Printed from https://ideas.repec.org/s/prg/jnlwps.html
Content
2023
- 5.008 Concepts of Housing Affordability Measurements
by David Mazáček - 5.007 A Comparison of Neural Networks and Bayesian MCMC for the Heston Model Estimation (Forget Statistics - Machine Learning is Sufficient!)
by Jiří Witzany & Milan Fičura - 5.006 The words have power: the impact of news on exchange rates
by Teona Shugliashvili - 5.005 Copula-Based Trading of Cointegrated Cryptocurrency Pairs
by Masood Tadi & Jiří Witzany - 5.004 Changes to Bank Capital Ratios and their Drivers Prior and During COVID-19 Pandemic: Evidence from EU
by Pavel Jankulár & Zdeněk Tůma - 5.003 Impact of size and volume on cryptocurrency momentum and reversal
by Milan Fičura - 5.001 Machine Learning Applications to Valuation of Options on Non-liquid Markets
by Jiří Witzany & Milan Fičura
2022
- 5.002 Key determinants of new residential real estate prices in Prague
by David Mazáček & Jiří Panoš - 4.009 Macroeconomic implications of oil price shocks to emerging economies: a Markov regime-switching approach
by Sophio Togonidze & Evžen Kočenda - 4.008 ECB monetary policy and commodity prices
by Shahriyar Aliev & Evžen Kočenda - 4.006 Application of the XGBoost algorithm and Bayesian optimization for the Bitcoin price prediction during the COVID-19 period
by Jakub Drahokoupil - 4.005 Macroeconomic Responses of Emerging Market Economies to Oil Price Shocks: An Analysis by Region and Resource Profile
by Sophio Togonidze & Evžen Kočenda - 4.003 Profit smoothing of European banks under IFRS 9
by Oľga Jakubíková
2021
- 4.007 Attractiveness of Chinese Bonds Financing Climate and Environmental Projects
by Karel Janda & Binyi Zhang - 4.004 Determinants of NMD Pass-Through Rates in Eurozone Countries
by Milan Fičura & Jiří Witzany - 4.002 Modelling of mortgage debt´s determinants: the case of the Czech Republic
by Lukáš Fiala - 4.001 Return and volatility spillovers between Chinese and U.S. Clean Energy Related Stocks: Evidence from VAR-MGARCH estimations
by Karel Janda & Ladislav Kristoufek & Binyi Zhang - 3.003 Ifrs 9 And It´S Behaviour In The Cycle: The Evidence On The Eu Countries
by Oľga Pastiranová & Jiří Witzany
2020
- 3.002 Variance Gamma process in the option pricing model
by Jakub Drahokoupil - 3.001 Banking Supervision and Risk-Adjusted Performance inthe Host Country Environment
by Karel Janda & Oleg Kravtsov - 2.004 Recovery process optimization using survival regression
by Jiří Witzany & Anastasiia Kozina - 2.003 The impact of renewable energy and technology innovation on Chinese carbon dioxide emissions
by Janda Karel & Binyi Zhang - 2.002 The impact of low interest rates on banks' non-performing loans
by Matěj Maivald & Petr Teplý
2019
2017
- 2.001 Stressing of Migration Matrices for IFRS 9 and ICAAP Calculations
by Jiří Witzany