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~person:"Kočenda, Evžen"
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Kočenda, Evžen
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ECONIS (ZBW)
74
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1
Intraday price discovery in emerging European stock markets
Hanousek, Jan
;
Kočenda, Evžen
-
2009
Persistent link: https://www.econbiz.de/10003850151
Saved in:
2
Foreign news and spillovers in emerging European stock markets
Kočenda, Evžen
;
Hanousek, Jan
-
2010
Persistent link: https://www.econbiz.de/10003996339
Saved in:
3
The identification of price jumps
Hanousek, Jan
;
Kočenda, Evžen
;
Novotný, Jan
-
2011
Persistent link: https://www.econbiz.de/10009159418
Saved in:
4
Gold, oil, and stocks : dynamic correlations
Baruník, Jozef
;
Kočenda, Evžen
;
Vácha, Lukáš
-
2015
and become homogenous: the
timing
differs for the three pairs but coincides with the structural breaks that are identified …
Persistent link: https://www.econbiz.de/10010515402
Saved in:
5
Price jumps on European stock markets
Hanousek, Jan
;
Kočenda, Evžen
;
Novotný, Jan
-
2013
Persistent link: https://www.econbiz.de/10010235638
Saved in:
6
Price jump indicators : stock market empirics during the crisis
Novotný, Jan
;
Hanousek, Jan
;
Kočenda, Evžen
-
2013
Persistent link: https://www.econbiz.de/10009788480
Saved in:
7
Gold, oil, and stocks
Barunik, Jozef
;
Kočenda, Evžen
;
Vácha, Lukáš
-
2014
and become homogenous: the
timing
differs for the three pairs but coincides with the structural breaks that are identified …
Persistent link: https://www.econbiz.de/10010407524
Saved in:
8
Asymmetric connectedness of stocks : how does bad and good volatility spill over the US stock market?
Barunik, Jozef
;
Kočenda, Evžen
;
Vácha, Lukáš
-
2014
Asymmetries in volatility spillovers are highly relevant to risk valuation and portfolio diversification strategies in financial markets. Yet, the large literature studying information transmission mechanisms ignores the fact that bad and good volatility may spill over at different magnitudes....
Persistent link: https://www.econbiz.de/10010407529
Saved in:
9
Asymmetric connectedness on the US stock market : bad and good volatility spillovers
Baruník, Jozef
;
Kočenda, Evžen
;
Vácha, Lukáš
-
2015
This paper suggests how to quantify asymmetries in volatility spillovers that emerge due to bad and good volatility. Using data covering most liquid U.S. stocks in seven sectors, we provide ample evidence of the asymmetric connectedness of stocks at the disaggregate level. Moreover, the...
Persistent link: https://www.econbiz.de/10010509638
Saved in:
10
Integration of emerging equity markets : major Asian players
Kočenda, Evžen
;
Hanousek, Jan
- In:
The Korean economic review
14
(
1998
)
1
,
pp. 99-113
Persistent link: https://www.econbiz.de/10001488704
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