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

Articles in journals with impact factor

2021 Institutions, Financial Development, and Small Business Survival: Evidence from European Emerging Markets, Forthcoming in Small Business Economics

2021 Selective Attention in Exchange Rate Forecasting, Forthcoming in Journal of Behavioral Finance

2020 Bank Survival in Central and Eastern Europe, International Review of Economics and Finance, 69, 860-878

2020 Firm survival in new EU member states, Economic Systems, 44(1), 100743; preprint PDF

2020 Impact of Multinational Enterprises on Competition, Productivity and Trade Spillovers across European Firms, Czech Journal of Economics and Finance, 70(2), 172-212

2020 Nowcasting Real GDP Growth: Comparison between Old and New EU Countries, Eastern European Economics, 58(3), 197-220.

2020 Survival of Service Firms in European Emerging Economies, Applied Economics Letters, 27(4), 340-348; 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, Economic Systems, 42(4), 597–615

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 List of my publications before 2015 is available under this hyperlink, on my personal homepage kocenda.fsv.cuni.cz or in my CV (downloadable at the botton of the main page),

Articles in refereed journals

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

Monograph

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

Chapter in book

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

2021 Bank Survival Around the World: A Meta-Analytic Review, IES Working Papers 9/2021

2021 Does the Spillover Index Respond Significantly to Systemic Shocks? A Bootstrap-Based Probabilistic Analysis, IES Working Papers 29/2021

2021 Media Treatment of Monetary Policy Surprises and Their Impact on Firms’ and Consumers’ Expectations, IES Working Papers 30/2021

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

2020 Financial Crime and Punishment: A Meta-Analysis, IES Working Papers 40/2020

2020 Financial Crime and Punishment: A Meta-Analysis,

2020 Institutions, Financial Development, and Small Business Survival: Evidence from European Emerging Markets, IES Working Papers 39/2020

2020 Macroeconomic Responses of Emerging Market Economies to Oil Price Shocks: Analysis by Region and Resource Profile,

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

2020 Selective Attention in Exchange Rate Forecasting, IES Working Papers 42/2020

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

Others

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

Submissions

2020 ECB monetary policy and commodity prices, International Journal of Central Banking

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.

Partners

Deloitte

Sponsors

CRIF
McKinsey
Patria Finance