National Bank WP 4/2019.

2019 Institutions and Determinants of Firm Survival in European Emerging Markets, Slovak National Bank WP 5/2019.

2019 Yield Curve Dynamics and Fiscal Policy Shocks, American Economic Journal: Macroeconomics, submitted 2019/07

Partneři

Deloitte

Sponzoři

CRIF
McKinsey
Patria Finance