Narrow search
Showing 1 - 10 of 131
Cover Image
Financial performance of the Czech private pension scheme : its current position and the comparison with other CEE countries
Hlaváč, Jan - 2011
This paper focuses on the comparison of financial performance of the Czech voluntary private pension scheme with five other reformed private pension schemes in the region of Central Eastern Europe (Bulgaria, Croatia, Hungary, Poland and Slovak Republic). The current state and the recent...
Persistent link: https://www.econbiz.de/10008904701
Cover Image
Improving service performance in banking using quality adjusted data envelopment analysis
Kopecsni, Juraj - 2010
The goal of this research is to describe the application of data envelopment analysis (DEA) to the performance evaluations of bank branches. Special attention is focused on how to incorporate the quality dimension into branch efficiency. DEA will apply to a set of micro-data from a Czech...
Persistent link: https://www.econbiz.de/10008655621
Cover Image
Yield curve dynamics : regional common factor model
Šopov, Boril; Seidler, Jakub - 2010
In this paper, we focus on thorough yield curve modelling. We build on extended classical Nelson-Siegel model, which we further develop to accommodate unobserved regional common factors. We centre our discussion on Central European currencies' yield curves: CZK, HUF, PLN and SKK. We propose a...
Persistent link: https://www.econbiz.de/10008655546
Cover Image
Political pressure on the National Bank of Slovakia
Kukuk, Peter; Geršl, Adam - 2011
This paper analyzes political pressure on the National Bank of Slovakia, using the Havrilesky (1993) methodology based … on media signalling. This methodology allows the pressure on the Central Bank of Slovakia to be compared with the … in Slovakia and prevailance of financial sector representatives as the main commentaries on monetary policy of the …
Persistent link: https://www.econbiz.de/10009301283
Cover Image
The impact of macroeconomic news on Polish and Czech government bond markets
Hausenblas, Václav; Pištora, Vojtěch - 2015
We study the impact of news embedded in scheduled macroeconomic announcements on the government bond market in Poland and the Czech Republic. We conduct an event study on intraday data and time-series regressions using daily data over an eight-year period, distinguishing between effects under...
Persistent link: https://www.econbiz.de/10010529892
Cover Image
The impact of euro adoption on export performance : comparison of the Czech Republic and Slovakia
Polyák, Oliver - 2014
contribution of this research is that we explore the impact of euro introduction on Slovakia, in comparison to the Czech Republic …
Persistent link: https://www.econbiz.de/10010251088
Cover Image
Dynamics in Central Europe : a labor flow approach
Flek, Vladislav; Mysíková, Martina - 2012
We analyze labor market flows and unemployment in the Czech Republic (CR), Slovakia and Poland over the period 2004 …
Persistent link: https://www.econbiz.de/10009512215
Cover Image
Policy risk in action: pension reforms and social security wealth in Hungary, Czech Republic and Slovakia
Dušek, Libor (contributor); Kopecsni, Juraj (contributor) - 2008
We provide evidence on the policy risk of social security in Hungary, Czech Republic and Slovakia by computing the …
Persistent link: https://www.econbiz.de/10003721303
Cover Image
Where have all the alphas gone? : a meta-analysis of hedge fund performance
Yang, Fan; Havránek, Tomáš; Havránková, Zuzana; … - 2024
We examine the factors influencing published estimates of hedge fund performance. Using a sample of 1,019 intercept terms from regressions of hedge fund returns on risk factors (the "alphas") collected from 74 studies, we document a strong downward trend in the reported alphas. The trend...
Persistent link: https://www.econbiz.de/10014521048
Cover Image
How important are foreign shocks in small open economy? : the case of Slovakia
Horváth, Roman (contributor); Rusnák, Marek (contributor) - 2008
transmission mechanism in Slovakia. Subject to various sensitivity checks, we find that contractionary monetary policy shock has a … policy shock on Slovak prices is more powerful than that of the National Bank of Slovakia. Slovak central bank interest rate … shocks ; monetary policy ; Slovakia ; euro area …
Persistent link: https://www.econbiz.de/10003790183