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Content
May 2015, Volume 65, Issue 3
- 254-270 International Dependence and Contagion across Asset Classes: The Case of Poland
by Michal Adam & Piotr Banbula & Michal Markun
March 2015, Volume 65, Issue 2
- 106-126 Interactions of Unconventional Monetary Policy Measures with the Euro Area Yield Curve
by Lubomira Gertler
April 2015, Volume 65, Issue 2
- 106-126 Systemic Sovereign Risk and Asset Prices: Evidence from the CDS Market, Stressed European Economies and Nonlinear Causality Tests
by Nicholas Apergis & Ahdi Noomen Ajmi - 144-166 Systemic Sovereign Risk and Asset Prices: Evidence from the CDS Market, Stressed European Economies and Nonlinear Causality Tests
by Antonio Blanco-Oliver & Ana Irimia-Dieguez & María Oliver-Alfonso & Nicholas Wilson - 167-190 Systematic Risk Changes, Negative Realized Excess Returns and Time-Varying CAPM Beta
by Jiri Novak
January 2015, Volume 65, Issue 1
- 2-29 Forecasting Inflation with a Simple and Accurate Benchmark: The Case of the US and a Set of Inflation Targeting Countries
by Pablo M. Pincheira & Carlos A. Medel - 30-54 Estimation and Performance Assessment of Value-at-Risk and Expected Shortfall Based on Long-Memory GARCH-Class Models
by Chaker Aloui & Hela BEN HAMIDA - 55-83 The Effects of the Euro Area Entrance on the Monetary Transmission Mechanism in Slovakia in Light of the Global Economic Recession
by Jan Klacso
December 2014, Volume 64, Issue 6
- 434-456 Capital Controls and the Determinants of Entrepreneurship
by Christopher Andrew Hartwell - 457-475 Historical Analysis of Monetary Policy Reaction Functions: Do Real-Time Data Matter?
by Jan Capek - 476-500 Effects of Price Shocks on Consumer Demand: Estimating the QUAIDS Demand System on Czech Household Budget Survey Data
by Kamil Dybczak & Peter Tóth & David Voòka - 501-521 Institutions, Policy and Banking Sector Development: A Reassessment
by Ioannis FILIPPIDIS & Constantinos KATRAKILIDIS
November 2014, Volume 64, Issue 5
- 352-373 Risk-Return Convergence in CEE Stock Markets: Structural Breaks and Market Volatility
by Eduard Baumöhl & Štefan Lyócsa - 374-391 Capital Income Taxation and Risk-Taking under Prospect Theory: The Continuous Distribution Case
by Jaroslava Hlouskova & Jana Mikocziova & Rudolf Sivak & Peter Tsigaris - 392-406 Housing Wealth Effect on Personal Consumption: Empirical Evidence from European Post-Transition Economies
by Anita Èeh Èasni - 407-431 An Empirical Analysis of Welfare Dependence in the Czech Republic
by Martin Guzi
September 2014, Volume 64, Issue 4
- 282-295 Interest Rate and Exchange Rate Forecasting in the Czech Republic: Do Analysts Know Better than a Random Walk?
by Hamid Baghestani & Liliana Danila - 296-311 Effectiveness of Portfolio Diversification and the Dynamic Relationship between Stock and Currency Markets in the Emerging Eastern European and Russian Markets
by Yen-Hsien Lee & Hao Fang & Wei-Fan SU - 312-329 Financing Behavior of Romanian Listed Firms in Adjusting to the Target Capital Structure
by Gabriela Brendea - 330-350 The Dynamics of Sovereign Credit Default Swaps and the Evolution of the Financial Crisis in Selected Central European Economies
by Agata Kliber
June 2014, Volume 64, Issue 3
- 190-212 Fiscal Councils and Economic Volatility
by Adam Geršl & Martina Jašová & Jan Zápal - 213-232 Pension Demand and Utility: The Life Annuity Puzzle
by Tomáš Cipra - 233-245 A Duration Dependent Rating Migration Model: Real Data Application and Cost of Capital Estimation
by Biase di Giuseppe & Guglielmo D'Amico & Jacques Janssen & Raimondo Manca - 246-273 Consumer Demand System Estimation and Value Added Tax Reforms in the Czech Republic
by Petr Janský
March 2014, Volume 64, Issue 2
- 100-119 Interactions between Real Estate and Equity Markets: an Investigation of Linkages in Developed and Emerging Countries
by Anita CEH CASNI & Maruska VIZEK - 120-143 Productivity and Efficiency Evaluation of US Mutual Funds
by Mohammad Reza TAVAKOLI BAGHDADABAD & Afsaneh NOORI HOUSHYAR - 144-159 Grouping Stock Markets with Time-Varying Copula-GARCH Model
by Anna CZAPKIEWICZ & Pawel MAJDOSZ - 160-176 Income, Schooling and Housing Wealth during Economic Reforms
by Jarko FIDRMUC & Matus SENAJ
February 2014, Volume 64, Issue 1
- 2-29 Monetary and Fiscal Policy Interaction with Various Degrees of Commitment
by Andrew HUGHES HALLETT & Jan LIBICH & Petr STEHLÍK - 30-58 An Empirical Analysis of the Relationship between Fiscal Decentralization and the Size of Government
by Silvia GOLEM & Lena MALEŠEVIC PEROVIC - 59-78 Does Hysteresis Exist in Unemployment? New Findings from Fourteen Regions of the Czech Republic
by Fumitaka FURUOKA - 79-95 Does Stock Liquidity Explain the Premium for Stock Price Momentum?
by Jiri NOVAK
December 2013, Volume 63, Issue 6
- 474-504 Distribution of Average, Marginal and Participation Tax Rates among Czech Taxpayers: Results from a TAXBEN Model
by Libor Dousek & Klara Kaliskova & Daniel Munich - 505-536 Dynamic Stress Testing: The Framework for Assessing the Resilience of the Banking Sector Used by the Czech National Bank
by Adam Gersl & Petr Jakubik & Tomas Konecny & Jakub Seidler - 537-558 Financial Crises, Concentration and Efficiency: Effects on Performance and Risk of Banks
by Sergio SANFILIPPO AZOFRA & Maria CANTERO SAIZ & Begona TORRE OLMO & Carlos LOPEZ GUTIERREZ
November 2013, Volume 63, Issue 5
- 406-406 Editorial to the Special Issue on Financial Markets in Central Europe
by Jozef Barunik & Roman Horvath - 407-424 Long-term Memory in Electricity Prices: Czech Market Evidence
by Ladislav KRISTOUFEK & Petra LUNACKOVA - 425-442 Can We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets
by Krenar AVDULAJ & Jozef BARUNIK - 443-453 Contagion among Central and Eastern European Stock Markets during the Financial Crisis
by Jozef BARUNÍK & Lukáš VÁCHA - 454-464 Central Bank Communication and Interest Rates: The Case of the Czech National Bank
by Roman HORVATH & Pavel KARAS
August 2013, Volume 63, Issue 4
- 308-326 Loan Loss Provisioning in Selected European Banking Sectors: Do Banks Really Behave in a Procyclical Way?
by Jan FRAIT & Zlatuše KOMÁRKOVÁ - 327-359 Ranking of VaR and ES Models: Performance in Developed and Emerging Markets
by Saša ŽIKOVIÆ & Randall K. FILER - 360-381 CEE Transition from PAYG to Private Pensions: Income Gaps and Asset Allocation
by Ales S. BERK & Mitja COK & Marko KOSAK & Joze SAMBT - 382-397 Party Control in China’s Listed Firms
by Wei YU
July 2013, Volume 63, Issue 3
- 226-243 The Impact of Basel III on Lending Rates of EU Banks
by Barbora SUTOROVA & Petr TEPLY - 244-261 Revisions to the Czech National Accounts: Properties and Predictability
by Marek RUSNAK - 262-287 Analysis of Private R&D Effects in a CGE Model with Capital Varieties: The Case of the Czech Republic
by Zuzana KRISTKOVA - 288-302 Sourcing Patterns of FDI Activity and Their Impact on the Domestic Economy
by Pavla NIKOLOVOVÁ
May 2013, Volume 63, Issue 2
- 108-128 Changes in the Czech Wage Structure: Does Immigration Matter?
by Kamil DYBCZAK & Kamil GALUSCAK - 129-151 Troubles in the Euro Area Periphery: The View through the Lens of a Simple Convergence-Sensitive Optimum Currency Area Index
by Michal SKOREPA - 152-179 Determinants of Commercial Banks’ Efficiency: Evidence from 11 CEE Countries
by Dana PANCUROVA & Stefan LYOCSA - 180-196 Business Cycle Synchronization through the Lens of a DSGE Model
by Martin SLANICAY - 197-219 Agency Problems and Synergistic Effects in Romania: The Determinants of the Control Premium
by Victor DRAGOTA & Carmen LIPARA & Radu CIOBANU
March 2013, Volume 63, Issue 1
- 2-4 Financial Linkages and Financial Stability (Introduction)
by Zdenek Tuma - 5-24 Analysis of Sovereign Risk Market Indicators: The Case of the Czech Republic
by Zlatuse Komarkova & Jitka Lesanovska & Lubos Komarek - 25-45 Financial Integration at Times of Financial Instability
by Jan Babecky & Lubos Komarek & Zlatuse Komarkova - 46-64 Financial Stress Spillover and Financial Linkages between the Euro Area and the Czech Republic
by Tomas Adam & Sona Benecka - 65-86 Testing for Causality in Mean and Variance between the Stock Market and the Foreign Exchange Market: An Application to the Major Central and Eastern European Countries
by Sinem Derindere KOSEOGLU & Emrah Ismail CEVIK - 87-105 Bank Stress Tests as an Information Device for Emerging Markets: The Case of Russia
by Zuzana Fungacova & Petr Jakubik
December 2012, Volume 62, Issue 6
- 478-484 Is the U.S. Fed Voting Record Informative about Future Monetary Policy?
by Roman Horvath & Katerina Smidkova & Jan Zapal - 485-504 Time-Varying Betas of Banking Sectors
by Tomas Adam & Sona Benecka & Ivo Jansky - 505-517 Are Market Center Trading Cost Measures Reliable?
by Ryan GARVEY & Fei WU - 518-535 The Role of Fees in Pension Fund Performance. Evidence from Spain
by Mercedes Alda & Luis Ferruz
November 2012, Volume 62, Issue 5
- 398-412 Do Confidence Indicators Help Predict Economic Activity? The Case of the Czech Republic
by Roman Horvath - 413-429 Monetary Policy Implications of Financial Frictions in the Czech Republic
by Jakub Rysanek & Jaromir Tonner & Stanislav Tvrz & Osvald Vasicek - 430-449 Nonparametric Verification of GARCH-Class Models for Selected Polish Exchange Rates and Stock Indices
by Piotr Fiszeder & Witold Orzeszko - 450-470 Time-Varying Risk Premium in the Czech Capital Market: Did the Market Experience a Structural Shock in 2008–2009?
by Vit Posta
August 2012, Volume 62, Issue 4
- 306-324 Foreign Ownership and Corporate Performance: The Czech Republic at EU Entry
by Stepan Jurajda & Juraj Stancik - 325-346 How to Improve the Quality of Stress Tests through Backtesting
by Adam Gersl & Jakub Seidler - 347-367 Financial Development and Economic Growth in Poland in Transition: Causality Analysis
by Henryk Gurgul & £ukasz Lach - 368-390 The Dynamics of Return Comovement and Spillovers Between the Czech and European Stock Markets in the Period 1997–2010
by Silvo Dajcman
July 2012, Volume 62, Issue 3
- 200-225 The Bright and the Dark Side of Cross-Border Banking Linkages
by Martin Cihak & Sonia Munoz & Ryan Scuzzarella - 226-251 Sustainable Real Exchange Rates in the New EU Member States: What Did the Great Recession Change?
by Jan Babecky & Ales Bulir & Katerina Smidkova - 252-277 Survey of Research on Financial Sector Modeling within DSGE Models: What Central Banks Can Learn from It
by František Brazdik & Michal Hlavacek & Aleš Marsal - 278-296 The Dynamics of Deposit Euroization in European Post-transition Countries: Evidence from Threshold VAR
by Marina Tkalec
May 2012, Volume 62, Issue 2
- 106-124 DEA-Risk Efficiency and Stochastic Dominance Efficiency of Stock Indices
by Martin Branda & Miloš Kopa - 125-140 Dynamic Multi-Factor Credit Risk Model with Fat-Tailed Factors
by Petr Gapko & Martin Smid - 141-161 International Equity Portfolio Risk Modeling: The Case of the NIG Model and Ordinary Copula Functions
by Ales Kresta & Tomas Tichy - 162-179 Market Application of the Fuzzy-Stochastic Approach in the Heston Option Pricing Model
by Gianna Figa-Talamanca & Maria Letizia Guerra - 180-196 Independent Spike Models: Estimation and Validation
by Erik Lindström & Fredric Regland
February 2012, Volume 62, Issue 1
- 2-26 Price-Level Targeting–A Real Alternative to Inflation Targeting?
by Jiri Bohm & Jan Filacek - 27-43 Taxes and Benefits: Work Incentive Effects of Policies
by Kamil Galuscak & Jan Pavel - 44-67 The Most Efficient Czech SME Sectors: An Application of Robust Data Envelopment Analysis
by Jan Prusa - 66-90 Cointegration and Extreme Value Analyses of Bovespa and the Istanbul Stock Exchange
by Ceylan Onay & Gözde Ünal
December 2011, Volume 61, Issue 6
- 530-544 Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group
by Eduard Baumöhl & Štefan Lyócsa & Tomáš Výrost - 545-565 Monetary Policy Rules with Financial Instability
by Sofía Bauducco & Aleš Bulir & Martin Èihák - 566-583 Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators
by Katerina Arnostova & David Havrlant & Luboš Rùžièka & Peter Tóth - 584-600 Are House Prices Characterized by Threshold Effects? Evidence from Developed and Post-Transition Countries
by Petra Posedel & Maruška Vizek
November 2011, Volume 61, Issue 5
- 411-431 An Announced Regime Switch: Optimal Policy for the Transition Period
by František Brázdik - 434-449 An Empirical Small Labor Market Model for the Czech Economy
by Jan Brùha - 453-466 A Note on the Role of the Natural Condition of Control in the Estimation of DSGE Models
by Martin Fukaè & Vladimír Havlena - 467-483 The Impact of Early Retirement Incentives on Labor Market Participation: Evidence from a Parametric Change in the Czech Republic
by David Kocourek & Filip Pertold - 486-507 How to Measure the Quality of Credit Scoring Models
by Martin Rezac & Frantisek Rezac - 510-524 Parameter Drifting in a DSGE Model Estimated on Czech Data
by Jaromir Tonner & Jiri Polansky & Osvald Vašíèek
August 2011, Volume 61, Issue 4
- 306-326 Effects of Fiscal Consolidation in the Czech Republic
by Vladimir Klyuev & Stephen Snudden - 327-347 Labor Supply after Transition: Evidence from the Czech Republic
by Alena Bièáková & Jiøí Slaèálek & Michal Slavík - 348-366 Assessment of Consensus Forecasts Accuracy: The Czech National Bank Perspective
by Filip Novotný & Marie Raková - 367-383 The Hybrid Phillips Curve: Empirical Evidence from Transition Economies
by Martina Basarac & Blanka Škrabiæ & Petar Soriæ - 384-402 Does Non-linearity Matter in Retail Credit Risk Modeling?
by Timotej Jagric & Vita Jagric & Davorin Kracun
July 2011, Volume 61, Issue 3
- 204-229 Detecting Information-Driven Trading in a Dealers Market
by Jan Hanousek & František Kopøiva - 230-251 The Determinants of Financial Euroization in a Post-Transition Country: Do Threshold Effects Matter?
by Marijana Ivanov & Marina Tkalec & Maruška Vizek - 252-276 The Efficiency of EU Merger Control During the Period 1990–2008
by Goran Serdareviæ & Petr Teplý - 277-304 Modeling Comovement among Emerging Stock Markets: The Case of Budapest and Istanbul
by Numan Ülkü
June 2011, Volume 61, Issue 2
- 118-139 Testing Multi-Factor Asset Pricing Models in the Visegrad Countries
by Borys, Magdalena Morgese Borys - 140-152 Ex-Dividend Day Returns when Dividend and Capital Gains are Taxed at the Same Rate
by Josef García Blandón & M?nica Martínez Blasco & Josef Argiles Bosch - 153-172 The Financial Crisis and the Stock Markets of the CEE Countries
by Renatas Kizys & Christian Pierdzioch - 173-190 Size and Value Premium in International Portfolios: Evidence from 15 European Countries
by Ayesha Afzal & Nawazish Mirza
January 2011, Volume 61, Issue 1
- 5-33 Monetary Policy in a Small Economy after Tsunami: A New Consensus on the Horizon?
by Jan Frait & Luboš Komárek & Zlatuše Komárková - 34-48 The Classification and Identification of Asset Price Bubbles
by Lubos Komarek & Ivana Kubicová - 49-66 Is There a Real Estate Bubble in the Czech Republic?
by Petr Zemcik - 67-91 Regional Analysis of Housing Price Bubbles and Their Determinants in the Czech Republic
by Michal Hlaváèek & Luboš Komárek - 92-116 Real Implications of Bursting Asset Price Bubbles in Economies with Bank Credit
by Alexis Derviz
December 2010, Volume 60, Issue 6
- 480-500 The Role of Inflation Persistence in the Inflation Process in the New EU Member States
by Michal Franta & Branislav Saxa & Kateøina Šmídková - 501-518 Fiscal Policy Reaction in the Short Term for Assessing Fiscal Sustainability in the Long Runin Central and Eastern European Countries
by Emilia Câmpeanu & Andreea Stoian - 519-533 Volatility Spillovers between Stock and Currency Markets: Evidence from Emerging Eastern Europe
by Elena Fedorova & Kashif Saleem - 534-544 The Lending-Deposit Rate Relationship in Eastern European Countries: Evidence from the Rank Test for Non-linear Cointegration
by Hsu-Ling Chang & Chi-Wei Su - 545-560 Securitization of Longevity and Mortality Risk
by Tomas Cipra
December 2010, Volume 60, Issue 5
- 378-399 Generational Accounting in European Health Care Systems
by Kateøina Pavloková & David Prušvic - 400-413 A Look Back at the 2008 Financial Crisis: The Disconnect between Credit and Market Risks
by Jeong-Gil Choi & Pat Obi & Shomir Sil - 414-425 Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects
by Eduard Baumöhl & Tomáš Výrost - 426-446 Fundamentals and the Origin of Fama-French Factors: The Case of the Spanish Market
by Francisco J. De Pena & Carlos Forner & Germán López-Espinosa - 447-460 CAPM Beta, Size, Book-to-Market, and Momentum in Realized Stock Returns
by Jiri Novak & Dalibor Petr
November 2010, Volume 60, Issue 4
- 294-306 Measuring Excessive Risk-Taking in Banking
by Jiri Podpiera & Laurent Weill - 307-335 The Czech Treasury Yield Curve from 1999 to the Present
by Kamil Kladívko - 336-354 Country Creditor Rights, Information Sharing, and Commercial Banks’ Profitability
by Borja Amor-Tapia & María T. Tascón & José L. Fanluj
August 2010, Volume 60, Issue 3
- 194-212 The Euro Adoption Debate Revisited: The Czech Case
by Jaromír Hurník & Zdenìk Tùma & David Vávra - 213-225 Purchasing Power Parity in CEE and Post-War Former Yugoslav States
by Robert J. Sorona & Josip Tica - 226-251 What Are the Driving Forces of Individuals’ Retirement Savings?
by Sara Fernandéz-López & Luis Otero & David Rodeiro & Milagros Vivel - 252-268 On Deficiencies and Possible Improvements of the Basel II Unexpected Loss Single-Factor Model
by Jiøí Witzany
May 2010, Volume 60, Issue 2
- 102-121 Corporate Philanthropy in the Czech and Slovak Republics
by Jan Hanousek & Evžen Koèenda & Katarína Svítková - 122-137 Does ADR Listing Affect the Dynamics of Volatility in Emerging Markets?
by Mehmet Umutlu & Aslihan Altay-Salih - 138-150 Institutional Compliance by Firms in Transition Economies
by Jorge Guillen & Paola Vargas - 151-174 Meta-Analysis of Intra-Industry FDI Spillovers: Updated Evidence
by Tomáš Havránek & Zuzana Iršová
February 2010, Volume 60, Issue 1
- 2-21 Volatility Regimes in Central and Eastern European Countries’ Exchange Rates
by Michael Frömmel - 22-39 Exchange Rate Risk in Central European Countries
by Evžen Koèenda & Tigran Poghosyan - 40-57 Co-Integration between Mortgage Markets in the Monetary Union: 1995–2008
by Carmen López Andión & José Manuel Maside Sanfiz & Ma Celia López Penabad - 58-72 Doctor-Visit Co-Payment Exemption for Children: First Look at the Data
by Jan Zápal
December 2009, Volume 59, Issue 6
- 502-506 Financial Crisis (introduction)
by Martin Cihak - 507-521 Financial Spillovers to Emerging Markets during the Global Financial Crisis
by Nathaniel Frank & Heiko Hesse - 522-540 Regional Financial Interlinkages and Financial Contagion within Europe
by Zsófia Arvai & Karl Driessen & Ínci Ötker-Robe - 541-553 The Financial Crisis and European Emerging Economies
by Martin Èihák & Srobona Mitra - 554-576 Financial Stability in the Baltics
by Mejra Festiæ & Sebastijan Repina - 577-592 Liquidity Risk and Banks’ Bidding Behavior: Evidence from the Global Financial Crisis
by Adam Geršl & Zlatuše Komárková
December 2009, Volume 59, Issue 5
- 396-409 The Economic and Financial Determinants of Carbon Prices
by Carlo Carraro & Alice Favero - 410-425 Corporate Environmental Management in Transition Economies: The Case of Central and Eastern Europe
by Jorge H. García & Randy Bluffstone & Thomas Sterner - 426-441 Environmental Policy Flexibility, Search and Innovation
by Ivan Hašèiè & Nick Johnstone & Margarita Kalamova - 442-459 Increasing Energy and Resource Efficiency through Innovation: An Explorative Analysis Using Innovation Survey Data
by Klaus Rennings & Christian Rammer - 460-491 Analyzing Macroeconomic Effects of Environmental Taxation in the Czech Republic with the Econometric E3ME Model
by Milan Scasny & Vitezslav Pisa & Hector Pollit & Unnada Chewpreecha
Oktober 2009, Volume 59, Issue 4
- 292-308 Reforming Pensions in Europe: Economic Fundamentals and Political Factors
by Ondøej Schneider - 309-333 Pension Reform through Voluntary Opt-Out: The Czech Case
by Robert Jahoda & Jiøí Špalek - 334-359 Distribution and Dynamics of Central-European Exchange Rates: Evidence from Intraday Data
by Vít Bubák & Filip Žikeš - 360-382 Modeling Bank Loan LGD of Corporate and SME Segments: A Case Study
by Radovan Chalupka & Juraj Kopecsni
August 2009, Volume 59, Issue 3
- 190-215 Central Bank Losses and Economic Convergence
by Martin Cincibuch & Tomáš Holub & Jaromír Hurník - 216-228 Determinants of Foreign Currency Borrowing in the New Member States of the EU
by Christoph Rosenberg & Marcel Tirpák - 229-254 Output Volatility in Emerging Market and Developing Countries: What Explains the “Great Moderation” of 1970-2003?
by Dalia S. Hakura - 255-274 The Minimum Wage: Labor Market Consequences in the Czech Republic
by Kamila Fialová & Martina Mysíková
June 2009, Volume 59, Issue 2
- 102-127 Assessing Inflation Persistence: Micro Evidence on an Inflation Targeting Economy
by Jan Babecký & Fabrizio Coricelli & Roman Horváth - 128-136 The Determinants of the Interest Rate Margins of Czech Banks
by Roman Horváth - 137-152 Transmission of Exchange Rate Shocks into Domestic Inflation: The Case of the Czech Republic
by Oxana Babecká-Kucharèuková - 153-164 Emerging Market Countries Don’t Believe in Fiscal Stimuli: Should We Blame Ricardo?
by Aleš Bulíø & Andrew Swiston - 165-172 Revisiting the Government Revenue-Expenditure Nexus: Evidence from 15 OECD Countries Based on the Panel Data Approach
by Tsangyao Chang & Gengnan Chiang
January 2009, Volume 59, Issue 1
- 2-19 Global and Local Sources of Risk in Eastern European Emerging Stock Markets
by Elena Fedorova & Mika Vaihekoski - 20-40 Implied Market Loss Given Default in the Czech Republic: Structural-Model Approach
by Jakub Seidler & Petr Jakubík - 41-70 Mapping Regional Personal Income Distribution in Western Europe: Income Per Capita and Inequality
by Andrés Rodríguez-Pose & Vassilis Tselios - 71-86 Time Discounting, Education, and Growth: Evidence and a Simple Model
by Michal Bauer & Julie Chytilová
December 2008, Volume 58, Issue 11-12
- 502-524 The Perils of Tax Smoothing: Sustainable Fiscal Policy with Random Shocks to Permanent Output
by Evan Tanner & Kevin Carey - 525-553 Monetary Policy Efficiency in the Economies of Central Asia
by Asel Isaková - 554-575 Financial Market Access and Capital Income Inequality
by pellicer.miquel@gmail.com
December 2008, Volume 58, Issue 09-10
- 398-405 Hits and Misses: Ten Years of Czech Inflation Targeting (Introduction)
by Katerina Smidkova & Aleš Bulíø - 406-424 Inflation Target Fulfillment in the Czech Republic in 1998–2007: Some Stylized Facts
by Juraj Antal & Michal Hlaváèek & Tomáš Holub - 425-433 Causes of Deviations from the CNB’s Inflation Targets: An Empirical Analysis
by Tomáš Holub - 434-453 Do Central Bank Forecast Errors Contribute to the Missing of Inflation Targets? The Case of the Czech Republic
by Juraj Antal & Michal Hlaváèek & Roman Horváth - 454-469 The History of Inflation Targeting in the Czech Republic Through the Lens of a Dynamic General Equilibrium Model
by Jaromír Hurník & Ondøej Kameník & Jan Vlèek - 470-481 Asymmetric Monetary Policy in the Czech Republic?
by Roman Horváth - 482-492 Undershooting of the Inflation Target in the Czech Republic: The Role of Inflation Expectations
by Roman Horváth
Oktober 2008, Volume 58, Issue 07-08
- 298-317 The Role of Inflation Expectations in the New EU Member States: Consumer Survey Based Results
by Konstantins Benkovskis - 318-328 Inflation Differentials in New EU Member States: Empirical Evidence
by Roman Horváth & Kamila Koprnická - 329-357 Policy Risk in Action: Pension Reforms and Social Security Wealth in Hungary, Czech Republic, and Slovakia
by Libor Dušek & Juraj Kopecsni - 358-376 How Do Neural Networks Enhance the Predictability of Central European Stock Returns?
by Jozef Baruník
August 2008, Volume 58, Issue 05-06
- 210-230 Measuring the Financial Markets’ Perception of EMU Enlargement: The Role of Ambiguity Aversion
by Martin Cincibuch & Matrina Horníková - 232-247 Productivity, Export Performance, and Financing of the Czech Corporate Sector: The Effects of Foreign Direct Investment
by Adam GERŠL - 248-260 Estimating the Dynamics of Weak Efficiency on the Prague Stock Exchange Using the Kalman Filter
by Vít Pošta - 261-275 Application of the American Real Flexible Switch Options Methodology A Generalized Approach
by Zdenìk Zmeškal
May 2008, Volume 58, Issue 03-04
- 106-130 Rent Extraction by Large Shareholders: Evidence Using Dividend Policy in the Czech Republic
by Jan Bena & Jan Hanousek - 131-151 The Banking Sector and Macroeconomic Performance in Central European Economies
by Merja Festiæ & Jani Bekõ - 152-165 Transmission Channels, Risk Sharing, and EMU Dispersions
by Emil Stavrev - 166-194 Exchange Rate Management and Inflation Targeting: Modeling the Exchange Rate in Reduced-Form New Keynesian Models
by Jaromír Beneš & Jaromír Hurník & David Vávra
January 2008, Volume 58, Issue 01-02
- 2-20 Stock Market Integration and the Speed of Information Transmission
by Alexandr Èerný & Michal Koblas - 21-37 Influence of Secondary Offerings on the Liquidity and Trading Activity of Stocks Outstanding
by Miguel A. Acedo & Fco. Javier Ruiz & Rafael Santamaría - 38-56 Competition and Relative Prices when the Exchange Rate Changes: Evidence from Exporting Companies
by Jiøí Podpiera & Marie Raková - 57-67 What Explains Growth and Inflation Dispersions in EMU?
by Emil Stavrev - 68-81 Small Businesses and the Shadow Economy
by Bojan Nastav & Štefan Bojnec - 82-89 The 2007 Nobel Prize in Economics: Mechanism Design Theory
by Martin Èihák
December 2007, Volume 57, Issue 11-12
- 490-498 The Science and Art of Monetary-Policy Communication
by Martin Èihák - 499-520 Monetary-Policy Communication: The Experience of the Swedish Riksbank
by Mikael Apel & Anders Vredin - 521-539 Some Benefits of Monetary-Policy Transparency in New Zealand
by Aron Drew & Özer Karagedikli - 540-557 Striving to Be “Clearly Open” and “Crystal Clear”: Monetary Policy Communication of the CNB
by Kateøina Šmídková & Aleš Bulíø - 558-576 Why Central Bankers Should Disclose: Interest Rate Forecast
by Jan Filacek & Luboš Komárek & Petr Král