prof. Ing. Evžen Kočenda, M.A., Ph.D., DSc.
prof. Ing. Evžen Kočenda, M.A., Ph.D., DSc.
Působiště:
- Katedra financí a kapitálových trhů, IES
E-mail: kocenda@fsv.cuni.cz
Telefon: +420 222 112 321
Místnost: č. O508, Opletalova 26
ResearcherID: R-9674-2017
Scopus Author ID: 55950980500
ORCID ID: 0000-0003-4110-1169
Evžen Kocenda je profesorem ekonomie na Institutu ekonomických studií na Univerzitě Karlově v Praze. Doktorát z ekonomie získal na University of Houston. Učil na Univerzitě Karlově, New York University a Université Paris IX Dauphine. Působí ve spolupráci s CESifo, IOS a EABCN. Byl členem redakčních rad časopisů Journal of Comparative Economics (2004–2006) a Economic Systems (2009–2013). Spolueditorem Czech Journal of Finance and Economics (od roku 2014). Hlavní oblasti jeho výzkumu zahrnují aplikovanou ekonometriku, mezinárodní finance a evropskou integraci.
Aplikovaná ekonomie a ekonometrie, mezinárodní finance, tranzitivní ekonomiky, evropská integrace, výkonnost a správa podniků, nelineární procedury
Rok vydání
Monografie
Kapitoly v monografiích
- HANOUSEK, Jan - KOČENDA, Evžen. FDI and ownership in Czech Firms: Pre- and post-crisis efficiency. In: HAVLÍK, Peter - IWASAKI, Ichiro. Economics of European Crises and Emerging Markets. 1st ed vyd. Singapore: Springer, 2017, s. 121-145. ISBN 978-981-10-5232-3.
- BARUNÍK, Jozef - KOČENDA, Evžen - VÁCHA, Lukáš. Wavelet-Based Correlation Analysis of the Key Traded Assets. In: GALLEGATI, Marco - SEMMLER, Willi. Wavelet Applications in Economics and Finance. 1st ed vyd. Cham: Springer, 2014, s. 157-183. ISBN 978-3-319-07060-5.
Články
- KOČENDA, Evžen - IWASAKI, Ichiro. Bank survival in Central and Eastern Europe. International Review of Economics and Finance. 2020, 69(September), 860-878. ISSN 1059-0560. UT-WOS link
- KOČENDA, Evžen - POGHOSYAN, Karen. Export Sophistication: A Dynamic Panel Data Approach. Emerging Markets Finance and Trade. 2018, 54(12), 2799-2814. ISSN 1540-496X. UT-WOS link
- KOČENDA, Evžen. European perspective on the links among public investments, banking and sovereign risk. Public Sector Economics. 2018, 42(2), 105-109. ISSN 2459-8860.
- KOČENDA, Evžen. Survey of Volatility and Spillovers on Financial Markets. Prague Economic Papers. 2018, 27(3), 293-305. ISSN 1210-0455. UT-WOS link
- KOČENDA, Evžen - IWASAKI, Ichiro. Bank survival around the world: A meta-analytic review. Journal of Economic Surveys. 2022, 36(1), 108-156. ISSN 0950-0804. UT-WOS link
- KOČENDA, Evžen - MORAVCOVÁ, Michala. Exchange rate comovements, hedging and volatility spillovers on new EU forex markets. Journal of International Financial Markets, Institutions and Money. 2019, 58(January), 42-64. ISSN 1042-4431. UT-WOS link
- KOČENDA, Evžen - VARGA, Balazs. The Impact of Monetary Strategies on Inflation Persistence. International Journal of Central Banking. 2018, 14(4), 229-274. ISSN 1815-4654. UT-WOS link
- KOČENDA, Evžen - MORAVCOVÁ, Michala. Intraday effect of news on emerging European forex markets: An event study analysis. Economic Systems. 2018, 42(4), 597-615. ISSN 0939-3625. UT-WOS link
- KOČENDA, Evžen - POGHOSYAN, Karen. Nowcasting Real GDP Growth: Comparison between Old and New EU Countries. Eastern European Economics. 2020, 58(3), 197-220. ISSN 0012-8775. UT-WOS link
- KOČENDA, Evžen - MORAVCOVA, Michala. Frequency volatility connectedness and portfolio hedging of U.S. energy commodities. Research in International Business and Finance. 2024, 69(April 2024), ISSN 0275-5319. UT-WOS link
- KOČENDA, Evžen - BARTUŠEK, Daniel. Disentangling Timing Uncertainty of Event-Driven Connectedness Among Oil-Based Energy Commodities. Australian Economic Review. 2025, 58(2), 65-90. ISSN 0004-9018. UT-WOS link
- KOČENDA, Evžen - IWASAKI, Ichiro. Corporate survival in emerging european markets: Impacts of the COVID-19 pandemic and the Russo-Ukrainian war. Economic Systems. 2025, 49(4), ISSN 0939-3625. UT-WOS link
- KOČENDA, Evžen - ALBRECHT, Peter - PASTOREK, Daniel. Geopolitical risk and extreme spillovers among oil-based energy commodities. Energy Economics. 2025, 152(December 2025), ISSN 0140-9883. UT-WOS link
- BUBÁK, Vít - KOČENDA, Evžen - ŽIKEŠ, Filip. Volatility transmission in emerging European foreign exchange markets. Journal of Banking and Finance. 2011, 35(1), 2829-2841. ISSN 0378-4266. UT-WOS link
- BARUNÍK, Jozef - KOČENDA, Evžen - VÁCHA, Lukáš. Asymmetric volatility connectedness on the forex market. Journal of International Money and Finance. 2017, 77(October), 39-56. ISSN 0261-5606. UT-WOS link
- HANOUSEK, Jan - KOČENDA, Evžen - SHAMSHUR, Anastasiya. Corporate efficiency in Europe. Journal of Corporate Finance. 2015, 32(červen), 24-40. ISSN 0929-1199. UT-WOS link
- BARUNÍK, Jozef - KOČENDA, Evžen - VÁCHA, Lukáš. Volatility Spillovers Across Petroleum Markets. Energy Journal. 2015, 36(3), 309-329. ISSN 0195-6574. UT-WOS link
- BARUNÍK, Jozef - KOČENDA, Evžen - VÁCHA, Lukáš. Gold, oil, and stocks: Dynamic correlations. International Review of Economics and Finance. 2016, 42(March 01), 186-201. ISSN 1059-0560. UT-WOS link
- BARUNÍK, Jozef - KOČENDA, Evžen - VÁCHA, Lukáš. Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers. Journal of Financial Markets. 2016, 27(January), 55-78. ISSN 1386-4181. UT-WOS link
- HANOUSEK, Jan - KOČENDA, Evžen - NOVOTNÝ, Jan. Shluková analýza skoků na kapitálových trzích. Politická ekonomie. 2016, 64(2), 127-144. ISSN 0032-3233. UT-WOS link
- HANOUSEK, Jan - KOČENDA, Evžen. Dopady vlastnické struktury, firemních charakteristik a krize na efektivitu českých podniků. Politická ekonomie. 2017, 65(1), 3-25. ISSN 0032-3233. UT-WOS link
- IWASAKI, Ichiro - KOČENDA, Evžen. Are some owners better than others in Czech privatized firms? Even meta-analysis can't make us perfectly sure. Economic Systems. 2017, 41(4), 537-568. ISSN 0939-3625. UT-WOS link
- BAUMÖHL, Eduard - KOČENDA, Evžen - LYÓCSA, Štefan - VÝROST, Tomáš. Networks of volatility spillovers among stock markets. Physica A: Statistical Mechanics and its Applications. 2018, 490(January), 1555-1574. ISSN 0378-4371. UT-WOS link
- BRŮHA, Jan - KOČENDA, Evžen. Financial stability in Europe: Banking and sovereign risk. Journal of Financial Stability. 2018, 36(June), 305-321. ISSN 1572-3089. UT-WOS link
- BROŽ, Václav - KOČENDA, Evžen. Dynamics and factors of inflation convergence in the European union. Journal of International Money and Finance. 2018, 86(September), 93-111. ISSN 0261-5606. UT-WOS link
- BRŮHA, Jan - KOČENDA, Evžen. Bankovní sektor a státní riziko v Evropské unii. Politická ekonomie. 2018, 66(3), 366-383. ISSN 0032-3233. UT-WOS link
- HANOUSEK, Jan - KOČENDA, Evžen - VOZÁROVÁ, Pavla. Impact of Multinational Enterprises on Competition, Productivity and Trade Spillovers across European Firms. Finance a úvěr. 2020, 70(2), 172-212. ISSN 0015-1920. UT-WOS link
- ÉGERT, B. - KOČENDA, Evžen. The impact of macro news and central bank communication on emerging European forex markets. Economic Systems. 2014, 38(1), 73-88. ISSN 0939-3625. UT-WOS link
- HANOUSEK, Jan - KOČENDA, Evžen. Determinanty evropského zahranicního obchodu: instituce, kultura, infrastruktura a geografie. Politická ekonomie. 2015, 63(5), 624-640. ISSN 0032-3233. UT-WOS link
- IWASAKI, Ichiro - KOČENDA, Evžen. Survival of service firms in European emerging economies. Applied Economics Letters. 2020, 27(4), 340-348. ISSN 1350-4851. UT-WOS link
- IWASAKI, Ichiro - KOČENDA, Evžen - SHIDA, Yoshisada. Institutions, financial development, and small business survival: evidence from European emerging markets. Small Business Economics. 2022, 58(3), 1261-1283. ISSN 0921-898X. UT-WOS link
- BROŽ, Václav - KOČENDA, Evžen. Mortgage-related bank penalties and systemic risk among U.S. banks. Journal of International Money and Finance. 2022, 122(April), 1-24. ISSN 0261-5606. UT-WOS link
- IWASAKI, Ichiro - KOČENDA, Evžen - SHIDA, Yoshisada. Distressed acquisitions: Evidence from European emerging markets. Journal of Comparative Economics. 2021, 49(4), 962-990. ISSN 0147-5967. UT-WOS link
- TOGONIDZE, Sophio - KOČENDA, Evžen. Macroeconomic responses of emerging market economies to oil price shocks: An analysis by region and resource profile. Economic Systems. 2022, 46(3), nestránkováno. ISSN 0939-3625. UT-WOS link
- BAUMÖHL, Eduard - KOČENDA, Evžen. How Firms Survive in European Emerging Markets: A Survey. Eastern European Economics. 2022, 60(5), 393-417. ISSN 0012-8775. UT-WOS link
- ALIYEV, Shahriyar - KOČENDA, Evžen. ECB monetary policy and commodity prices. Review of International Economics. 2023, 31(1), 274-304. ISSN 0965-7576. UT-WOS link
- JANDA, Karel - KOČENDA, Evžen - KORTUSOVÁ, Anna - ZHANG, Binyi. ESTIMATION OF GREEN BOND PREMIUMS ON THE CHINESE SECONDARY MARKET. Politická ekonomie. 2022, 70(6), 684-710. ISSN 0032-3233. UT-WOS link
- BARUNÍK, Jozef - KOČENDA, Evžen. Total, Asymmetric and Frequency Connectedness between Oil and Forex Markets. Energy Journal. 2019, 40(SI2), 157-174. ISSN 0195-6574. UT-WOS link
- DE BATZ, Laure - KOČENDA, Evžen. Financial crime and punishment: A meta-analysis. Journal of Economic Surveys. 2024, 38(4), 1338-1398. ISSN 0950-0804. UT-WOS link
- PINTER, Julien - KOČENDA, Evžen. Media Treatment of Monetary Policy Surprises and Their Impact on Firms' and Consumers' Expectations. Journal of Money, Credit and Banking. 2025, 57(7), 1793-1842. ISSN 0022-2879. UT-WOS link
- ESHUN, Samuel Fiifi - KOČENDA, Evžen. Determinants of financial inclusion in sub-Saharan Africa and OECD countries. Borsa Istanbul Review. 2025, 25(1), 34-56. ISSN 2214-8450. UT-WOS link
- ŠÍLA, Jan - KOČENDA, Evžen - KRIŠTOUFEK, Ladislav - KUKAČKA, Jiří. Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness. Journal of International Financial Markets, Institutions and Money. 2024, 96(October 2024), ISSN 1042-4431. UT-WOS link
- ALBRECHT, Peter - KOČENDA, Evžen. Volatility connectedness on the central European forex markets. International Review of Financial Analysis. 2024, 93(May 2024), ISSN 1057-5219. UT-WOS link
- IWASAKI, Ichiro - KOČENDA, Evžen. Quest for the general effect size of finance on growth: a large meta-analysis of worldwide studies. Empirical Economics. 2024, 66(6), 2659-2722. ISSN 0377-7332. UT-WOS link
- ESHUN, Samuel Fiifi - KOČENDA, Evžen. Money talks, green walks: Does financial inclusion promote green sustainability in Africa?. Global Finance Journal. 2025, 64(March 2025), 1-27. ISSN 1044-0283. UT-WOS link
- GREENWOOD-NIMMO, Matthew - KOČENDA, Evžen - NGUYEN, Viet Hoang. Detecting statistically significant changes in connectedness: A bootstrap-based technique. Economic Modelling. 2024, 140(November 2024), ISSN 0264-9993. UT-WOS link
- KUČERA, Adam - KOČENDA, Evžen - MARŠÁL, Aleš. Yield curve dynamics and fiscal policy shocks. Journal of Economic Dynamics and Control. 2025, 178(September 2025), ISSN 0165-1889. UT-WOS link
- ALBRECHT, Peter - KOČENDA, Evžen - DE OLIVEIRA, Alexandre Silva - CERETTA, Paulo Sergio - DRABEK, Michal. Event-driven changes in connectedness among commodities and commodity currencies: A quantile, network and probabilistic analysis☆. Research in International Business and Finance. 2025, 75(March 2025), ISSN 0275-5319. UT-WOS link
- ALBRECHT, Peter - KOČENDA, Evžen. Event-driven changes in volatility connectedness in global forex markets. Journal of Multinational Financial Management. 2025, 77(March 2025), ISSN 1042-444X. UT-WOS link
- IWASAKI, Ichiro - KOČENDA, Evžen. Corporate crime in European emerging markets. Borsa Istanbul Review. 2025, 25(6), 1270-1292. ISSN 2214-8450. UT-WOS link
- ŠÍLA, Jan - KOČENDA, Evžen - KRIŠTOUFEK, Ladislav - KUKAČKA, Jiří. Determinants of wash trading in major cryptoexchanges. International Review of Financial Analysis. 2026, 117(September 2026), ISSN 1057-5219. UT-WOS link
- KAPOUNEK, Svatopluk - KUČEROVÁ, Zuzana - KOČENDA, Evžen. Selective Attention in Exchange Rate Forecasting. Journal of Behavioral Finance. 2022, 23(2), 210-229. ISSN 1542-7560. UT-WOS link
- BAUMÖHL, Eduard - IWASAKI, ichiro - KOČENDA, Evžen. Firm survival in new EU member states. Economic Systems. 2020, 44(1), 1-22. ISSN 0939-3625. UT-WOS link
- BAUMÖHL, Eduard - IWASAKI, Ichiro - KOČENDA, Evžen. Institutions and determinants of firm survival in European emerging markets. Journal of Corporate Finance. 2019, 58(October), 431-453. ISSN 0929-1199. UT-WOS link
- FRENSCH, Richard - HANOUSEK, Jan - KOČENDA, Evžen. Trade in parts and components across Europe. Finance a úvěr. 2016, 66(3), 236-262. ISSN 0015-1920. UT-WOS link
Příspěvky v konferenčních sbornících
- BARUNÍK, Jozef - KOČENDA, Evžen - VÁCHA, Lukáš. Asymmetric connectedness of markets: How does the good and bad volatility spills over the US industries?. INTERNATIONAL WORK-CONFERENCE ON TIME SERIES (ITISE 2014) Granada: Copicentro Granada, 2014, s. 185-185. ISBN 978-84-15814-97-9. UT-WOS link
- HANOUSEK, Jan - KOČENDA, Evžen - VOZÁROVÁ, Pavla. Horizontal Crowding-Out versus Vertical Synergies under the MNE Presence. In: ČERMÁKOVÁ, Klára. Proceedings of the 7th Economics & Finance Conference 1st ed vyd. Prague: International Institute of Social and Economic Sciences, 2017, s. 71-116. ISBN 978-80-87927-32-8. UT-WOS link
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
2019 Donatio Universitatis Carolinae
2009 Cena předsedy GA ČR