Detail publikace

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)

Autor: prof. Ing. Evžen Kočenda M.A., Ph.D., DSc.,
Typ: Články v impaktovaných časopisech
Rok: 2014
Číslo: 0
ISSN / ISBN:
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Abstrakt: Hanousek, J., Kočenda, E., 2014. Factors of trade in Europe. Economic Systems, 38(4), 518-535.

Hanousek, J., Kočenda, E., Novotný, J., 2014. Price Jumps on European Stock Markets. Borsa Istanbul Review, 14(1), 10-22.

Egert, B., Kočenda, E., 2014. The impact of macro news and central bank communication on emerging European forex markets. Economic Systems, 38(1), 73-88.

Frensch, R., Hanousek, J., Kočenda, E., 2013. Obchod s finálními statky v Evropské unii: Analýza pomocí gravitačního modelu. Politická ekonomie, 61(6), 715-734.

Kočenda, E., Maurel, M., Schnabl, G., 2013. Short- and Long-Term Growth Effects of Exchange Rate Adjustment. Review of International Economics, 21(1), 137–150.

Uzagalieva, A., Kočenda, E., Menezes, A., 2012. Technological Innovation in New European Union Markets. Emerging Markets Finance and Trade, 48(5), 51–69.

Hanousek, J., Kočenda, E., Mašika, M., 2012. Firm Efficiency: Domestic Owners, Coalitions, and FDI. Economic Systems, 36(4), 471-486.

Kočenda, E., Hanousek, J., 2012. State Ownership and Control in the Czech Republic. Economic Change and Restructuring. 45(3), 157-191. SSN: 1573-9414.

Kočenda, E., Hanousek, J., 2012. Firm Break-up and Performance. Economics of Governance, 13(2), 121-143. ISSN: 1435-6104.

Hanousek, J., Kočenda, E., Novotný, J., 2012. Identification of Price Jumps. Monte Carlo Methods and Applications. 18(1), 53–77. ISSN: 0929-9629.

Kočenda, E., Vojtek, M., 2011. Default Predictors in Retail Credit Scoring: Evidence from Czech Banking Data. Emerging Markets Finance and Trade, 47(6), 25–43. ISSN: 1540-496X.

Kočenda, E., Hanousek, J., 2011. Vliv rozdělení českých podniků na ziskovost a produktivitu. Politická ekonomie, 59(5), 579-598.

Bubák, V., Kočenda, E., Žikeš, F., 2011. Volatility Transmission in Emerging European Foreign Exchange Markets. Journal of Banking and Finance, 35(11), 2829-2841. ISSN 0378-4266.

Hanousek, J., Kočenda, E., 2011. Vazba korupce a hospodařské svobody na veřejné finance a investice nových členů EU. Politická ekonomie, 59(3), 310-328.

Hanousek, J., Kočenda, E., Maurel, M., 2011. Direct and indirect effects of FDI in emerging European markets: Survey and Meta-analysis. Lead Article, Economic Systems, 35(3), 301-322. ISSN 0939-3625.

Hanousek, J., Kočenda, E., 2011. Public Investments and Fiscal Performance in New EU Member States. Fiscal Studies, 32(1), 43-72. ISSN: 0143-5671.

Egert, B., Kočenda, E., 2011. Time-Varying Synchronization of the European Stock Markets. Empirical Economics, 40(2), 393-407. ISSN: 0377-7332.

Hanousek, J., Kočenda, E., 2011. Foreign News and Spillovers in Emerging European Stock Markets. Review of International Economics, 19(1), 170–188. ISSN: 0965-7576

Hanousek, J., Kočenda, E., 2011. Learning by Investing: Evidence from a Naturally-Occurring Auction. Economics of Transition, 19(1), 125–149. ISSN 0967-0750.

Hanousek, J., Kočenda, E., 2011. Rozsah integrovaného státního vlastnictví a vliv firemní kontroly na výkonnost českých podniků. Politická ekonomie, 59(1), 82-104.

Hanousek, J., Kočenda, E., 2010. Vnitrodenní tvorba cen na akciových trzích nových států EU. Politická ekonomie, 58(4), 435-457.

Hanousek, J., Kočenda, E., Svítková, K., 2010. Corporate Philanthropy in the Czech and Slovak Republics. Czech Journal of Economics and Finance, 60(2), 102-121.

Kočenda, E., Poghosyan, T., 2010. Exchange Rate Risk in Central European Countries. Czech Journal of Economics and Finance, 60(1), 22-39.

Estrin, S., Hanousek, J., Kočenda, E., Svejnar, J., 2009. Effects of Privatization and Ownership in Transition Economies. Journal of Economic Literature, 47(3), 699-728. ISSN: 0022-0515.

Kočenda, E., Poghosyan, T., 2009. Macroeconomic Sources of Foreign Exchange Risk in New EU Members. Journal of Banking and Finance, 33(11), 2164-2173. ISSN: 0378-4266.

Hanousek, J., Kočenda, E, Kutan, A.M., 2009. The Reaction of Asset Prices to Macroeconomic Announcements in New EU Markets: Evidence from Intraday Data. Journal of Financial Stability, 5(2), 199-219. ISSN: 1572-3089.

Hanousek, J., Kočenda, E., Svejnar, J., 2009. Divestitures, Privatization and Corporate Performance in Emerging Markets. Economics of Transition, 17(1), 43-73. ISSN 0967-0750.

Kočenda, E, Kutan, A.M., Yigit, T.M., 2008. Fiscal Convergence in the European Union. North-American Journal of Economics and Finance, 19(3), 319-330. ISSN: 1062-9408.

Kočenda, E., Hanousek, J., Engelmann, D., 2008. Currencies, Competition, and Clans. Journal of Policy Modeling, 30(6), 1115-1132. ISSN: 0161-8938.

Hanousek, J., Kočenda, E., 2008. Kontrolní potenciál státu nad zprivatizovanými podniky. Politická ekonomie, 56(4), 467-483. ISSN 0032-3233.

Hanousek, J., Kočenda, E., Zemčík, P., 2008. Bond Market Emergence: Case of Serbia. Journal of Emerging Market Finance, 7(2), 141–68. ISSN: 0972-6527.

Kočenda, E., 2008. Company Ownership and Performance During the Czech Transformation. Seoul Journal of Economics, 21(2), 285-310. ISSN 1225-0279.

Hanousek, J., Kočenda, E., 2008. Potential of the State to Control Privatized Firms. Economic Change and Restructuring, 41(2), 167-186. ISSN: 1573-9414.

Poghosyan, T., Kočenda, E., Zemčík, P., 2008. Modeling Foreign Exchange Risk Premium in Armenia. Emerging Markets Finance and Trade, 44(1), 41-61. ISSN: 1540-496X.

Hanousek, J., Kočenda, E, Ondko, P., 2007.The Banking Sector in New EU Member Countries: A Sectoral Financial Flows Analysis. Czech Journal of Economics and Finance 57(5-6), 200-224. ISSN 0015-1920.

Egert, B., Kočenda, E., 2007. Interdependence between Eastern and Western European Stock Markets: Evidence from Intraday Data. Economic Systems, 31(2), 184-203. ISSN 0939-3625.

Hanousek, J., Kočenda, E., 2007. Existence procesu učení na umělém akciovém trhu. Politická ekonomie, 55(3), 291-314. ISSN 0032-3233.

Hanousek, J., Kočenda, E., Svejnar, J., 2007. Origin and Concentration: Corporate Ownership, Control and Performance in Firms after Privatization. Economics of Transition, 15(1), 1-31. ISSN 0967-0750.

Egert, B., Jiménez-Rodríguez, R., Kočenda, E., Morales-Zumaquero, A., 2006. Structural Changes in Central and Eastern European Economies: Breaking News or Breaking the Ice? Economic Change and Restructuring, 39(1-2), 85-103. ISSN: 1573-9414.

Kočenda, E., Valachy, J., 2006. Exchange rate volatility and regime change: Visegrad comparison. Journal of Comparative Economics, 34(4), 727-753. ISSN 0147-5967.

Kočenda, E, Kutan, A.M., Yigit, T.M., 2006. Pilgrims to the Eurozone: How Far, How Fast? Economic Systems, 30(4), 311-327. ISSN 0939-3625.

Hanousek, J., Kočenda, E., Svejnar, J., 2006. Rozdělení, privatizace podniků a jejich výkonnost. Politická ekonomie, 54(4), 467-490. ISSN 0032-3233.

Vojtek, M., Kočenda, E., 2006. Credit Scoring Methods. Finance a úvěr/Czech Journal of Economics and Finance, 56(3-4), 152-167. ISSN 0015-1920.

Kočenda, E., Briatka, L., 2005. Optimal Range for the iid Test Based on Integration across the Correlation Integral. Econometric Reviews, 24(3), 265-296. ISSN 0747-4938

Kočenda, E., 2005. Beware of Breaks in Exchange Rates: Evidence from European Transition Countries. Economic Systems, 29(3), 307-324. ISSN 0939-3625.

Hanousek, J., Kočenda, E.: The Impact of Czech Mass privatization on Corporate Governance. Journal of Economic Studies, 30, 2003, 3/4, 278-293. ISSN 0144-3585.

Kočenda, E.: Performance of Czech Voucher-privatized Firms. Prague Economic Papers, 12, 2003, 2, 122-131. ISSN 1210-0455.

Kočenda, E., Lízal, L.: Vývoj českých podniků v období transformace: Stručný přehled (Development of the Czech Firms during Transition: An Overview). Politická ekonomie, 50, 2002, 4, 473-485. ISSN 0032-3233.

Kočenda, E., Valachy, J.: Firm Ownership Structures: Dynamic Development. Prague Economic Papers, 11, 2002, 3, 255-268. ISSN 1210-0455.

Kočenda, E.: An Alternative to the BDS Test: Integration Across the Correlation Integral. Econometric Reviews, 20, 2001, 3, 337-351. ISSN 0747-4938

Kočenda, E.: Transformace a konvergence ve střední a východní Evropě (Transformation and Convergence in the Central and Eastern Europe). Finance a úvěr, 51, 2001, 4, 234-248. ISSN 0015-1920

Lízal, L., Kočenda, E.: State of Corruption in Transition: The Case of the Czech Republic. Emerging Markets Review, 2, 2001, 2, 138-160. ISSN 1566-0141

Kočenda, E. 2001. Macroeconomic Convergence in Transition Countries. Journal of Comparative Economics, 29(1), 1-23. ISSN 0147-5967

Kočenda, E.: Test nelineárních závislostí (A Test of Nonlinear Dependencies). Politická ekonomie, 48, 2000, 6, 835-844. ISSN 0032-3233

Kočenda, E., Valachy, J.: Měnové kurzy a monetární opatření (Exchange Rates and Monetary Measures). Finance a úvěr, 50, 2000, 9, 503-512. ISSN 0015-1920.

Kočenda, E.: Zbytkový státní majetek a vlastnická práva (Residual State Property and Ownership Rights). Politická ekonomie, 48, 2000, 3, 393-400. ISSN 0032-3233

Kočenda, E.: Residual State Property in the Czech Republic. Eastern European Economics, 37, 1999, 5, 6-35. ISSN 0012-8755

Kočenda, E., Hanousek J.: Central and Eastern Europe and its Uncertain Road to EMU. Brown Journal of World Affairs, 6, 1999, 2, 173-185. ISSN 1080-0786

Kočenda, E., Čábelka, Š.: Liberalization in the Energy Sector: Transition and Growth. Osteuropa Wirtschaft, 44, 1999, 1, 104-116. ISSN 0030-6460

Kočenda, E.: Sbližování měnových kurzů v zemích střední a východní Evropy (Convergence of Exchange Rates in Central and Eastern Europe). Finance a úvěr, 49, 1999, 1, 46-58. ISSN 0015-1920

Kočenda, E.: Nesoulad mezi režimem měnového kurzu a monetární politikou (Discrepancy between Exchange Rate Regime and Monetary Policy). Politická ekonomie, 46, 1998, 5, 661-666. ISSN 0032-3233

Kočenda, E., Hanousek J.: Integration of Emerging Equity Markets: Major Asian Players. Korean Economic Review, 14(1), 1998, 99-114. ISSN 0254-3737

Kočenda, E.: Before and After the Czech Financial Crisis of 1997: Exchange Rates and Interest Rates. Europa - Economic Policy Initiative, 1998, 6, 5-6. ISSN 1363-3244

Kočenda, E.: Altered Band and Exchange Volatility. Economics of Transition, 6(1), 1998, 1, 173-181. ISSN 0967-0750

Hanousek J., Kočenda, E.: Monetární vazby na českém mezibankovním trhu (Czech Money Market: Emerging Links Among Interest Rates). Finance a úvěr, 48, 1998, 2, 99-109. ISSN 0015-1920

Kočenda, E.: Conditional Variance and Fluctuation Band. Prague Economic Papers, 6, 1997, 4, 347-354. ISSN 1210-0455

Hanousek J., Kočenda, E.: Efektivnost nových kapitálových trhů: Příklad pro střední Evropu (Emerging Capital Markets Efficiency: An Example for the Central Europe). Finance a úvěr, 47, 1997, 9, 538-548. ISSN 0015-1920

Kočenda, E.: Inflace a mechanismus směnných kursů (Inflation and the Exchange Rate Mechanism). Politická ekonomie, 45, 1997, 5, 656-667. ISSN 0032-3233

Kočenda, E., Kotrba J.: Sbližování tržních výnosů: Paralela pro středoevropský region (Eliminating Market Returns' Disparities: Parallel for the Central-European Region). Finance a úvěr, 47, 1997, 6, 349-358. ISSN 0015-1920

Kočenda, E., Papell, D. H.: Inflation Convergence Within the European Union: A Panel Data Analysis. International Journal of Finance and Economics, 2(3), 1997, 189-198. ISSN 1076-9307

Kočenda, E.: Volatility of a Seemingly Fixed Exchange Rate. Eastern European Economics, 34, 1996, 6, 37-67. ISSN 0012-8755

Kočenda, E.: Nelineární struktura kursu české koruny ve vazbě na měnový koš (Nonliner Structure of the Czech Crown Exchange Rate under the Currency Basket Peg). Politická ekonomie, 44, 1996, 1, 58-72. ISSN 0032-3233

B) BOOKS and MONOGRAPHS

Kočenda, E. and Černý, A.: Elements of Time Series Econometrics: An Applied Approach. Karolinum - Charles University Press, Prague, 2007. ISBN 978-80-246-1315-4. Second Edition 2014, ISBN: 9788024623153

Hanousek, J., Kočenda, E. and Lízal, L. (eds.): Tale of the Czech Transition: Understanding the Challenges Ahead. MatfyzPress, Praha, 2004. ISBN 80-7343-023-1.

Kočenda, E. and Lízal, L.: Český podnik v české transformaci: 1990-2000 (The Czech Firm in Czech Transition: 1990-2000). Academia, Praha, 2003. ISBN 80-200-1039-4.

Kočenda, E.: Exchange Rate in Transition. Praha: CERGE UK, 1998. ISBN 80-86286-08-8

C) CHAPTERS IN BOOKS

Baruník, J., Kočenda, E., Vácha, L., 2014. Wavelet-Based Correlation Analysis of the Key Traded Assets. In Gallegati, Marco and Semmler, Willi (Eds.), Wavelet Applications in Economics and Finance, p. 157-186, Series: Dynamic Modeling and Econometrics in Economics and Finance, Vol. 20, Springer, 2014. ISBN 978-3-319-07061-2.

Hanousek, J., Kočenda, E., and Novotný, J., 2013. Intraday Price Behavior during Information Arrival in Emerging Markets. In H. Kent Baker and Halil Kiymaz (Eds.), Market Microstructure in Emerging and Developed Markets, p. 445-462, Robert W. Kolb Series in Finance, Wiley, Hoboken, New Jersey, 2013. ISBN: 978-1-118-27844-4.

Kočenda, E., Hanousek, J., 2012. Pyramid State Ownership and Control in the Czech Republic. In Turley, G. and Hare, D. (Eds.), Routledge Handbook on The Economics and Political Economy of Transition. Taylor & Francis/Routledge, Abingdon, Oxford.

Hanousek, J. and Kočenda, E., 2011. Public investment and growth in New EU member states: An overview. In Massimo Florio (Ed.), Public Investment, Growth and Fiscal Constraints. Challenges for the EU New Member States, Cheltenham, UK and Northampton, MA, USA: Edward Elgar Publishing, pp. 155-228. ISBN 978-1-84980-457-8

Hanousek, J., Kočenda, E., Svejnar, J., 2008. Privatization in Central and Eastern Europe and the CIS. In G. Roland (Ed.), Privatization: Success and Failures. Chapter 3, pp. 76-108. New York, Columbia University Press. ISBN 978-0-231-14160-4

Hanousek, J., Kočenda, E. and Lízal, L., 2006. The Czech Republic: Understanding the Transition Reform. In Fanelli, J.M. and McMahon, G. (eds.), Understanding Market Reforms, Volume 2: Motivation, Implementation and Sustainability. Palgrave Macmillan, London. ISBN 1403949417.

Kočenda, E., co-author: Czech Republic 2003/2004: Entering the EU, (Dušek, L. and Jurajda, Š., eds.). Praha: CERGE UK, 2004. ISBN 80-86286-97-0, 80-7343-008-8.

Blaszczyk, B., Hoshi, I., Kočenda, E., and Woodward, R.: Ownership and Performance in Transition Economies: An Overview. In Blaszczyk, B., Hoshi, I., and Woodward, R. (eds.): Secondary Privatization in Transition Economies The Evolution of Enterprise Ownership in the Czech Republic, Poland and Slovenia. Palgrave Macmillan, London, 2003, p. 1-22. ISBN 1403915377.

Kočenda, E. and Valachy, J.: The Czech Republic: Ownership and Performance of Voucher-Privatized Firms. In Blaszczyk, B., Hoshi, I., and Woodward, R. (eds.): Secondary Privatization in Transition Economies The Evolution of Enterprise Ownership in the Czech Republic, Poland and Slovenia. Palgrave Macmillan, London, 2003, p. 171-214. ISBN 1403915377.

Kočenda, E., co-author: Czech Republic 2002: Invited to EU, (Jurajda, Š. and Lízal, L, eds.). Praha: CERGE UK, 2002. ISBN 80-86286-88-6, 80-86286-82-X.

Kočenda, E., Exchange Rate Movements in European Transition Economies, 27-48. In: Columbus, F. (ed.), European Economic and Political Issues V. Nova Science Publishers, New York, 2002. ISBN 1-59033-322-5.

Kočenda, E., co-author: Czech Republic 2001: Mixed Blessings, (Hanousek, J and Lízal, L, eds.). Praha: CERGE UK, 2001. ISBN 80-86286-69-X, 80-86286-64-1.

Kočenda, E., co-author: Macroeconomy, III: 28-43. In: Hanousek, J. and Munich, D. (eds.), Czech Republic 2000: Quo Vadis?. Praha: CERGE UK, 2000. ISBN 80-86286-48-7, 80-86288-43-9.

Kočenda, E., Čábelka, Š.: Macroeconomy, III: 29-45, Microeconomy, IV: 46-59. In: Hanousek, J. and Munich, D. (eds.), Czech Republic 1999: Back to the Drawing Board. Praha: CERGE UK, 1999. ISBN 80-86286-29-0.

Kotrba J., Kočenda, E., and Hanousek, J.: The Governance of Privatization Funds in the Czech Republic, 7-43. In: Simoneti, M., Estrin, S., and Boehm, A. (eds.), The Governance of Privatization Funds: Experiences of the Czech Republic, Poland and Slovenia. Edward Elgar, London, 1999. ISBN 184-064-013-8.

Kočenda, E., Čábelka, Š.: Macroeconomy, III: 27-38. In: Turnovec, F. (ed.), Czech Republic 1998: Facing Reality. Praha: CERGE UK, 1998. ISBN 80-86286-13-4.

Hanousek, J., Kočenda, E.: Effects of the Czech Voucher Scheme on the Corporate Governance, 117-134. In: Tchipev P. D., Backhaus J. G., and Stephen F. H. (eds.), Mass Privatisation Schemes in Central and East European Countries. Implications on Corporate Governance. Gorex Press, Sofia, 1998. ISBN 954-616-034-2.

Kočenda, E.: Macroeconomy, III: 20-27, Microeconomy, IV: 30-39. In: Turnovec, F. (ed.), Czech Republic 1997: The Year of Crisises. Praha: CERGE UK, 1998. ISBN 80-902325-1-5.

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