Jan Novotny
Personal Details
First Name: | Jan |
Middle Name: | |
Last Name: | Novotny |
Suffix: | |
RePEc Short-ID: | pno135 |
| |
http://home.cerge-ei.cz/jnovotny/ | |
Affiliation
(99%) Centre for Econometric Analysis (CEA)
Bayes Business School
City University
London, United Kingdomhttps://www.bayes.city.ac.uk/faculties-and-research/centres/cea
RePEc:edi:cecituk (more details at EDIRC)
(1%) Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI)
Praha, Czech Republichttp://www.cerge-ei.cz/
RePEc:edi:eiacacz (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Hynek Lavicka & Tomas Lichard & Jan Novotny, 2014.
"Sand in the Wheels or Wheels in the Sand? Tobin Taxes and Market Crashes,"
CERGE-EI Working Papers
wp511, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Lavička, H. & Lichard, T. & Novotný, J., 2016. "Sand in the wheels or wheels in the sand? Tobin taxes and market crashes," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 328-342.
- Jan Hanousek & Ev??en Ko??enda & Jan Novotn??, 2013.
"Price Jumps on European Stock Markets,"
William Davidson Institute Working Papers Series
wp1059, William Davidson Institute at the University of Michigan.
- Jan Hanousek & Evzen Kocenda & Jan Novotny, 2014. "Price jumps on European stock markets," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 14(1), pages 10-22, March.
- Jan Novotn?? & Jan Hanousek & Ev??en Ko??enda, 2013. "Price Jump Indicators: Stock Market Empirics During the Crisis," William Davidson Institute Working Papers Series wp1050, William Davidson Institute at the University of Michigan.
- Jan Hanousek & Evzen Kocenda & Jan Novotny, 2011.
"The Identification of Price Jumps,"
CERGE-EI Working Papers
wp434, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Hanousek Jan & Kočenda Evžen & Novotný Jan, 2012. "The identification of price jumps," Monte Carlo Methods and Applications, De Gruyter, vol. 18(1), pages 53-77, January.
- Jan Novotny, 2010. "Were Stocks during the Financial Crisis More Jumpy: A Comparative Study," CERGE-EI Working Papers wp416, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Jan Novotny, 2010.
"Price Jumps in Visegrad Country Stock Markets: An Empirical Analysis,"
CERGE-EI Working Papers
wp412, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Hanousek, Jan & Novotný, Jan, 2012. "Price jumps in Visegrad-country stock markets: An empirical analysis," Emerging Markets Review, Elsevier, vol. 13(2), pages 184-201.
Articles
- Jan Hanousek & Jan Novotný, 2014. "Cenové skoky během finanční nejistoty: od intuice k regulační perspektivě [Price Jumps during Financial Crisis: From Intuition to Financial Regulation]," Politická ekonomie, Prague University of Economics and Business, vol. 2014(1), pages 32-48.
- Jan Hanousek & Evzen Kocenda & Jan Novotny, 2014.
"Price jumps on European stock markets,"
Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 14(1), pages 10-22, March.
- Jan Hanousek & Ev??en Ko??enda & Jan Novotn??, 2013. "Price Jumps on European Stock Markets," William Davidson Institute Working Papers Series wp1059, William Davidson Institute at the University of Michigan.
- Hanousek, Jan & Novotný, Jan, 2012.
"Price jumps in Visegrad-country stock markets: An empirical analysis,"
Emerging Markets Review, Elsevier, vol. 13(2), pages 184-201.
- Jan Novotny, 2010. "Price Jumps in Visegrad Country Stock Markets: An Empirical Analysis," CERGE-EI Working Papers wp412, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Lavička, H. & Lin, L. & Novotný, J., 2010. "Employment, Production and Consumption model: Patterns of phase transitions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(8), pages 1708-1720.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Hynek Lavicka & Tomas Lichard & Jan Novotny, 2014.
"Sand in the Wheels or Wheels in the Sand? Tobin Taxes and Market Crashes,"
CERGE-EI Working Papers
wp511, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Lavička, H. & Lichard, T. & Novotný, J., 2016. "Sand in the wheels or wheels in the sand? Tobin taxes and market crashes," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 328-342.
Cited by:
- Filip Stanek & Jiri Kukacka, 2018.
"The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market,"
Computational Economics, Springer;Society for Computational Economics, vol. 51(4), pages 865-892, April.
- Jiri Kukacka & Filip Stanek, 2015. "The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market," Working Papers IES 2015/26, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Nov 2015.
- Sandrine Jacob Leal & Mauro Napoletano, 2016.
"Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High-Frequency Trading,"
Post-Print
hal-01512779, HAL.
- Sandrine Jacob Leal & Mauro Napoletano, 2016. "Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High- Frequency Trading," SciencePo Working papers Main hal-03459346, HAL.
- Sandrine Jacob Leal & Mauro Napoletano, 2016. "Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent Based Model with Low- and High-Frequency Trading," LEM Papers Series 2016/15, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Sandrine Jacob Leal & Mauro Napoletano, 2016. "Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High-Frequency Trading," Post-Print hal-01512780, HAL.
- Sandrine Jacob Leal & Mauro Napoletano, 2016. "Market stability vs. Market resilience : Regulatory policies experiments in an agent based model with low-and high -frequency trading," Documents de Travail de l'OFCE 2016-12, Observatoire Francais des Conjonctures Economiques (OFCE).
- Sandrine Jacob Leal & Mauro Napoletano, 2016. "Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High-Frequency Trading," Working Papers hal-01512781, HAL.
- Sandrine Jacob Leal & Mauro Napoletano, 2019. "Market stability vs. market resilience: Regulatory policies experiments in an agent-based model with low- and high-frequency trading," Post-Print hal-03403589, HAL.
- Sandrine Jacob Leal & Mauro Napoletano, 2016. "Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High- Frequency Trading," Working Papers hal-03459346, HAL.
- Leal, Sandrine Jacob & Napoletano, Mauro, 2019. "Market stability vs. market resilience: Regulatory policies experiments in an agent-based model with low- and high-frequency trading," Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 15-41.
- Sandrine Jacob Leal & Mauro Napoletano, 2019. "Market stability vs. market resilience: Regulatory policies experiments in an agent-based model with low- and high-frequency trading," SciencePo Working papers Main hal-03403589, HAL.
- Yin, Zhichao & Peng, Hongfeng & Xiao, Weiguo & Xiao, Zumian, 2022. "Capital control and monetary policy coordination: Tobin tax revisited," Research in International Business and Finance, Elsevier, vol. 59(C).
- Jan Hanousek & Ev??en Ko??enda & Jan Novotn??, 2013.
"Price Jumps on European Stock Markets,"
William Davidson Institute Working Papers Series
wp1059, William Davidson Institute at the University of Michigan.
- Jan Hanousek & Evzen Kocenda & Jan Novotny, 2014. "Price jumps on European stock markets," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 14(1), pages 10-22, March.
Cited by:
- Rangan Gupta & Patrick Kanda & Mark E. Wohar, 2021.
"Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings,"
International Review of Finance, International Review of Finance Ltd., vol. 21(1), pages 324-335, March.
- Rangan Gupta & Patrick Kanda & Mark E. Wohar, 2018. "Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings," Working Papers 201830, University of Pretoria, Department of Economics.
- Martin Lausegger, 2021. "Stock markets in turmoil: political institutions and the impact of elections," Economics and Politics, Wiley Blackwell, vol. 33(1), pages 172-204, March.
- Maslyuk-Escobedo, Svetlana & Rotaru, Kristian & Dokumentov, Alexander, 2017. "News sentiment and jumps in energy spot and futures markets," Pacific-Basin Finance Journal, Elsevier, vol. 45(C), pages 186-210.
- Jan Hanousek & Evžen Kočenda & Jan Novotný, 2016. "Shluková analýza skoků na kapitálových trzích [Cluster Analysis of Jumps on Capital Markets]," Politická ekonomie, Prague University of Economics and Business, vol. 2016(2), pages 127-144.
- Evzen Kocenda & Michala Moravcova, 2017.
"Exchange Rate Co-movements, Hedging and Volatility Spillovers in New EU Forex Markets,"
Working Papers IES
2017/27, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Nov 2017.
- Kočenda, Evžen & Moravcová, Michala, 2019. "Exchange rate comovements, hedging and volatility spillovers on new EU forex markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 58(C), pages 42-64.
- Ahadzie, Richard Mawulawoe & Jeyasreedharan, Nagaratnam, 2020. "Trading volume and realized higher-order moments in the Australian stock market," Journal of Behavioral and Experimental Finance, Elsevier, vol. 28(C).
- CĂLIN, Adrian Cantemir, 2015. "Connection Of European Economic Growth With The Dynamics Of Volatility Of Stock Market Returns," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 19(1), pages 53-66.
- Milan Ficura & Jiri Witzany, 2016. "Estimating Stochastic Volatility and Jumps Using High-Frequency Data and Bayesian Methods," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(4), pages 278-301, August.
- Naeyoung Kang & Jungmu Kim, 2019. "An Empirical Analysis of Bitcoin Price Jump Risk," Sustainability, MDPI, vol. 11(7), pages 1-11, April.
- RNuket Kirci Cevik & Sel Dibooglu & Ali M. Kutan, 2016. "Real and Financial Sector Studies in Central and Eastern Europe: A Review," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(1), pages 2-31, February.
- Jan Novotn?? & Jan Hanousek & Ev??en Ko??enda, 2013.
"Price Jump Indicators: Stock Market Empirics During the Crisis,"
William Davidson Institute Working Papers Series
wp1050, William Davidson Institute at the University of Michigan.
Cited by:
- Dungey, Mardi & Matei, Marius & Treepongkaruna, Sirimon, 2020. "Examining stress in Asian currencies: A perspective offered by high frequency financial market data," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 67(C).
- Mohammad Abu Sayeed & Mardi Dungey & Wenying Yao, 2018.
"High-frequency Characterisation of Indian Banking Stocks,"
Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 17(2_suppl), pages 213-238, August.
- Sayaeed, Mohammad Abu & Dungey, Mardi & Yao, Wenying, 2015. "High frequency characterization of Indian banking stocks," Working Papers 2015-04, University of Tasmania, Tasmanian School of Business and Economics.
- Jan Hanousek & Ev??en Ko??enda & Jan Novotn??, 2013.
"Price Jumps on European Stock Markets,"
William Davidson Institute Working Papers Series
wp1059, William Davidson Institute at the University of Michigan.
- Jan Hanousek & Evzen Kocenda & Jan Novotny, 2014. "Price jumps on European stock markets," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 14(1), pages 10-22, March.
- Jan Hanousek & Evzen Kocenda & Jan Novotny, 2011.
"The Identification of Price Jumps,"
CERGE-EI Working Papers
wp434, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Hanousek Jan & Kočenda Evžen & Novotný Jan, 2012. "The identification of price jumps," Monte Carlo Methods and Applications, De Gruyter, vol. 18(1), pages 53-77, January.
Cited by:
- Hanousek Jan & Kočenda Evžen & Novotný Jan, 2012.
"The identification of price jumps,"
Monte Carlo Methods and Applications, De Gruyter, vol. 18(1), pages 53-77, January.
- Jan Hanousek & Evzen Kocenda & Jan Novotny, 2011. "The Identification of Price Jumps," CERGE-EI Working Papers wp434, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Lavička, H. & Lichard, T. & Novotný, J., 2016.
"Sand in the wheels or wheels in the sand? Tobin taxes and market crashes,"
International Review of Financial Analysis, Elsevier, vol. 47(C), pages 328-342.
- Hynek Lavicka & Tomas Lichard & Jan Novotny, 2014. "Sand in the Wheels or Wheels in the Sand? Tobin Taxes and Market Crashes," CERGE-EI Working Papers wp511, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Milan Fičura, 2019. "Profitability of Trading in the Direction of Asset Price Jumps - Analysis of Multiple Assets and Frequencies," Prague Economic Papers, Prague University of Economics and Business, vol. 2019(4), pages 385-401.
- Barbara Będowska-Sójka, 2021. "Is liquidity wasted? The zero-returns on the Warsaw Stock Exchange," Annals of Operations Research, Springer, vol. 297(1), pages 37-51, February.
- Füss, Roland & Grabellus, Markus & Mager, Ferdinand & Stein, Michael, 2018.
"Something in the air: Information density, news surprises, and price jumps,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 53(C), pages 50-75.
- Fuess, Roland & Grabellus, Markus & Mager, Ferdinand & Stein, Michael, 2015. "Something in the Air: Information Density, News Surprises, and Price Jumps," Working Papers on Finance 1517, University of St. Gallen, School of Finance.
- Jan Hanousek & Evžen Kočenda & Jan Novotný, 2016. "Shluková analýza skoků na kapitálových trzích [Cluster Analysis of Jumps on Capital Markets]," Politická ekonomie, Prague University of Economics and Business, vol. 2016(2), pages 127-144.
- Jan Hanousek & Ev??en Ko??enda & Jan Novotn??, 2013.
"Price Jumps on European Stock Markets,"
William Davidson Institute Working Papers Series
wp1059, William Davidson Institute at the University of Michigan.
- Jan Hanousek & Evzen Kocenda & Jan Novotny, 2014. "Price jumps on European stock markets," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 14(1), pages 10-22, March.
- Josip Arneriæ & Mario Matkoviæ, 2019. "Challenges of integrated variance estimation in emerging stock markets," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 37(2), pages 713-739.
- Jan Novotn?? & Jan Hanousek & Ev??en Ko??enda, 2013. "Price Jump Indicators: Stock Market Empirics During the Crisis," William Davidson Institute Working Papers Series wp1050, William Davidson Institute at the University of Michigan.
- Hanousek, Jan & Novotný, Jan, 2012.
"Price jumps in Visegrad-country stock markets: An empirical analysis,"
Emerging Markets Review, Elsevier, vol. 13(2), pages 184-201.
- Jan Novotny, 2010. "Price Jumps in Visegrad Country Stock Markets: An Empirical Analysis," CERGE-EI Working Papers wp412, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Jan Hanousek & Jan Novotný, 2014. "Cenové skoky během finanční nejistoty: od intuice k regulační perspektivě [Price Jumps during Financial Crisis: From Intuition to Financial Regulation]," Politická ekonomie, Prague University of Economics and Business, vol. 2014(1), pages 32-48.
- Jan Novotny, 2010.
"Were Stocks during the Financial Crisis More Jumpy: A Comparative Study,"
CERGE-EI Working Papers
wp416, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
Cited by:
- Hanousek Jan & Kočenda Evžen & Novotný Jan, 2012.
"The identification of price jumps,"
Monte Carlo Methods and Applications, De Gruyter, vol. 18(1), pages 53-77, January.
- Jan Hanousek & Evzen Kocenda & Jan Novotny, 2011. "The Identification of Price Jumps," CERGE-EI Working Papers wp434, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Hanousek Jan & Kočenda Evžen & Novotný Jan, 2012.
"The identification of price jumps,"
Monte Carlo Methods and Applications, De Gruyter, vol. 18(1), pages 53-77, January.
- Jan Novotny, 2010.
"Price Jumps in Visegrad Country Stock Markets: An Empirical Analysis,"
CERGE-EI Working Papers
wp412, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Hanousek, Jan & Novotný, Jan, 2012. "Price jumps in Visegrad-country stock markets: An empirical analysis," Emerging Markets Review, Elsevier, vol. 13(2), pages 184-201.
Cited by:
- Martin Širůček, 2013.
"Impact of money supply on stock bubbles,"
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 61(7), pages 2835-2842.
- Sirucek, Martin, 2013. "Impact of money supply on stock bubbles," MPRA Paper 51476, University Library of Munich, Germany.
- Tomasz Schabek & Bojana Olgiæ Draženoviæ & Davor Mance, 2019. "Reaction of Zagreb Stock Exchange CROBEX Index to macroeconomic announcements within a high frequency time interval," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 37(2), pages 741-758.
- Dungey, Mardi & Matei, Marius & Treepongkaruna, Sirimon, 2014. "Identifying periods of financial stress in Asian currencies: the role of high frequency financial market data," Working Papers 2014-12, University of Tasmania, Tasmanian School of Business and Economics.
- Dungey, Mardi & Matei, Marius & Treepongkaruna, Sirimon, 2020. "Examining stress in Asian currencies: A perspective offered by high frequency financial market data," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 67(C).
- Mohammad Abu Sayeed & Mardi Dungey & Wenying Yao, 2018.
"High-frequency Characterisation of Indian Banking Stocks,"
Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 17(2_suppl), pages 213-238, August.
- Sayaeed, Mohammad Abu & Dungey, Mardi & Yao, Wenying, 2015. "High frequency characterization of Indian banking stocks," Working Papers 2015-04, University of Tasmania, Tasmanian School of Business and Economics.
- Ankudinov, Andrei & Ibragimov, Rustam & Lebedev, Oleg, 2017. "Heavy tails and asymmetry of returns in the Russian stock market," Emerging Markets Review, Elsevier, vol. 32(C), pages 200-219.
Articles
- Jan Hanousek & Jan Novotný, 2014.
"Cenové skoky během finanční nejistoty: od intuice k regulační perspektivě [Price Jumps during Financial Crisis: From Intuition to Financial Regulation],"
Politická ekonomie, Prague University of Economics and Business, vol. 2014(1), pages 32-48.
Cited by:
- Jan Hanousek & Evžen Kočenda & Jan Novotný, 2016. "Shluková analýza skoků na kapitálových trzích [Cluster Analysis of Jumps on Capital Markets]," Politická ekonomie, Prague University of Economics and Business, vol. 2016(2), pages 127-144.
- Zuzana Machová & Igor Kotlán, 2015. "Právní jistota - možný problém daňové politiky vyspělých zemí? [Legal Certainty - Possible Problem of Tax Policy in Developed Countries?]," Politická ekonomie, Prague University of Economics and Business, vol. 2015(7), pages 833-846.
- Jan Hanousek & Evzen Kocenda & Jan Novotny, 2014.
"Price jumps on European stock markets,"
Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 14(1), pages 10-22, March.
See citations under working paper version above.
- Jan Hanousek & Ev??en Ko??enda & Jan Novotn??, 2013. "Price Jumps on European Stock Markets," William Davidson Institute Working Papers Series wp1059, William Davidson Institute at the University of Michigan.
- Hanousek, Jan & Novotný, Jan, 2012.
"Price jumps in Visegrad-country stock markets: An empirical analysis,"
Emerging Markets Review, Elsevier, vol. 13(2), pages 184-201.
See citations under working paper version above.
- Jan Novotny, 2010. "Price Jumps in Visegrad Country Stock Markets: An Empirical Analysis," CERGE-EI Working Papers wp412, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Lavička, H. & Lin, L. & Novotný, J., 2010.
"Employment, Production and Consumption model: Patterns of phase transitions,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(8), pages 1708-1720.
Cited by:
- Lavička, H. & Lichard, T. & Novotný, J., 2016.
"Sand in the wheels or wheels in the sand? Tobin taxes and market crashes,"
International Review of Financial Analysis, Elsevier, vol. 47(C), pages 328-342.
- Hynek Lavicka & Tomas Lichard & Jan Novotny, 2014. "Sand in the Wheels or Wheels in the Sand? Tobin Taxes and Market Crashes," CERGE-EI Working Papers wp511, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Lavička, H. & Lichard, T. & Novotný, J., 2016.
"Sand in the wheels or wheels in the sand? Tobin taxes and market crashes,"
International Review of Financial Analysis, Elsevier, vol. 47(C), pages 328-342.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MST: Market Microstructure (5) 2010-09-25 2011-03-26 2013-08-23 2014-01-24 2014-04-29. Author is listed
- NEP-FMK: Financial Markets (3) 2010-09-25 2010-12-11 2014-01-24
- NEP-CFN: Corporate Finance (1) 2010-12-11
- NEP-CMP: Computational Economics (1) 2014-04-29
- NEP-ECM: Econometrics (1) 2011-03-26
- NEP-EEC: European Economics (1) 2014-01-24
- NEP-IAS: Insurance Economics (1) 2014-01-24
- NEP-PBE: Public Economics (1) 2014-04-29
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