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Default predictors and credit scoring models for retail banking
Kočenda, Evžen; Vojtek, Martin - 2009
at the retail banking market. Parametric and non- parametric approaches are employed to produce three models using …
Persistent link: https://www.econbiz.de/10003910674
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Incomplete specialization and offshoring across Europe
Frensch, Richard; Hanousek, Jan; Kočenda, Evžen - 2012
Recent empirical studies have been searching for evidence on and driving forces for offshoring. Frequently, this has been done by analyzing gross trade flows related to offshore activities using gravity equations augmented by ad hoc measures of supply-side country differences. This paper...
Persistent link: https://www.econbiz.de/10009535108
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The impact of macro news and central bank communication on emerging European forex markets
Égert, Balázs; Kočenda, Evžen - 2013
the exchange rates of three Central and Eastern European (CEE) currencies against the euro. First we estimate the nominal …
Persistent link: https://www.econbiz.de/10009764449
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Intraday effect of news on emerging European forex markets : an event study analysis
Kočenda, Evžen; Moravcová, Michala - 2018
.S. dollar is a base currency the impact of the news is larger than in the case of the euro, (vii) announcements on ECB monetary …
Persistent link: https://www.econbiz.de/10011902959
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Financial stability in Europe : banking and sovereign risk
Brůha, Jan; Kočenda, Evžen - 2017
employ four different indicators of sovereign risk (including market- and opinion-based assessments), a rich set of …
Persistent link: https://www.econbiz.de/10011646829
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Media treatment of monetary policy surprises and their impact on firms' and consumers' expectations
Pinter, Julien; Kočenda, Evžen - 2023
monetary policy surprise measures in the euro area to identify exogenous changes in monetary policy stances. We then analyze …
Persistent link: https://www.econbiz.de/10014267174
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Volatility transmission in emerging European foreign exchange markets
Bubák, Vít; Kočenda, Evžen; Zikes, Filip - 2010
This paper studies the dynamics of volatility transmission between Central European currencies and euro/dollar foreign … significant spillovers running from euro/dollar to the Central European foreign exchange markets. To measure the overall magnitude … spillover index, and show that volatility spillovers tend to increase in periods characterized by market uncertainty. -- foreign …
Persistent link: https://www.econbiz.de/10003969723