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

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

Působiště:

  • Katedra financí a kapitálových trhů

E-mail: kocenda@fsv.cuni.cz

Telefon: +420 222 112 321

Osobní webová stránka

Místnost: č. O508, Opletalova 26

Scopus Author ID: 55950980500

ORCID ID: 0000-0003-4110-1169

CV

Vzdělání

Ph.D., ekonomie, University of Houston, Houston, Texas, USA, květen 1996
M.A., ekonomie, University of Toledo, Toledo, Ohio, USA, srpen 1992
Ing., ekonomika zahraničního obchodu, VŠE Praha, červenec, 1985

Odborná praxe

2015 - současnost Profesor ekonomie, Institut ekonomických studií, Univerzita Karlova, Praha
2015 - současnost Vědecký pracovník, Oddělení ekonometrie, Ústav teorie informace a automatizace, Akademie věd ČR, Praha
2004 - 2015 Profesor ekonomie, CERGE, Univerzita Karlova, Praha
1999 - 2004 Docent, CERGE, Univerzita Karlova, Praha
1996 - 2015 Vědecký pracovník, Národohospodářský ústav, Akademie věd ČR, Praha
2002 - 2003 Zástupce ředitele pro doktorandské studium,CERGE-EI
1996 - 1999 Odborný asistent, CERGE, Charles University, Praha
1996 - 1998 Zástupce ředitele pro výzkum,CERGE, Univerzita Karlova
1996 - 1998 Zástupce ředitele pro výzkum, Národohospodářský ústav, Akademie věd ČR, Praha
1992 - 1996 Odborný asistent pro výuku a výzkum, University of Houston, Houston, Texas, USA
1991 - 1992 Odborný asistent pro výuku a výzkum, University of Toledo, Toledo, Ohio, USA

Rok vydání

Monografie

Kapitoly v monografiích

Články

Příspěvky v konferenčních sbornících

2019 Donatio Universitatis Carolinae
2009 Cena předsedy GA ČR 

JED209 - Applied Banking and Finance I
JED210 - Applied Banking and Finance II
JEM037 - Financial Markets

Bakalářské práce

Please, see topics for M.A. theses below.

Diplomové práce

Prospective students are encouraged to suggest their own topics – a final topic will be selected based on consultation. Applied topics linking economics and finance are very welcome. Theses in English are supervised and have to include an econometric analysis. Topics below serve as suggestions but do not limit the area of supervision – please, see my homepage (research section) for more ideas on potential topics and area of supervision.

Topics related to transfer of information on financial markets (news, announcements, verbal interventions etc.)
Topics related to inflation (persistence, convergence, targeting, etc.)
Topics related to exchange rates (regimes/arrangements, interventions, current account, fluctuations, risk, Eurozone, etc.)
Topic related to volatility on financial markets (transmission, asymmetries, contagion, spillovers, jumps, etc.)
Topics related to corporate finance (firm performance, efficiency, links to ownership structures, links to privatization, links to market and firms’ characteristics, etc.)

2016–18 Czech Science Foundation (GACR 16-09190S), “Financial sectors, systemic risk and economic fluctuations”, Principal Investigator

  • Deep dive into decentralized finance: Market microstructure, and behavioral and psychological patterns. Grant Agency of the Czech Republic, Grant no. 23-06606S (2023-2025), partner
  • Corporate social behavior and responses to CSR policies, institutions, and economic distress. Grant Agency of the Czech Republic, Grant no. 23-07983S (2023-2025), partner
  • Frontiers in Energy Efficiency Economics and Modelling - FE3M. Grant Agency of the Czech Republic, EXPRO Grant no. 19-26812X (2019-2023), member of a working group
  • Financial Networks: Network-based Examination of Market Linkages. Grant Agency of the Czech Republic, Grant no. 20-11769S (2020-2022), co-investigator
  • Financial Markets Uncertainty: Measurement, Effects and Policy Implications. Grant Agency of the Czech Republic, Grant no. 20-17044S (2020-2022), partner
  • Efficiency, Financial Distress, and Risk Behavior of European Firms. Slovak Research and Development Agency, Grant no. APVV-18-0310 (2019-2022), partner
  • Central Bank Governance: Transparency and Communication after the Crisis. Grant Agency of the Czech Republic, Grant no. 19-15650S (2019-2021), partner
  • Interactions between the financial sector and the real economy. Grant Agency of the Czech Republic, Grant no. 19-22488S (2019-2021), partner
  • Financial sectors, systemic risk and economic fluctuations. Grant Agency of the Czech Republic, Grant no. 16-09190S (2016-2018), principal investigator
  • Firm production, efficiency, and corporate finance: An international perspective. Grant Agency of the Czech Republic, Grant no. 15-15927S (2015-2017), partner
  • Dynamic correlations and financial market risk. Grant Agency of the Czech Republic, Grant no. 14-24129S (2014-2016), principal investigator
  • Financial impacts of the East-West trade and FDI: A gravity based approach. Grant Agency of the Czech Republic, Grant no. 403/12/0080 (2012-2014), principal investigator
  • Dynamic Models in Economics – DYME. Grant Agency of the Czech Republic, Grant no. P402/12/G097 (2012-2018), member of a working group
  • Dynamics of information flows and volatility transmission in financial markets. Grant Agency of the Czech Republic, Grant no. 403/11/0020 (2011-2013), partner
  • Corporate performance, behaviour and ownership structures in the Czech firms: Theoretical modelling and empirical assessment. Grant Agency of the Czech Republic, Grant no. 402/09/1595 (2009-2011), principal investigator
  • Information, Spillovers, and Impact on Capital Markets: Theory and Empirics of the Intra-Day Data Approach. Grant Agency of the Czech Republic, Grant no. 402/08/1376 (2008-2010), partner
  • Understanding Privatisation Policy: Political Economy and Welfare Effects. Specific Targeted Research Project, EC 6th Framework Grant (2006-2008), partner
  • Theoretical foundations and empirical evaluation of the Performance and Efficiency of the Czech corporations: From transition to the EU integration. Grant Agency of the Czech Republic, Grant no. 402/06/1293 (2006-2008), principal investigator. Project was awarded the Czech Science Foundation's Presidential Award (April 2009)
  • Credit Scoring Methodologies. Grant Agency of the Czech Republic, Grant no. 402/05/0931 (2005-2006), partner
  • Modeling Stock Market Returns and Volatility: The Case of Selected Industrialized and New EU Member States. Global Development Network Grant no. RRC V-8 (2005), principal investigator
  • Czech Republic Entering the EU: Achievements and Remaining Challenges for the Economy. Country Study. Global Development Network (2003-2004), partner
  • Owner vs. seller effects on performance after mass privatization: Comparative empirical study of Slovenia, Czech Republic and Poland. Global Development Network Grant No. GRCII+15 (2002-2003), partner
  • Secondary privatization: The Evolution of Ownership Structures of Privatized Companies. Phare ACE Grant no. P97-8201-R (1999-2001), partner
  • The Determinants of Growth in Central and East Europe. Phare ACE Grant no. P96-6095-R (1997-1999), partner
  • Privatization and Management of Residual State Property: The Implementation for Corporate Governance of Enterprises, Study of the Czech Republic, Hungary, Poland and Slovenia. Phare ACE Grant no. P96-6040-R (1997-1999), partner
  • Convergence During Transition. Soros Foundation Individual Projects, grant no. 319/97 (1997-1998), principal investigator
  • Modelling Distress in the Commercial Banking Sector. Grant Agency of Charles University, grant no. 236/97/A-EK (1997-1998), principal investigator
  • Estimation of Models of Labor Demand and Measurement Error. Soros Foundation Individual Projects, grant no. 901/96 (1996-1998), co-investigator

 

Aplikovaná ekonomie a ekonometrie, mezinárodní finance, tranzitivní ekonomiky, evropská integrace, výkonnost a správa podniků, nelineární procedury