My links
Selected journal articles
2018
- Bankruptcy, Investment, and Financial Constraints: Evidence from the Czech Republic
Jiří Schwarz, Martin Pospíšil
Eastern European Economics, 56(2), 2018
2017
- A Comprehensive Method for House Price Sustainability Assessment in the Czech Republic
Hana Hejlová, Michal Hlaváček, Luboš Komárek
Prague Economic Papers, 26(3), 2017 - Monetary Policy and Macroprudential Policy: Rivals or Teammates?
Simona Malovaná, Jan Frait
Journal of Financial Stability, 32(C), 2017 - Interaction of Capital and Liquidity Regulation in the Banking Sector
Lukáš Pfeiffer, Libor Holub, Zdeněk Pithart, Martin Hodula
Politická ekonomie, 65(5), 2017 - Leverage Ratio and its Impact on the Resilience of the Banking Sector and Efficiency of Macroprudential Policy
Lukáš Pfeiffer, Libor Holub, Zdeněk Pithart, Martin Hodula
Czech Journal of Economics and Finance, 67(4), 2017 - The Sources of Contagion Risk in a Banking Sector With Foreign Ownership
Tomáš Fiala, Tomáš Havránek
Economic Modelling, 60(C), 2017
2016
- Household Resilience to Adverse Macroeconomic Shocks: Evidence from Czech Microdata
Kamil Galuščák, Petr Hlaváč, Petr Jakubík
International Review of Applied Economics, 30(3), 2016 - Analysis of the Commercial Property Prices in the Central European Countries
Michal Hlaváček, Ondřej Novotný, Marek Rusnák
Politická ekonomie, 64(1), 2016 - Credit Spreads and the Links between the Financial and Real Sectors in a Small Open Economy: The Case of the Czech Republic
Tomáš Konečný, Oxana Babecká-Kucharčuková
Czech Journal of Economics and Finance, 66(4), 2016 - A New Measure of the Financial Cycle: Application to the Czech Republic
Miroslav Plašil, Jakub Seidler, Petr Hlaváč
Eastern European Economics, 54 (4), 2016 - Liquidity Stress Testing with Second-Round Effects: Application to the Czech Banking Sector
Adam Geršl, Zlatuše Komárková, Luboš Komárek
Czech Journal of Economics and Finance, 66(1), 2016 - Bank Efficiency and Interest Rate Pass-Through: Evidence from Czech Loan Products
Tomáš Havránek, Zuzana Iršová, Jitka Lešanovská
Economic Modelling, 54(C), 2016 - Identification of Asset Price Misalignments on Financial Markets With Extreme Value Theory
Narcisa Kadlčáková, Luboš Komárek, Zlatuše Komárková, Michal Hlaváček
Emerging Markets Finance and Trade, 52(11), 2016 - Bank Competition and Financial Stability: Much Ado About Nothing?
Diana Žigraiová, Tomáš Havránek
Journal of Economic Surveys, 30(5), 2016
2015
- Countercyclical Capital Buffers and Credit-to-GDP Gaps: Simulation for Central, Eastern and Southeastern Europe
Adam Geršl, Jakub Seidler
Eastern European Economics, 53(6), 2015 - Key Determinants of Non-performing Loans: New Evidence from a Global Sample
Roland Beck, Petr Jakubík, Anamaria Piloiu
Open Economies Review, 26/3, 2015 - Short-term determinants of the idiosyncratic sovereign risk premium: A regime-dependent analysis for European credit default swaps
Giovanni Calice, RongHui Miao, Filip Štěrba, Bořek Vašíček
Journal of Empirical Finance, 33/C, 2015 - Financial Stress Indices and Financial Crises
Jakob de Haan, Marco Hoeberichts, Kateřina Šmídková, Bořek Vašíček, Robert Vermeulen, Diana Žigraiová
Open Economies Review, 26/3, 2015 - Monetary Conditions and Banks' Behaviour in the Czech Republic
Adam Geršl, Petr Jakubík, Dorota Kowalczyk, Steven Ongena, José-Luis Peydró Alcalde
Open Economies Review, 26/3, 2015 - Contagion Risk in the Czech Financial System: A Network Analysis and Simulation Approach
Václav Hausenblas, Ivana Kubicová, Jitka Lešanovská
Economic Systems, 39/1, 2015 - Assessing Optimal Credit Growth for an Emerging Banking System
Petr Jakubík, Bogdan Moinescu
Economic Systems, 39/4, 2015 - Systemic Event Prediction by Early Warning System: An Application to the Czech Republic
Petr Jakubík, Diana Žigraiová
Economic Systems, 39/4, 2015 - Capital Buffers Based on Banks’ Domestic Systemic Importance: Selected Issues
Michal Skořepa, Jakub Seidler
Journal of Financial Economic Policy, 7/3, 2015
2014
- Banking, Debt, and Currency Crises in Developed Countries: Stylized Facts and Early Warning Indicators
Jan Babecký, Tomáš Havránek, Jakub Matějů, Marek Rusnák, Kateřina Šmídková, Bořek Vašíček
Journal of Financial Stability, 15/C, 2014 - Measuring Bilateral Spillover and Testing Contagion on Sovereign Bond Markets in Europe
Peter Claeys, Bořek Vašíček
Journal of Banking and Finance, 46/C, 2014. - Macroprudential Capital Tools: Assessing Their Rationale and Effectiveness
Laurent Clerc, Alexis Derviz, Caterina Mendicino, Stéphane Moyen, Kalin Nikolov, Livio Stracca, Javier Suarez, Alexandros Vardoulakis
Banque de France, 18, 2014 - Measures to Tame Credit Growth: Are They Effective?
Adam Geršl, Martina Jašová
Czech Journal of Economics and Finance (Finance a úvěr), 64/3, 2014 - The Interest Rate Spreads in the Czech Republic: Different Loans, Different Determinants?
Christa Hainz, Roman Horváth, Michal Hlaváček
Economic Systems, 38/1, 2014. - Bank Capital and Liquidity Creation: Granger-Causality Evidence
Roman Horváth, Jakub Seidler, Laurent Weill
Journal of Financial Services Research, Vol. 45, 2014
2013
- Dynamic Stress Testing: The Framework for Assessing the Resilience of the Banking Sector Used by the Czech National Bank
Adam Geršl, Petr Jakubík, Tomáš Konečný, Jakub Seidler
Czech Journal of Economics and Finance (Finance a úvěr), 63/6, 2013 - Loan Loss Provisioning in Selected European Banking Sectors: Do Banks Really Behave in a Procyclical Way?
Jan Frait, Zlatuše Komárková
Czech Journal of Economics and Finance (Finance a úvěr), 63/4, 2013 - Analysis of Sovereign Risk Market Indicators: The Case of the Czech Republic
Luboš Komárek, Zlatuše Komárková, Jitka Lešanovská
Czech Journal of Economics and Finance (Finance a úvěr), 63/1, 2013 - Financial Integration at Times of Financial Instability
Jan Babecký, Luboš Komárek, Zlatuše Komárková
Czech Journal of Economics and Finance (Finance a úvěr), 63/1, 2013
2012
- How to Improve the Quality of Stress Tests through Backtesting
Adam Geršl, Jakub Seidler
Czech Journal of Economics and Finance (Finance a úvěr), 62/4, 2012 - Survey of Research on Financial Sector Modeling within DSGE Models: What Central Banks Can Learn from It
František Brázdik, Michal Hlaváček, Aleš Maršál
Czech Journal of Economics and Finance (Finance a úvěr), 62/3, 2012
2011
- Monetary Policy in a Small Economy after Tsunami: A New Consensus on the Horizon?
Jan Frait, Luboš Komárek, Zlatuše Komárková
Czech Journal of Economics and Finance (Finance a úvěr), 61/1, 2011 - Regional Analysis of Housing Price Bubbles and Their Determinants in the Czech Republic
Michal Hlaváček, Luboš Komárek
Czech Journal of Economics and Finance (Finance a úvěr), 61/1, 2011 - Relationship Lending in Emerging Markets: Evidence from the Czech Republic
Adam Geršl, Petr Jakubík
Comparative Economic Studies, 53/4, 2011