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The Nobel Prize Laureates, 2003

Komárek, Luboš - In: Czech Journal of Economics and Finance (Finance a uver) 54 (2004) 7-8, pp. 355-356

The article summarizes the main points discussed at the seminar on The Nobel Prize Laureates, 2003, held by the Czech Economic Association in March 2004. The seminar featured two main speakers: Josef Arlt (University of Economics, Prague, and Charles University, Prague), who lectured on the work...

Persistent link: https://www.econbiz.de/10008495635

Srovnání volatility akciových indexu° PX a FTSE 100

Borovička, Adam - In: Acta oeconomica Pragensia : vědecký časopis Vysoke … 19 (2011) 2, pp. 66-88

Persistent link: https://www.econbiz.de/10009375532

Význam modelování a předpovídání volatility časových řad pro tvorbu měnové politiky centrální banky

Arlt, Josef; Radkovský, Štěpán - 1999

Persistent link: https://www.econbiz.de/10001445241

Vliv vnitrodenních makroekonomických zpráv na akciové trhy nových státu° EU

Hanousek, Jan; Kočenda, Evžen - In: Politická ekonomie : teorie, modelování, aplikace 58 (2010) 4, pp. 435-457

Persistent link: https://www.econbiz.de/10008825670

On Estimation of Volatility of Financial Time Series for Pricing Derivatives

Černý, Michal - In: Acta Oeconomica Pragensia 2008 (2008) 4, pp. 12-21

Estimation of volatility of financial time series plays a crucial role in pricing derivatives. Volatility is often … estimated from historical data; however, it is well known that volatility varies in time. We propose a method to choose a … suitable length of historical data to estimate contemporary volatility. The method is based on adaptation of a procedure used …

Persistent link: https://www.econbiz.de/10005036300

Detection of Bank Failures in Transition Economies: The Case of the Czech Republic

Hanousek, Jan; Podpiera, Jiri - In: Czech Journal of Economics and Finance (Finance a uver) 51 (2001) 5, pp. 264-278

This paper studies bank-failure models in the context of transition economies. In order to capture the default risk of banks, data on the structure of retail deposit rates is used to improve the prognostic quality of bank-failure prediction. The Czech bank crisis of 1994?1996, during which 14...

Persistent link: https://www.econbiz.de/10008540711

When to Join the Eurozone: An Empirical Analysis

Barrel, Ray; Holland, Dawn; Šmídková, Kateøina - In: Czech Journal of Economics and Finance (Finance a uver) 53 (2003) 3-4, pp. 98-112

The paper is the first part of a broader empirical study that considers the entry timing of accession economies into the eurozone and their exchange-rate regimes between the EU entry and prior to the eurozone entry. The presented empirical analysis is based on model simulations and on the...

Persistent link: https://www.econbiz.de/10008549713

Which Exchange-Rate Regime in the EMU Accession Period: An Empirical Analysis

Barrel, Ray; Holland, Dawn; Šmídková, Kateøina - In: Czech Journal of Economics and Finance (Finance a uver) 53 (2003) 5-6, pp. 243-260

This study is the second part of larger empirical work focused on the timing of European Monetary Union (EMU) accession and on the selection of a pre-accession exchange-rate regime. The tool of our empirical analysis used in both studies is a model simulation that benefits from a consistent...

Persistent link: https://www.econbiz.de/10008549842

The Applied Econometrics: Theory and Praxis (Roman Hušek and Jan Pelikán) (in Czech)

Kodera, Jan - In: Czech Journal of Economics and Finance (Finance a uver) 54 (2004) 3-4, pp. 171-173

Persistent link: https://www.econbiz.de/10008549904

New methodological approaches to the construction of currency crashes models

Pazour, Michal - In: Politická ekonomie 2004 (2004) 3, pp. 375-388

The large financial crises in the last decade have increased the interest of many economists in searching for some indicators, which can predict speculative attacks on currencies. Most of these studies concern on emerging economies, because they are more vulnerable to such speculative attacks....

Persistent link: https://www.econbiz.de/10005036573