Doc. PhDr. Adam Geršl Ph.D. - Publications
Articles in journals with impact factor
2012 Countercyclical Capital Buffers and Equilibrium Credit Level in Central and Eastern European Countries, Eastern European Economics, forthcoming
2012 How Important Is the Adverse Feedback Loop for the Banking Sector? , Journal of Economics, Vol. 60, No. 1, pp 32-49.
2012 How to Improve the Quality of Stress Tests through Backtesting, Czech Journal of Economics and Finance
2011 Relationship Lending in Emerging Markets: The Case of the Czech Republic, Comparative Economic Studies, vol. 53, pp. 575-596.
2009 Liquidity Risk and Banks’ Bidding Behavior: Evidence from the Global Financial Crisis, Czech Journal of Economics and Finance
2008 Indicators of Financial System Stability: Towards an Aggregate Financial Stability Indicator?, Prague Economic Papers 2008/2, pp. 127-142
2008 Productivity, Export Performance, and Financing of the Czech Corporate Sector: The Effects of Foreign Direct Investment, Czech Journal of Economics and Finance 5-6/2008, pp. 231-247
2007 Foreign Banks, Foreign Lending and Cross-Border Contagion: Evidence from the BIS Data, Czech Journal of Economics and Finance, 57(1-2), pp. 27 - 40
2007 Foreign Direct Investment, Corporate Finance, and the Life Cycle of Investment, Czech Journal of Economics and Finance, 57(9-10), pp.448-464
2006 Development of formal and informal institutions in the Czech Republic and other new EU Member States before their EU entry: did the EU pressure have impact?, Prague Economic Papers 1/2006, pp. 78-90
2006 Foreign Exchange Interventions under Inflation Targeting: The Czech Experience, Contemporary Economic Policy 24(4), October 2006, pp. 475-491
2006 Political Pressure on Central Banks: The Case of the Czech National Bank, Czech Journal of Economics and Finance, 1-2/2006, pp. 18-39
2006 Testing the Effectiveness of the Czech National Bank’s Foreign Exchange Interventions, Czech Journal of Economics and Finance, 9-10/2006, pp. 398-415
2004 Foreign Exchange Intervention: The Theoretical Debate and the Czech Koruna Episode., Finance a úvěr - Czech Journal of Economics and Finance 3-4/2004
2003 Predictions using Experimental Markets, Politická ekonomie 2003/6
Articles in refereed journals
2012 Excessive Credit Growth and Countercyclical Capital Buffers in Basel III: An Empirical Evidence from Central and East European Countries, forthcoming, Acta VŠFS 2/2012
2012 From Credit Boom to Credit Crunch: Effectiveness of policy measures in Central and Eastern Europe, International Journal of Business, Economics and Law
2012 Monetary Conditions and Banks’ Behaviour in the Czech Republic, CNB WP 2/2012
2012 Monetary Conditions and Banks’ Behaviour in the Czech Republic, Economic Research Bulletin, Financial Stability and Monetary Policy, Vol. 10, N. 2, November
2011 Credit Growth and Capital Buffers: Empirical Evidence from Central and Eastern European Countries, forthcoming, Czech National Bank Research Policy Note 2/2011
2011 Credit Growth and Financial Stability in the Czech Republic, Worldbank Working Paper 5771
2011 Models for Stress Testing Czech Banks’ Liquidity Risk, CNB Working Paper No 11/2011
2011 Stress Testing: Conservative Calibration and Regular Verification, Economics, Management, and Financial MarketsAddleton Academic Publisher
2010 Relationship Banking in the Czech Republic, Czech National Bank WP 1/2010
2008 Three indirect effects of foreign direct investment: evidence from the Czech Republic, Acta VŠFS, 1/2008, pp. 15-37
2007 Foreign direct investment and productivity spillovers: Updated evidence from Central and Eastern Europe, CNB Working Paper 8/2007
2007 Political Economy of Public Deficit: Perspectives for Constitutional Reform, AUCO-Czech Economic Review
2000 Liberalisation of the Energy Sector in the Czech Republic, Acta Universitatis Carolinae Oeconomica 2/1998
Monograph
2009 Economics and Politics of Macroeconomic Policies: Central Banking, FX Interventions and Fiscal Policy. , VDM Verlag
2006 Economic Thoughts of Vaclav Klaus (till 1990), Karolinum
Chapter in book
2011 Excessive Credit Growth as an Indicator of Financial (In)Stability and Its Use in Macroprudential Policy, Financial Stability Report 2010/2011
2011 Liquidity Risk and Banks’ Bidding Behavior: Evidence from the Global Financial Crisis., RK Mishra, K Trivikram Rao (eds) (2011): The Global Financial Crisis: Challenges and Opportunities. Academic Foundation, Institute of Public Entreprise, forthcoming
2010 Procyclicality of the Financial System and Simulation of the Feedback Effect, Financial Stability Report 2009/2010, Czech National Bank, pp. 110-119
2010 Stress test verification as part of an advanced stress-testing framework, Financial Stability Report, Czech National Bank
2009 Models of bank financing of Czech corporations and credit risk, Financial Stability Report 2008/2009, Czech National Bank, pp. 90-98
2007 Financial stability indicators: advantages and disadvantages of their use in the assessment of financial system stability, CNB Financial Stability Report
2007 Foreign direct investment and the Czech corporate sector: potential risks to financial stability, CNB Financial Stability Report
2006 Transformation in Tschechien: Die EU-Beitrittsverhandlungen und ihr Einfluss auf formelle und informelle Institutionen, Nils Goldschmidt und Joachim Zweynert (Hrsg.): Die Interaktion der ökonomischen Kulturen und Institutionen im erweiterten Europa, pp. 81-96
2005 Monetary Thought of Vaclav Klaus, a representant of the effort towards radical change of the system, František Vencovský, Karel Půlpán et al.: Dějiny měnových teorií na českém území. Oeconomica
2003 How to write the Master Thesis, In: Liška, V. (2003): Diplomová práce: zpracování a obhajoba. Ivo Ulrych - Růžičkův statek, Praha, s. 20-25.
IES Working Papers
2012 Credit Growth and Countercyclical Capital Buffers: Empirical Evidence from Central and Eastern European Countries, IES Working Papers 3/2012
2012 Measures to tame credit growth: are they effective?, IES Working Papers 28/2012
2011 Political Legislation Cycle in the Czech Republic, IES Working Papers 21/2011
2011 Political Pressure on the National Bank of Slovakia, IES Working Papers 29/2011
2010 Adverse Feedback Loop in the Bank-Based Financial Systems, IES Working Papers 14/2010
2010 Conservative Stress Testing: The Role of Regular Verification, IES Working Papers 12/2010
2010 Economic Volatility and Institutional Reforms in Macroeconomic Policymaking: The Case of Fiscal Policy, IES Working Papers 15/2010
2010 Global Financial Crisis and the Puzzling Exchange Rate Path in CEE Countries, IES Working Papers 24/2010
2010 Relationship Lending, Firms’ Behaviour and Credit Risk: Evidence from the Czech Republic, IES Working Papers 22/2010
2008 Performance and financing of the corporate sector: the role of foreign direct investment, IES Working Papers 2008/3
2007 Foreign Banks, Foreign Lending and Cross-Border Contagion: Evidence from the BIS Data,
2006 Development of formal and informal institutions in the Czech Republic and other new EU Member States before the EU entry: did the EU pressure have impact?, IES WP 2006/4
2006 Political Pressure on Central Banks: The Case of the Czech National Bank, IES WP 2006/8
2005 Market Prices as Indicators of Political Events: Evidence from the Experimental Market on the Czech Republic Parliamentary Election in 2002, IES WP 2005/77
2005 Political Economy of Public Deficit: Perspectives for Constitutional Reform, IES WP 2005/98
IES Occassional Papers
2005 Dynamic Inconsistency of Monetary Policy: Rules, Reputation, and Flexibility, IES Occassional Paper 1/2005
Article in collection
2012 Excessive Credit Growth and Countercyclical Capital Buffers in Basel III, forthcoming, Proceedings of VSFS Conference "The World After Global Financial Crisis"
2010 Stress testing: conservative calibration and regular verification, Proceedings of the 2nd International Conference on Business and Economy
2007 Foreign Direct Investment and Productivity Spillovers in the Central and Eastern European Countries, Workshops - Proceedings of OeNB Workshops No 12: Emerging Markets: Any Lessons for Southeast Europe? March 5 and 6, 2007
Others
2011 Stress tests of the banking sector, Ekonom
2010 Stress test , EURO
2005 Experimental Markets Parliamentary Election 2002 in the Czech Republic, Merit Research Working ePaper 6/2005
Submissions
2012 Political Legislation Cycle in the Czech Republic, Constitutional Political Economy