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Peter Albrecht

Personal Details

First Name:Peter
Middle Name:
Last Name:Albrecht
Suffix:
RePEc Short-ID:pal1138
Terminal Degree:2024 Provozně ekonomická fakulta; Mendelova Univerzita v Brnĕ (from RePEc Genealogy)

Affiliation

Provozně ekonomická fakulta
Mendelova Univerzita v Brnĕ

Brno, Czech Republic
http://www.pef.mendelu.cz/
RePEc:edi:femencz (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Peter Albrecht, 2023. "Spillover effects between commodities and the Australian dollar," MENDELU Working Papers in Business and Economics 2023-88, Mendel University in Brno, Faculty of Business and Economics.
  2. Peter Albrecht & Evžen Kočenda & Evžen Kocenda, 2023. "Volatility Connectedness on the Central European Forex Markets," CESifo Working Paper Series 10728, CESifo.
  3. Daniel Pastorek & Michal Drabek & Peter Albrecht, 2022. "Confirmation of T+35 Failures-To-Deliver Cycles: Evidence from GameStop Corp," MENDELU Working Papers in Business and Economics 2022-81, Mendel University in Brno, Faculty of Business and Economics.

Articles

  1. Peter Albrecht & Svatopluk Kapounek & Zuzana Kučerová, 2023. "Economic policy uncertainty and stock markets’ co‐movements," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 3471-3487, October.
  2. Daniel Pastorek & Michal Drabek & Peter Albrecht, 2023. "Confirmation of T+35 Failures-To-Deliver Cycles: Evidence from GameStop Corp," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 73(1), pages 56-80, January.
  3. Oliveira, Alexandre Silva de & Ceretta, Paulo Sergio & Albrecht, Peter, 2023. "Performance comparison of multifractal techniques and artificial neural networks in the construction of investment portfolios," Finance Research Letters, Elsevier, vol. 55(PA).
  4. Josef Pavlata & Petr Strejček & Peter Albrecht & Martin Širůček, 2021. "The Empirical Linkage between Oil Prices and the Stock Returns of Oil Companies," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, vol. 7(2), pages 186-197.

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

  1. Peter Albrecht & Evžen Kočenda & Evžen Kocenda, 2023. "Volatility Connectedness on the Central European Forex Markets," CESifo Working Paper Series 10728, CESifo.

    Cited by:

    1. Özer, Mustafa & Frömmel, Michael & Kamişli, Melik & Vuković, Darko B., 2024. "Do bitcoin shocks truly Cointegrate with financial and commodity markets?," International Review of Financial Analysis, Elsevier, vol. 95(PA).

Articles

    Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

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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 2 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.
  1. NEP-FMK: Financial Markets (1) 2023-12-04. Author is listed
  2. NEP-IFN: International Finance (1) 2023-12-04. Author is listed
  3. NEP-OPM: Open Economy Macroeconomics (1) 2023-04-24. Author is listed
  4. NEP-RMG: Risk Management (1) 2023-12-04. Author is listed

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