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Martin Casta

Personal Details

First Name:Martin
Middle Name:
Last Name:Casta
Suffix:
RePEc Short-ID:pas256
[This author has chosen not to make the email address public]

Affiliation

(50%) Vysoká Škola Ekonomická v Praze

Praha, Czech Republic
http://www.vse.cz/
RePEc:edi:uevsecz (more details at EDIRC)

(50%) Česká Národní Banka

Praha, Czech Republic
http://www.cnb.cz/
RePEc:edi:cnbgvcz (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Martin Casta, 2022. "How Credit Improves the Exchange Rate Forecast," Working Papers 2022/7, Czech National Bank.
  2. Martin Casta, 2021. "Deriving Equity Risk Premium Using Dividend Futures," Working Papers 2021/1, Czech National Bank.
  3. Martin Hodula & Jan Janku & Martin Casta & Adam Kucera, 2020. "On the Determinants of Life and Non-Life Insurance Premiums," Working Papers 2020/8, Czech National Bank.

Articles

  1. Martin Hodula & Jan Janků & Martin Časta & Adam Kučera, 2023. "On the macrofinancial determinants of life and non-life insurance premiums," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 48(4), pages 760-798, October.

Chapters

  1. Martin Časta, 2024. "Identifying Supply and Demand Shocks Using Dynamic Principal Component Analysis," Springer Proceedings in Business and Economics, in: David Procházka (ed.), Financial Markets and Corporate Reporting under Geopolitical Risks, chapter 0, pages 1-16, Springer.
  2. Milan Szabo & Zlatuse Komarkova & Martin Casta, 2020. "Vulnerable growth: Bayesian GDP-at-Risk," Occasional Publications - Chapters in Edited Volumes,, 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

    Sorry, no citations of working papers recorded.

Articles

  1. Martin Hodula & Jan Janků & Martin Časta & Adam Kučera, 2023. "On the macrofinancial determinants of life and non-life insurance premiums," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 48(4), pages 760-798, October.

    Cited by:

    1. Lee, Hangsuck & Ha, Hongjun & Lee, Minha, 2024. "A sharing rule for multi-period interest-sensitive insurance contracts," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).

Chapters

    Sorry, no citations of chapters recorded.

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 3 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-FDG: Financial Development and Growth (2) 2021-02-01 2022-09-19. Author is listed
  2. NEP-FOR: Forecasting (1) 2022-09-19. Author is listed
  3. NEP-IAS: Insurance Economics (1) 2021-02-01. Author is listed
  4. NEP-MAC: Macroeconomics (1) 2021-02-01. Author is listed
  5. NEP-MON: Monetary Economics (1) 2022-09-19. Author is listed
  6. NEP-OPM: Open Economy Macroeconomics (1) 2022-09-19. Author is listed
  7. NEP-RMG: Risk Management (1) 2021-02-01. Author is listed
  8. NEP-UPT: Utility Models and Prospect Theory (1) 2021-06-14. Author is listed

Corrections

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