Petr Teply
Personal Details
First Name: | Petr |
Middle Name: | |
Last Name: | Teply |
Suffix: | |
RePEc Short-ID: | pte140 |
[This author has chosen not to make the email address public] | |
http://ies.fsv.cuni.cz/en/staff/teply | |
Affiliation
(90%) Fakulta Financí a Účetnictví
Vysoká Škola Ekonomická v Praze
Praha, Czech Republichttp://f1.vse.cz/
RePEc:edi:ffvsecz (more details at EDIRC)
(10%) Institut ekonomických studií
Univerzita Karlova v Praze
Praha, Czech Republichttp://ies.fsv.cuni.cz/
RePEc:edi:icunicz (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Petr Hanzlík & Petr Teplý, 2020. "Institutional and Other Determinants of the Net Interest Margin of US and European Banks in a Low Interest Rate Environment," Working Papers IES 2020/3, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jan 2020.
- Matěj Maivald & Petr Teplý, 2020. "The impact of low interest rates on banks' non-performing loans," FFA Working Papers 2.002, Prague University of Economics and Business, revised 25 Feb 2020.
- Petr Hanzlík & Petr Teplý, 2019.
"Key Determinants of Net Interest Margin of EU Banks in the Zero Lower Bound of Interest Rates,"
Working Papers IES
2019/2, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Mar 2019.
- Petr Hanzlik & Petr Teply, 2019. "Key Determinants of the Net Interest Margin of EU Banks in the Zero Lower Bound of Interest Rates," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 69(5), pages 416-439, October.
- Petr Teply & Matej Kuc, 2019. "Performance Comparison of European Cooperative and Commercial Banks in a Low Interest Rate Environment," Working Papers IES 2019/36, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Dec 2019.
- Tomas Klinger & Petr Teply, 2017. "Agent-Based Risk Assessment Model of the European Banking Network," CERGE-EI Working Papers wp602, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Petr Macek & Petr Teply, 2015. "Credit Valuation Adjustment Modelling During a Global Low Interest Rate Environment," Working Papers IES 2015/01, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jan 2015.
- Matej Kuc & Petr Teply, 2015. "A Comparison of Financial Performance of Czech Credit Unions and European Cooperative Banks," Working Papers IES 2015/18, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jun 2015.
- Karolina Ruzickova & Petr Teply, 2015. "Determinants of banking fee income in the EU banking industry - does market concentration matter?," Working Papers IES 2015/04, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2015.
- Hana Dzmuranova & Petr Teply, 2014. "Risk management of savings accounts," Working Papers IES 2014/09, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2014.
- Petra Benešová & Petr Teply, 2010. "Main Flaws of The Collateralized Debt Obligation‘s: Valuation Before And During The 2008/2009 Global Turmoil," Working Papers IES 2010/01, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jan 2010.
- Goran Serdarevic & Petr Teply, 2009. "Efficiency of EU Merger Control in the 1990-2008 Period," Working Papers IES 2009/28, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Dec 2009.
- Milan Rippel & Petr Teply, 2008.
"Operational Risk - Scenario Analysis,"
Working Papers IES
2008/15, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2008.
- Milan Rippel & Petr Teplý, 2011. "Operational Risk - Scenario Analysis," Prague Economic Papers, Prague University of Economics and Business, vol. 2011(1), pages 23-39.
- Radovan Chalupka & Petr Teply, 2008. "Operational Risk Management and Implications for Bank’s Economic Capital – a Case Study," Working Papers IES 2008/17, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2008.
- Petr Jakubík & Petr Teply, 2008. "The Prediction of Corporate Bankruptcy and Czech Economy’s Financial Stability through Logit Analysis," Working Papers IES 2008/19, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2008.
- Petr Teply & Milan Matejašák, 2007. "Regulation of Bank Capital and Behavior of Banks: Assessing the US and the EU-15 Region Banks in the 2000-2005 Period," Working Papers IES 2007/23, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Aug 2007.
- Karel Diviš & Petr Teply, 2004. "Informační efektivnost burzovních trhů ve střední Evropě / Market Efficiency of Capital Market in Central Europe [available in Czech only]," Working Papers IES 52, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised 2004.
Articles
- Lukáš Fiala & Petr Teplý, 2021. "The Use of Borrower-based Measures within Macroprudential Policy: Evidence from the European Economic Area," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2021(1), pages 71-91.
- Teply, Petr & Polena, Michal, 2020. "Best classification algorithms in peer-to-peer lending," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Petr Hanzlik & Petr Teply, 2019.
"Key Determinants of the Net Interest Margin of EU Banks in the Zero Lower Bound of Interest Rates,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 69(5), pages 416-439, October.
- Petr Hanzlík & Petr Teplý, 2019. "Key Determinants of Net Interest Margin of EU Banks in the Zero Lower Bound of Interest Rates," Working Papers IES 2019/2, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Mar 2019.
- Petr Teply & Tomas Klinger, 2019. "Agent-based modeling of systemic risk in the European banking sector," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(4), pages 811-833, December.
- Karolína Vozková & Petr Teplý, 2018. "Determinants of Bank Fee Income in the EU Banking Industry - Does Market Concentration Matter?," Prague Economic Papers, Prague University of Economics and Business, vol. 2018(1), pages 3-20.
- Matěj Kuc & Petr Teplý, 2018. "A Financial Performance Comparison of Czech Credit Unions and European Cooperative Banks," Prague Economic Papers, Prague University of Economics and Business, vol. 2018(6), pages 723-742.
- Radek Halamka & Petr Teplý, 2017. "The Effect of Ethics on Banks Financial Performance," Prague Economic Papers, Prague University of Economics and Business, vol. 2017(3), pages 330-344.
- Teply, Petr & Kvapilikova, Ivana, 2017. "Measuring systemic risk of the US banking sector in time-frequency domain," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 461-472.
- Tomas Klinger & Petr Teply, 2016. "The Nexus Between Systemic Risk and Sovereign Crises," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(1), pages 50-69, February.
- Hana Džmuráňová & Petr Teplý, 2016. "Why Are Savings Accounts Perceived as Risky Bank Products?," Prague Economic Papers, Prague University of Economics and Business, vol. 2016(5), pages 617-633.
- Liběna Černohorská & Petr Teplý, 2015. "Unikátní kniha o euru a evropské integraci [A unique book about the euro and European integration]," Politická ekonomie, Prague University of Economics and Business, vol. 2015(4), pages 538-542.
- Tereza Fišerová & Petr Teplý & David Tripe, 2015. "The Performance of Foreign-Owned Banks in Host Country Economies," Prague Economic Papers, Prague University of Economics and Business, vol. 2015(5), pages 538-561.
- Tomáš Klinger & Petr Teplý, 2014. "Systemic Risk of the Global Banking System - An Agent-Based Network Model Approach," Prague Economic Papers, Prague University of Economics and Business, vol. 2014(1), pages 24-41.
- Barbora Šútorová & Petr Teplý, 2014. "The Level of Capital and the Value of EU Banks under Basel III," Prague Economic Papers, Prague University of Economics and Business, vol. 2014(2), pages 143-161.
- Tomáš Klinger & Petr Teply, 2014. "Modelling Interconnections in the Global Financial System in the Light of Systemic Risk," ACTA VSFS, University of Finance and Administration, vol. 8(1), pages 64-88.
- Barbora SUTOROVA & Petr TEPLY, 2013. "The Impact of Basel III on Lending Rates of EU Banks," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(3), pages 226-243, July.
- Milan Matejašák & Petr Teplý, 2013. "Are Credit Unions Dynamite on the Czech Financial Market? [Kampeličky jako dynamit na českém finančním trhu?]," Český finanční a účetní časopis, Prague University of Economics and Business, vol. 2013(1), pages 33-47.
- Milan Rippel & Lucie Suchánková & Petr Teplý, 2012. "Pojištění jako nástroj řízení operačního rizika - případová studie [The Role of Insurance in Operational Risk Mitigation - A Case Study]," Politická ekonomie, Prague University of Economics and Business, vol. 2012(4), pages 523-535.
- Petra Buzková & Petr Teplý, 2012. "Collateralized Debt Obligations' Valuation Using the One Factor Gaussian Copula Model," Prague Economic Papers, Prague University of Economics and Business, vol. 2012(1), pages 30-49.
- Petr Jakubík & Petr Teplý, 2011. "The JT Index as an Indicator of Financial Stability of Corporate Sector," Prague Economic Papers, Prague University of Economics and Business, vol. 2011(2), pages 157-176.
- Milan Rippel & Petr Teplý, 2011.
"Operational Risk - Scenario Analysis,"
Prague Economic Papers, Prague University of Economics and Business, vol. 2011(1), pages 23-39.
- Milan Rippel & Petr Teply, 2008. "Operational Risk - Scenario Analysis," Working Papers IES 2008/15, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2008.
- Goran Serdareviæ & Petr Teplý, 2011. "The Efficiency of EU Merger Control During the Period 1990–2008," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(3), pages 252-276, July.
- Petr Teply & Libena Cernohorska & Jan Cernohorsky, 2010. "Key Economic Policy Lessons From The 2008 Financial Crisis," Anadolu University Journal of Social Sciences, Anadolu University, vol. 10(2), pages 123-134, May.
- Petr Teplý, 2010. "Komplexní pohled do světa financí a bankovnictví z dílny prof. Poloučka," Politická ekonomie, Prague University of Economics and Business, vol. 2010(5), pages 709-713.
- Libena Cernohorska & Jan Cernohorsky & Petr Teply, 2007. "The Banking Stability In The Czech Republic Based On Discriminant And Cluster Analyses," Anadolu University Journal of Social Sciences, Anadolu University, vol. 7(2), pages 85-96, December.
- Karel Diviš & Petr Teplý, 2005. "Information Efficiency of Central Europe Stock Exchanges (in Czech)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 55(9-10), pages 471-482, September.
Chapters
- Petr Teplý & Yael Roshwalb & Michal Polena, 2021. "Financial Disintermediation: The Case of Peer-to-Peer Lending," Springer Books, in: Maurizio Pompella & Roman Matousek (ed.), The Palgrave Handbook of FinTech and Blockchain, edition 1, chapter 0, pages 375-401, Springer.
- Hana Džmuráňová & Martina Hejdová & Petr Teplý, 2018. "Liability Risk Management of Central European Banks Under New Regulatory Requirements," Springer Proceedings in Business and Economics, in: David Procházka (ed.), The Impact of Globalization on International Finance and Accounting, pages 107-116, Springer.
- Martina Hejdová & Hana Džmuráňová & Petr Teplý, 2017. "Interest Rate Sensitivity of Non-maturing Bank Products," Springer Proceedings in Business and Economics, in: David Procházka (ed.), New Trends in Finance and Accounting, chapter 0, pages 149-160, Springer.
- Petr Jakubik & Petr Teply, 2008. "Scoring as an Indicator of Financial Stability," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2007, chapter 0, pages 76-85, Czech National Bank.
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
- Petr Hanzlík & Petr Teplý, 2019.
"Key Determinants of Net Interest Margin of EU Banks in the Zero Lower Bound of Interest Rates,"
Working Papers IES
2019/2, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Mar 2019.
- Petr Hanzlik & Petr Teply, 2019. "Key Determinants of the Net Interest Margin of EU Banks in the Zero Lower Bound of Interest Rates," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 69(5), pages 416-439, October.
Cited by:
- Christian Calmès & Raymond Théoret, 2023. "Bank performance before and after the subprime crisis: Evidence from pooled data on big US banks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 47(2), pages 472-516, June.
- Petr Teply & Matej Kuc, 2019.
"Performance Comparison of European Cooperative and Commercial Banks in a Low Interest Rate Environment,"
Working Papers IES
2019/36, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Dec 2019.
Cited by:
- Bruno de Menna, 2021. "Monetary Policy, Credit Risk, and Profitability: The Influence of Relationship Lending on Cooperative Banks' Performance," Working Papers hal-03138738, HAL.
- Milan Rippel & Petr Teply, 2008.
"Operational Risk - Scenario Analysis,"
Working Papers IES
2008/15, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2008.
- Milan Rippel & Petr Teplý, 2011. "Operational Risk - Scenario Analysis," Prague Economic Papers, Prague University of Economics and Business, vol. 2011(1), pages 23-39.
Cited by:
- Häger, David & Andersen, Lasse B., 2010. "A knowledge based approach to loss severity assessment in financial institutions using Bayesian networks and loss determinants," European Journal of Operational Research, Elsevier, vol. 207(3), pages 1635-1644, December.
- Tomáš Klinger & Petr Teplý, 2014. "Systemic Risk of the Global Banking System - An Agent-Based Network Model Approach," Prague Economic Papers, Prague University of Economics and Business, vol. 2014(1), pages 24-41.
- Lu Wei & Jianping Li & Xiaoqian Zhu, 2018. "Operational Loss Data Collection: A Literature Review," Annals of Data Science, Springer, vol. 5(3), pages 313-337, September.
- Petr Teply & Libena Cernohorska & Jan Cernohorsky, 2010. "Key Economic Policy Lessons From The 2008 Financial Crisis," Anadolu University Journal of Social Sciences, Anadolu University, vol. 10(2), pages 123-134, May.
- Barbora Šútorová & Petr Teplý, 2014. "The Level of Capital and the Value of EU Banks under Basel III," Prague Economic Papers, Prague University of Economics and Business, vol. 2014(2), pages 143-161.
- Daniel Stavárek & Iveta Řepková, 2012. "Efficiency in the Czech banking industry: A non-parametric approach," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 60(2), pages 357-366.
- Milan Rippel & Lucie Suchánková & Petr Teplý, 2012. "Pojištění jako nástroj řízení operačního rizika - případová studie [The Role of Insurance in Operational Risk Mitigation - A Case Study]," Politická ekonomie, Prague University of Economics and Business, vol. 2012(4), pages 523-535.
- Radovan Chalupka & Petr Teply, 2008.
"Operational Risk Management and Implications for Bank’s Economic Capital – a Case Study,"
Working Papers IES
2008/17, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2008.
Cited by:
- Milan Rippel & Petr Teplý, 2011.
"Operational Risk - Scenario Analysis,"
Prague Economic Papers, Prague University of Economics and Business, vol. 2011(1), pages 23-39.
- Milan Rippel & Petr Teply, 2008. "Operational Risk - Scenario Analysis," Working Papers IES 2008/15, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2008.
- Petr Teply & Libena Cernohorska & Jan Cernohorsky, 2010. "Key Economic Policy Lessons From The 2008 Financial Crisis," Anadolu University Journal of Social Sciences, Anadolu University, vol. 10(2), pages 123-134, May.
- Milan Rippel & Petr Teplý, 2011.
"Operational Risk - Scenario Analysis,"
Prague Economic Papers, Prague University of Economics and Business, vol. 2011(1), pages 23-39.
- Petr Teply & Milan Matejašák, 2007.
"Regulation of Bank Capital and Behavior of Banks: Assessing the US and the EU-15 Region Banks in the 2000-2005 Period,"
Working Papers IES
2007/23, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Aug 2007.
Cited by:
- Karel Janda, 2008. "Which Government Interventions Are Good in Alleviating Credit Market Failures?," Working Papers IES 2008/12, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2008.
- Faisal Abbas & Zahid Irshad Younas, 2021. "How Do Bank Capital and Capital Buffer Affect Risk: Empirical Evidence from Large US Commercial Banks," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(2), pages 109-131.
- Karel Janda, 2011. "Credit Rationing and Public Support of Commercial Credit," CERGE-EI Working Papers wp436, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Karel Janda, 2011. "Credit Guarantees and Subsidies when Lender has a Market Power," Working Papers IES 2011/18, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jun 2011.
- Nguyen, Quang Thi Thieu & Gan, Christopher & Li, Zhaohua, 2019. "Bank capital regulation: How do Asian banks respond?," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).
Articles
- Lukáš Fiala & Petr Teplý, 2021.
"The Use of Borrower-based Measures within Macroprudential Policy: Evidence from the European Economic Area,"
European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2021(1), pages 71-91.
Cited by:
- Lukáš Fiala, 2021. "Modelling of mortgage debt´s determinants: the case of the Czech Republic," FFA Working Papers 4.002, Prague University of Economics and Business, revised 15 Jan 2022.
- Teply, Petr & Polena, Michal, 2020.
"Best classification algorithms in peer-to-peer lending,"
The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
Cited by:
- Liu, Yi & Yang, Menglong & Wang, Yudong & Li, Yongshan & Xiong, Tiancheng & Li, Anzhe, 2022. "Applying machine learning algorithms to predict default probability in the online credit market: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 79(C).
- Çağlar Hamarat & Daniel Broby, 2022. "Regulatory constraint and small business lending: do innovative peer-to-peer lenders have an advantage?," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-25, December.
- Samuel Ribeiro-Navarrete & Juan Piñeiro-Chousa & M. Ángeles López-Cabarcos & Daniel Palacios-Marqués, 2022. "Crowdlending: mapping the core literature and research frontiers," Review of Managerial Science, Springer, vol. 16(8), pages 2381-2411, November.
- Štefan Lyócsa & Petra Vašaničová & Branka Hadji Misheva & Marko Dávid Vateha, 2022. "Default or profit scoring credit systems? Evidence from European and US peer-to-peer lending markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-21, December.
- Cao Son Tran & Dan Nicolau & Richi Nayak & Peter Verhoeven, 2021. "Modeling Credit Risk: A Category Theory Perspective," JRFM, MDPI, vol. 14(7), pages 1-21, July.
- Surjaningsih, Ndari & Werdaningtyas, Hesti & Rahman, Faizal & Falaqh, Romadhon, 2022. "Predicting Household Resilience Before and During Pandemic with Classifier Algorithms," OSF Preprints w5q9g, Center for Open Science.
- Petr Hanzlik & Petr Teply, 2019.
"Key Determinants of the Net Interest Margin of EU Banks in the Zero Lower Bound of Interest Rates,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 69(5), pages 416-439, October.
See citations under working paper version above.
- Petr Hanzlík & Petr Teplý, 2019. "Key Determinants of Net Interest Margin of EU Banks in the Zero Lower Bound of Interest Rates," Working Papers IES 2019/2, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Mar 2019.
- Petr Teply & Tomas Klinger, 2019.
"Agent-based modeling of systemic risk in the European banking sector,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(4), pages 811-833, December.
Cited by:
- Silvia Crafa, 2021. "From agent-based modeling to actor-based reactive systems in the analysis of financial networks," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(3), pages 649-673, July.
- Siklos, Pierre L. & Stefan, Martin, 2021.
"Exchange rate shocks in multicurrency interbank markets,"
Journal of Financial Stability, Elsevier, vol. 55(C).
- Pierre L. Siklos & Martin Stefan, 2021. "Exchange rate shocks in multicurrency interbank markets," CAMA Working Papers 2021-44, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Pierre L. Siklos & Martin Stefan, 2020. "Exchange rate shocks in multicurrency interbank markets," CQE Working Papers 9220, Center for Quantitative Economics (CQE), University of Muenster.
- Walter Farkas & Patrick Lucescu, 2024. "Modeling Risk Sharing and Impact on Systemic Risk," Mathematics, MDPI, vol. 12(13), pages 1-19, July.
- Di Xiao & Andreas Krause, 2022. "Bank demand for central bank liquidity and its impact on interbank markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(3), pages 639-679, July.
- Morteza Alaeddini & Julie Dugdale & Paul Reaidy & Philippe Madiès, 2023. "Exploring Credit Relationship Dynamics in an Interbank Market Benefiting from Blockchain-based Distributed Trust: Insights from an Agent-based Model," Post-Print hal-04266077, HAL.
- Valentina Macchiati & Giuseppe Brandi & Tiziana Di Matteo & Daniela Paolotti & Guido Caldarelli & Giulio Cimini, 2022. "Systemic liquidity contagion in the European interbank market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(2), pages 443-474, April.
- Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2023. "Systemically important banks - emerging risk and policy responses: An agent-based investigation," LEM Papers Series 2023/30, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Karolína Vozková & Petr Teplý, 2018.
"Determinants of Bank Fee Income in the EU Banking Industry - Does Market Concentration Matter?,"
Prague Economic Papers, Prague University of Economics and Business, vol. 2018(1), pages 3-20.
Cited by:
- Karel Janda & Oleg Kravtsov, 2020. "Banking Supervision and Risk-Adjusted Performance inthe Host Country Environment," FFA Working Papers 3.001, Prague University of Economics and Business, revised 19 Nov 2020.
- Faisal Abbas & Shoaib Ali, 2022. "Dynamics of diversification and banks' risk‐taking and stability: Empirical analysis of commercial banks," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 43(4), pages 1000-1014, June.
- Rashedul Hasan & Mohammad Dulal Miah & M. Kabir Hassan, 2022. "The nexus between environmental and financial performance: Evidence from gulf cooperative council banks," Business Strategy and the Environment, Wiley Blackwell, vol. 31(7), pages 2882-2907, November.
- Matěj Kuc & Petr Teplý, 2018.
"A Financial Performance Comparison of Czech Credit Unions and European Cooperative Banks,"
Prague Economic Papers, Prague University of Economics and Business, vol. 2018(6), pages 723-742.
Cited by:
- Matěj Maivald & Petr Teplý, 2020. "The impact of low interest rates on banks' non-performing loans," FFA Working Papers 2.002, Prague University of Economics and Business, revised 25 Feb 2020.
- Matěj Kuc & Petr Teplý, 2023. "Are European commercial banks more profitable than cooperative banks? Evidence from a low interest rate environment," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 4385-4400, October.
- Teply, Petr & Kvapilikova, Ivana, 2017.
"Measuring systemic risk of the US banking sector in time-frequency domain,"
The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 461-472.
Cited by:
- Rahman, Md Lutfur & Troster, Victor & Uddin, Gazi Salah & Yahya, Muhammad, 2022. "Systemic risk contribution of banks and non-bank financial institutions across frequencies: The Australian experience," International Review of Financial Analysis, Elsevier, vol. 79(C).
- Luo, Changqing & Liu, Lan & Wang, Da, 2021. "Multiscale financial risk contagion between international stock markets: Evidence from EMD-Copula-CoVaR analysis," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
- Bhuiyan, Rubaiyat Ahsan & Husain, Afzol & Zhang, Changyong, 2021. "A wavelet approach for causal relationship between bitcoin and conventional asset classes," Resources Policy, Elsevier, vol. 71(C).
- Hossein Dastkhan, 2021. "Network‐based early warning system to predict financial crisis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 594-616, January.
- Mensi, Walid & Rehman, Mobeen Ur & Maitra, Debasish & Al-Yahyaee, Khamis Hamed & Vo, Xuan Vinh, 2021. "Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domain," Resources Policy, Elsevier, vol. 72(C).
- Tian, Maoxi & Guo, Fei & Niu, Rong, 2022. "Risk spillover analysis of China’s financial sectors based on a new GARCH copula quantile regression model," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
- Meng, Xiangcai & Huang, Chia-Hsing, 2019. "The time-frequency co-movement of Asian effective exchange rates: A wavelet approach with daily data," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 131-148.
- Axel Per Hedström & Gazi Salah Uddin & Md Lutfur Rahman & Bo Sjö, 2024. "Systemic risk in the Scandinavian banking sector," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 581-608, January.
- Petr Teply & Tomas Klinger, 2019. "Agent-based modeling of systemic risk in the European banking sector," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(4), pages 811-833, December.
- Ying-Ying Shen & Zhi-Qiang Jiang & Jun-Chao Ma & Gang-Jin Wang & Wei-Xing Zhou, 2022.
"Sector connectedness in the Chinese stock markets,"
Empirical Economics, Springer, vol. 62(2), pages 825-852, February.
- Ying-Ying Shen & Zhi-Qiang Jiang & Jun-Chao Ma & Gang-Jin Wang & Wei-Xing Zhou, 2020. "Sector connectedness in the Chinese stock markets," Papers 2002.09097, arXiv.org.
- Bhuiyan, Rubaiyat Ahsan & Rahman, Maya Puspa & Saiti, Buerhan & Ghani, Gairuzazmi Bin Mat, 2019. "Does the Malaysian Sovereign sukuk market offer portfolio diversification opportunities for global fixed-income investors? Evidence from wavelet coherence and multivariate-GARCH analyses," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 675-687.
- Tian, Maoxi & Alshater, Muneer M. & Yoon, Seong-Min, 2022. "Dynamic risk spillovers from oil to stock markets: Fresh evidence from GARCH copula quantile regression-based CoVaR model," Energy Economics, Elsevier, vol. 115(C).
- Zulu, Thulani & Manguzvane, Mathias Mandla & Bonga-Bonga, Lumengo, 2023. "Assessing the contribution of South African Insurance Firms to Systemic Risk," MPRA Paper 116815, University Library of Munich, Germany.
- Xu, Qifa & Jin, Bei & Jiang, Cuixia, 2021. "Measuring systemic risk of the Chinese banking industry: A wavelet-based quantile regression approach," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
- Tarek Eldomiaty & Amr Youssef & Heba Mahrous, 2022. "The Robustness of the Determinants of Overall Bank Risks in the MENA Region," JRFM, MDPI, vol. 15(10), pages 1-17, September.
- Tomas Klinger & Petr Teply, 2016.
"The Nexus Between Systemic Risk and Sovereign Crises,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(1), pages 50-69, February.
Cited by:
- Janda, Karel & Kravtsov, Oleg, 2016. "Interdependencies between Leverage and Capital Ratios in the Central and Eastern European Banks," MPRA Paper 74560, University Library of Munich, Germany.
- Teply, Petr & Kvapilikova, Ivana, 2017. "Measuring systemic risk of the US banking sector in time-frequency domain," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 461-472.
- Tomas Klinger & Petr Teply, 2017. "Agent-Based Risk Assessment Model of the European Banking Network," CERGE-EI Working Papers wp602, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Karel Janda & Oleg Kravtsov, 2018. "Basel III Leverage and Capital Ratio over the Economic Cycle in the Czech Republic and its Comparison with the CEE Region," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2018(4), pages 5-23.
- Jan Bruha & Evžen Kocenda, 2017.
"Financial Stability in Europe: Banking and Sovereign Risk,"
CESifo Working Paper Series
6453, CESifo.
- Brůha, Jan & Kočenda, Evžen, 2018. "Financial stability in Europe: Banking and sovereign risk," Journal of Financial Stability, Elsevier, vol. 36(C), pages 305-321.
- Petr Teply & Tomas Klinger, 2019. "Agent-based modeling of systemic risk in the European banking sector," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(4), pages 811-833, December.
- Jan Brůha & Evžen Kočenda, 2018. "Bankovní sektor a státní riziko v Evropské unii [Banking Sector and Sovereign Risk in Euroepan Union]," Politická ekonomie, Prague University of Economics and Business, vol. 2018(3), pages 366-383.
- Jovan Njegic & Milica Stankovic & Dejan Živkov, 2019. "What Wavelet-Based Quantiles Can Suggest about the Stocks-Bond Interaction in the Emerging East Asian Economies?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 69(1), pages 95-119, February.
- Janda, Karel & Kravtsov, Oleg, 2016. "Interdependencies between Leverage and Capital Ratios in the Banking Sector of the Czech Republic," MPRA Paper 74457, University Library of Munich, Germany.
- Gomez-Puig, Marta & Singh, Manish K. & Sosvilla-Rivero, Simon, 2019. "The sovereign-bank nexus in peripheral euro area: Further evidence from contingent claims analysis," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 1-26.
- Hana Džmuráňová & Petr Teplý, 2016.
"Why Are Savings Accounts Perceived as Risky Bank Products?,"
Prague Economic Papers, Prague University of Economics and Business, vol. 2016(5), pages 617-633.
Cited by:
- Jiøí Witzany & Martin Diviš, 2022. "Interest Rate Sensitivity of Savings Accounts," Journal of Economics / Ekonomicky casopis, Institute of Economic Research, Slovak Academy of Sciences, vol. 70(4), pages 349-367, April.
- Tereza Fišerová & Petr Teplý & David Tripe, 2015.
"The Performance of Foreign-Owned Banks in Host Country Economies,"
Prague Economic Papers, Prague University of Economics and Business, vol. 2015(5), pages 538-561.
Cited by:
- Petr Hanzlík & Petr Teplý, 2022. "Key factors of the net interest margin of European and US banks in a low interest rate environment," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 2795-2818, July.
- Tomáš Klinger & Petr Teplý, 2014.
"Systemic Risk of the Global Banking System - An Agent-Based Network Model Approach,"
Prague Economic Papers, Prague University of Economics and Business, vol. 2014(1), pages 24-41.
Cited by:
- Tomas Klinger & Petr Teply, 2016. "The Nexus Between Systemic Risk and Sovereign Crises," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(1), pages 50-69, February.
- Tomáš Klinger & Petr Teply, 2014. "Modelling Interconnections in the Global Financial System in the Light of Systemic Risk," ACTA VSFS, University of Finance and Administration, vol. 8(1), pages 64-88.
- Guillermo Sierra Juárez, 2017. "Analysis of contagion in Mexican financial system combining Merton and random networks models," Contaduría y Administración, Accounting and Management, vol. 62(1), pages 44-63, Enero-Mar.
- David Tison, 2014. "Impact of Non-cooperative Oligopoly of the Banking System on Its Pro-cyclicality in the Czech Republic," ACTA VSFS, University of Finance and Administration, vol. 8(1), pages 47-63.
- Karel Janda & Pavel Zetek, 2015. "Mikrofinanční revoluce: kontroverze a výzvy [Microfinance Revolution: Controversies and Challenges]," Politická ekonomie, Prague University of Economics and Business, vol. 2015(1), pages 108-130.
- Teply, Petr & Kvapilikova, Ivana, 2017. "Measuring systemic risk of the US banking sector in time-frequency domain," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 461-472.
- Tomas Klinger & Petr Teply, 2017. "Agent-Based Risk Assessment Model of the European Banking Network," CERGE-EI Working Papers wp602, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Matteo Serri & Guido Caldarelli & Giulio Cimini, 2016. "How the interbank market becomes systemically dangerous: an agent-based network model of financial distress propagation," Papers 1611.04311, arXiv.org.
- Janda, Karel & Kravtsov, Oleg, 2017. "Time-varying Effects of Public Debt on the Financial and Banking Development in the Central and Eastern Europe," MPRA Paper 77325, University Library of Munich, Germany.
- Barbora Šútorová & Petr Teplý, 2014. "The Level of Capital and the Value of EU Banks under Basel III," Prague Economic Papers, Prague University of Economics and Business, vol. 2014(2), pages 143-161.
- Karel Janda & Tran Van Quang & Pavel Zetek, 2015. "Faktory ovlivňující zapojení žen v mikrofinancích [The Factors Influencing the Participation of Women in Microfinance]," Politická ekonomie, Prague University of Economics and Business, vol. 2015(3), pages 363-381.
- Radek Halamka & Petr Teplý, 2017. "The Effect of Ethics on Banks Financial Performance," Prague Economic Papers, Prague University of Economics and Business, vol. 2017(3), pages 330-344.
- Tomas Pavlicek, 2014. "The Developmnet of the Self-employed Sector in the Czech Republic in the Years 2006 - 2010," ACTA VSFS, University of Finance and Administration, vol. 8(1), pages 28-46.
- Jaroslav Vostatek, 2014. "Tax Treatment of Public and Private Pensions," ACTA VSFS, University of Finance and Administration, vol. 8(1), pages 7-27.
- Mr. Dimitri G Demekas, 2015. "Designing Effective Macroprudential Stress Tests: Progress So Far and the Way Forward," IMF Working Papers 2015/146, International Monetary Fund.
- Barbora Šútorová & Petr Teplý, 2014.
"The Level of Capital and the Value of EU Banks under Basel III,"
Prague Economic Papers, Prague University of Economics and Business, vol. 2014(2), pages 143-161.
Cited by:
- Tomas Klinger & Petr Teply, 2016. "The Nexus Between Systemic Risk and Sovereign Crises," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(1), pages 50-69, February.
- Janda, Karel & Kravtsov, Oleg, 2016. "Interdependencies between Leverage and Capital Ratios in the Central and Eastern European Banks," MPRA Paper 74560, University Library of Munich, Germany.
- Le, Thi Ngoc Lan & Nasir, Muhammad Ali & Huynh, Toan Luu Duc, 2023. "Capital requirements and banks performance under Basel-III: A comparative analysis of Australian and British banks," The Quarterly Review of Economics and Finance, Elsevier, vol. 87(C), pages 146-157.
- Hana Džmuráňová & Petr Teplý, 2016. "Why Are Savings Accounts Perceived as Risky Bank Products?," Prague Economic Papers, Prague University of Economics and Business, vol. 2016(5), pages 617-633.
- Matěj Kuc & Petr Teplý, 2018. "A Financial Performance Comparison of Czech Credit Unions and European Cooperative Banks," Prague Economic Papers, Prague University of Economics and Business, vol. 2018(6), pages 723-742.
- Tomas Klinger & Petr Teply, 2017. "Agent-Based Risk Assessment Model of the European Banking Network," CERGE-EI Working Papers wp602, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Karel Janda & Oleg Kravtsov, 2018. "Basel III Leverage and Capital Ratio over the Economic Cycle in the Czech Republic and its Comparison with the CEE Region," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2018(4), pages 5-23.
- Janda, Karel & Kravtsov, Oleg, 2017. "Time-varying Effects of Public Debt on the Financial and Banking Development in the Central and Eastern Europe," MPRA Paper 77325, University Library of Munich, Germany.
- Petr Teply & Tomas Klinger, 2019. "Agent-based modeling of systemic risk in the European banking sector," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(4), pages 811-833, December.
- Janda, Karel & Kravtsov, Oleg, 2016. "Interdependencies between Leverage and Capital Ratios in the Banking Sector of the Czech Republic," MPRA Paper 74457, University Library of Munich, Germany.
- Tomáš Klinger & Petr Teply, 2014.
"Modelling Interconnections in the Global Financial System in the Light of Systemic Risk,"
ACTA VSFS, University of Finance and Administration, vol. 8(1), pages 64-88.
Cited by:
- Tomas Klinger & Petr Teply, 2017. "Agent-Based Risk Assessment Model of the European Banking Network," CERGE-EI Working Papers wp602, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Barbora SUTOROVA & Petr TEPLY, 2013.
"The Impact of Basel III on Lending Rates of EU Banks,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(3), pages 226-243, July.
Cited by:
- Marc Sanchez-Roger & María Dolores Oliver-Alfonso & Carlos Sanchís-Pedregosa, 2018. "Bail-In: A Sustainable Mechanism for Rescuing Banks," Sustainability, MDPI, vol. 10(10), pages 1-18, October.
- Tomas Klinger & Petr Teply, 2016. "The Nexus Between Systemic Risk and Sovereign Crises," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(1), pages 50-69, February.
- Ayodeji Michael Obadire & Vusani Moyo & Ntungufhadzeni Freddy Munzhelele, 2022. "Basel III Capital Regulations and Bank Efficiency: Evidence from Selected African Countries," IJFS, MDPI, vol. 10(3), pages 1-22, July.
- Marina Abramova A. & Svetlana Dubova E. & Elena Zvonova A. & Irina Larionova V. & Vladimir Maslennikov V. & М. Абрамова А. & С. Дубова Е. & Е. Звонова А. & И. Ларионова В. & В. Масленников В., 2018. "Основные направления единой государственной денежно-кредитной политики на 2018 г. и период 2019 и 2020 гг.: мнение экспертов финансового университета // Guidelines for the Single State Monetary Policy," Экономика. Налоги. Право // Economics, taxes & law, ФГОБУ "Финансовый университет при Правительстве Российской Федерации" // Financial University under The Government of Russian Federation, vol. 11(1), pages 6-19.
- Imad Kutum & Khaled Hussainey, 2014. "Are Canadian Banks Ready for Basel III?," Accounting and Finance Research, Sciedu Press, vol. 3(3), pages 159-159, August.
- O. de Bandt & M. Chahad, 2016.
"A DGSE Model to Assess the Post-Crisis Regulation of Universal Banks,"
Working papers
602, Banque de France.
- Olivier de BANDT & Mohammed CHAHAD, 2018. "A DGSE model to assess the post-crisis regulation of universal banks," Rue de la Banque, Banque de France, issue 67, September.
- Karel Janda & Pavel Zetek, 2015. "Mikrofinanční revoluce: kontroverze a výzvy [Microfinance Revolution: Controversies and Challenges]," Politická ekonomie, Prague University of Economics and Business, vol. 2015(1), pages 108-130.
- Dominika Ehrenbergerova & Martin Hodula & Zuzana Rakovska, 2020.
"Does Capital-Based Regulation Affect Bank Pricing Policy?,"
Working Papers
2020/5, Czech National Bank.
- Dominika Ehrenbergerová & Martin Hodula & Zuzana Gric, 2022. "Does capital-based regulation affect bank pricing policy?," Journal of Regulatory Economics, Springer, vol. 61(2), pages 135-167, April.
- Hai Long Pham & Kevin James Daly, 2020. "The Impact of BASEL Accords on the Management of Vietnamese Commercial Banks," JRFM, MDPI, vol. 13(10), pages 1-13, September.
- Stijn Ferrari & Mara Pirovano & Pablo Rovira Kaltwasser, 2016. "The impact of sectoral macroprudential capital requirements on mortgage loan pricing: Evidence from the Belgian risk weight add-on," Working Paper Research 306, National Bank of Belgium.
- Jutasompakorn, Pearpilai & Lim, Chu Yeong & Ranasinghe, Tharindra & Ow Yong, Kevin, 2021. "Impact of Basel III on the discretion and timeliness of Banks’ loan loss provisions," Journal of Contemporary Accounting and Economics, Elsevier, vol. 17(2).
- Martin Birn & Olivier de Bandt & Simon Firestone & Matías Gutiérrez Girault & Diana Hancock & Tord Krogh & Hitoshi Mio & Donald P. Morgan & Ajay Palvia & Valerio Scalone & Michael Straughan & Arzu Ulu, 2020. "The Costs and Benefits of Bank Capital—A Review of the Literature," JRFM, MDPI, vol. 13(4), pages 1-25, April.
- Matthieu Darracq Paries & Peter Karadi & Christoffer Kok & Kalin Nikolov, 2022. "The Impact of Capital Requirements on the Macroeconomy: Lessons from Four Macroeconomic Models of the Euro Area," International Journal of Central Banking, International Journal of Central Banking, vol. 18(5), pages 1-50, December.
- Ilona Sobien, 2022. "Znaczenie wymogow kapitalowych w sektorze bankowym (The Importance of Capital Requirements in the Banking Sector)," Research Reports, University of Warsaw, Faculty of Management, vol. 1(36), pages 15-28.
- Milan Rippel & Lucie Suchánková & Petr Teplý, 2012.
"Pojištění jako nástroj řízení operačního rizika - případová studie [The Role of Insurance in Operational Risk Mitigation - A Case Study],"
Politická ekonomie, Prague University of Economics and Business, vol. 2012(4), pages 523-535.
Cited by:
- Petra Buzková & Petr Teplý, 2012.
"Collateralized Debt Obligations' Valuation Using the One Factor Gaussian Copula Model,"
Prague Economic Papers, Prague University of Economics and Business, vol. 2012(1), pages 30-49.
Cited by:
- Janda, Karel & Zetek, Pavel, 2013. "Macroeconomic factors influencing interest rates of microfinance institutions in Latin America," MPRA Paper 49973, University Library of Munich, Germany.
- Karel JANDA & Pavel ZETEK, 2014. "Macroeconomic factors influencing interest rates of microfinance institutions in the Latin America and the Caribbean," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 60(4), pages 159-173.
- Štěpán Chrz & Karel Janda & Ladislav Krištoufek, 2014. "Modelování provázanosti trhů potravin, biopaliv a fosilních paliv [Modeling Interconnections within Food, Biofuel, and Fossil Fuel Markets]," Politická ekonomie, Prague University of Economics and Business, vol. 2014(1), pages 117-140.
- Petr Jakubík & Petr Teplý, 2011.
"The JT Index as an Indicator of Financial Stability of Corporate Sector,"
Prague Economic Papers, Prague University of Economics and Business, vol. 2011(2), pages 157-176.
Cited by:
- Ján Malega & Roman Horváth, 2017. "Financial Stress in the Czech Republic: Measurement and Effects on the Real Economy," Prague Economic Papers, Prague University of Economics and Business, vol. 2017(3), pages 257-268.
- Błażej Prusak, 2018. "Review of Research into Enterprise Bankruptcy Prediction in Selected Central and Eastern European Countries," IJFS, MDPI, vol. 6(3), pages 1-28, June.
- Petr Jakubík & Tatiana Škerlíková, 2014. "Macroeconomic Determinants of Firms' Default in the Czech Republic [Makroekonomické determinanty úpadku firem v České republice]," Český finanční a účetní časopis, Prague University of Economics and Business, vol. 2014(2), pages 69-80.
- Melecky, Ales & Melecky, Martin & Sulganova, Monika, 2014.
"Úvěry v selhání a makroekonomika: Modelování systémového kreditního rizika v České republice [Non-performing loans and the macroeconomy: Modeling the systemic credit risk in Czech Republic],"
MPRA Paper
59917, University Library of Munich, Germany.
- Aleš Melecký & Martin Melecký & Monika Šulganová, 2015. "Úvěry v selhání a makroekonomika: modelování systémového kreditního rizika v České republice [Non-Performing Loans and The Macroeconomy: Modeling the Systemic Credit Risk in the Czech Republic]," Politická ekonomie, Prague University of Economics and Business, vol. 2015(8), pages 921-947.
- Arlyana Abubakar & Rieska Indah Astuti & Rini Oktapiani, 2015. "Selecting Early Warning Indicator To Identify Corporate Sector Distress: Efforts To Strengthen Crisis Prevention," Working Papers WP/7/2015, Bank Indonesia.
- Katarina Valaskova & Dominika Gajdosikova & Jaroslav Belas, 2023. "Bankruptcy prediction in the post-pandemic period: A case study of Visegrad Group countries," Oeconomia Copernicana, Institute of Economic Research, vol. 14(1), pages 253-293, March.
- Sylvia Jenčová & Róbert Štefko & Petra Vašaničová, 2020. "Scoring Model of the Financial Health of the Electrical Engineering Industry’s Non-Financial Corporations," Energies, MDPI, vol. 13(17), pages 1-17, August.
- Janda, Karel & Kravtsov, Oleg, 2017. "Time-varying Effects of Public Debt on the Financial and Banking Development in the Central and Eastern Europe," MPRA Paper 77325, University Library of Munich, Germany.
- Beata Gavurova & Sylvia Jencova & Radovan Bacik & Marta Miskufova & Stanislav Letkovsky, 2022. "Artificial intelligence in predicting the bankruptcy of non-financial corporations," Oeconomia Copernicana, Institute of Economic Research, vol. 13(4), pages 1215-1251, December.
- Michal Pavlicko & Marek Durica & Jaroslav Mazanec, 2021. "Ensemble Model of the Financial Distress Prediction in Visegrad Group Countries," Mathematics, MDPI, vol. 9(16), pages 1-26, August.
- Milan Šimáček, 2012. "Indexy finančního stresu pro Českou republiku a Maďarsko [Financial Stress Indexes for the Czech Republic and Hungary]," Politická ekonomie, Prague University of Economics and Business, vol. 2012(5), pages 614-634.
- Arlyana Abubakar & Rieska Indah Astuti & Rini Oktapiani, 2018. "Selection Of Early Warning Indicator To Identify Distress In The Corporate Sector: Crisis Prevention Strengthening Efforts," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 20(3), pages 343-374, January.
- Tereza Fišerová & Petr Teplý & David Tripe, 2015. "The Performance of Foreign-Owned Banks in Host Country Economies," Prague Economic Papers, Prague University of Economics and Business, vol. 2015(5), pages 538-561.
- Michal Pavlicko & Jaroslav Mazanec, 2022. "Minimalistic Logit Model as an Effective Tool for Predicting the Risk of Financial Distress in the Visegrad Group," Mathematics, MDPI, vol. 10(8), pages 1-22, April.
- Milan Rippel & Petr Teplý, 2011.
"Operational Risk - Scenario Analysis,"
Prague Economic Papers, Prague University of Economics and Business, vol. 2011(1), pages 23-39.
See citations under working paper version above.
- Milan Rippel & Petr Teply, 2008. "Operational Risk - Scenario Analysis," Working Papers IES 2008/15, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2008.
Chapters
- Martina Hejdová & Hana Džmuráňová & Petr Teplý, 2017.
"Interest Rate Sensitivity of Non-maturing Bank Products,"
Springer Proceedings in Business and Economics, in: David Procházka (ed.), New Trends in Finance and Accounting, chapter 0, pages 149-160,
Springer.
Cited by:
- Jiøí Witzany & Martin Diviš, 2022. "Interest Rate Sensitivity of Savings Accounts," Journal of Economics / Ekonomicky casopis, Institute of Economic Research, Slovak Academy of Sciences, vol. 70(4), pages 349-367, April.
- Petr Jakubik & Petr Teply, 2008.
"Scoring as an Indicator of Financial Stability,"
Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2007, chapter 0, pages 76-85,
Czech National Bank.
Cited by:
- Lucie Reznakova & Svatopluk Kapounek, 2014.
"Is There a Credit Crunch in the Czech Republic?,"
MENDELU Working Papers in Business and Economics
2014-50, Mendel University in Brno, Faculty of Business and Economics.
- Lucie Režňáková & Svatopluk Kapounek, 2015. "Is There a Credit Crunch in the Czech Republic?," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 63(3), pages 995-1003.
- Lucie Reznakova & Svatopluk Kapounek, 2014.
"Is There a Credit Crunch in the Czech Republic?,"
MENDELU Working Papers in Business and Economics
2014-50, Mendel University in Brno, Faculty of Business and Economics.
More information
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 15 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-BAN: Banking (10) 2007-08-14 2010-02-13 2014-05-17 2015-02-16 2015-04-19 2015-08-13 2019-12-09 2019-12-16 2020-01-27 2020-05-18. Author is listed
- NEP-RMG: Risk Management (6) 2007-08-14 2008-09-13 2008-09-20 2008-09-20 2014-05-17 2015-02-16. Author is listed
- NEP-EEC: European Economics (5) 2007-08-14 2009-12-11 2017-09-17 2019-12-09 2020-05-18. Author is listed
- NEP-TRA: Transition Economics (4) 2008-09-20 2014-05-17 2015-02-16 2015-08-13
- NEP-EFF: Efficiency and Productivity (3) 2008-09-20 2015-04-19 2019-12-16
- NEP-MAC: Macroeconomics (3) 2019-12-09 2020-01-27 2020-05-18
- NEP-REG: Regulation (3) 2007-08-14 2009-12-11 2014-05-17
- NEP-CFN: Corporate Finance (2) 2008-09-13 2015-08-13
- NEP-EUR: Microeconomic European Issues (2) 2015-04-19 2019-12-16
- NEP-CBA: Central Banking (1) 2020-05-18
- NEP-CMP: Computational Economics (1) 2017-09-17
- NEP-COM: Industrial Competition (1) 2009-12-11
- NEP-FMK: Financial Markets (1) 2008-09-20
- NEP-HME: Heterodox Microeconomics (1) 2017-09-17
- NEP-ORE: Operations Research (1) 2008-09-13
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