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To bet or not to bet: a reality check for tennis betting market efficiency (2018)
The tipping point of electricity price attention: When a problem becomes a problem (2024)
Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds (2018)
Random Strategy Versus Technical Analysis Strategy: The Case of GBP/USD Intraday Trading (2018)
Comparative Analysis of Credit Risk Models in Relation to SME Segment (2018)
Asymmetric volatility in equity markets around the world (2019)
Network-based asset allocation strategies (2019)
Social aspirations in European banks: peer-influenced risk behaviour. (2019)
Central bank announcements and realized volatility of stock markets in G7 countries (2019)
Financial Collateral Haircuts Model (FHM) and Currency Depegs (2018)
Are cryptocurrencies connected to forex? A quantile cross-spectral approach (2019)
Interest rate pass-through in the euro area: Financial fragmentation, balance sheet policies and negative rates (2018)
IFRS 9 in credit risk modelling (2018)
Validation of the backtesting process under the targeted review of internal models: practical recommendations for probability of default models (2019)
Quantile coherency networks of international stock markets (2019)
Institutions and determinants of firm survival in European emerging markets (2019)
Interconnectedness of international tourism demand in Europe: A cross-quantilogram network approach (2019)
Impact of wind and solar production on electricity prices: Quantile regression approach (2019)
Determinants of fiscal multipliers revisited (2020)
Risk data validation under BCBS 239 (2019)
Reviewing Pillar 2 regulations: credit concentration risk (2019)
Validation of the backtesting process under the targeted review of internal models: practical recommendations for probability of default models (2019)
Trading and non-trading period realized market volatility: Does it matter for forecasting the volatility of US stocks? (2020)
Connectedness of financial institutions in Europe: A network approach across quantiles (2020)
Testing risk proxies for financial collateral haircuts: adequacy of capturing tail risk (2020)
Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin (2020)
A Tale of Tails: New Evidence on the Growth-Return Nexus (2021)
FX Market Volatility Modelling: Can we use low-frequency data? (2021)
Modeling realized volatility of the EUR/USD exchange rate: Does implied volatility really matter? (2021)
Firm survival in new EU member states (2020)
What drives U.S. financial sector volatility? A Bayesian model averaging perspective (2020)
Fear of the coronavirus and the stock markets (2020)
ESG Ratings: Relevant information or misleading clue? Evidence from the S&P Global 1200 (2023)
Quantile dependence of tourism activity between Southern European countries (2020)
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks (2021)
New Credit Drivers: Results from a Small Open Economy (2022)
Scheduled macroeconomic news announcements and Forex volatility forecasting (2021)
Predicting risk in energy markets: Low-frequency data still matter (2021)
Residual electricity demand: An empirical investigation (2021)
What drives volatility of the US oil and gas firms? (2021)
Improving stock market volatility forecasts with complete subset linear and quantile HAR models (2021)
Stock market volatility forecasting: Do we need high-frequency data? (2021)
Validation nightmare: the slotting approach under International Financial Reporting Standard 9 (2021)
The role of ESG factor in stock clustering based on risk-return-liquidity dimensions (IN REVIEW) (2023)
YOLO trading: Riding with the herd during the GameStop episode (2022)
Return spillovers around the globe: A network approach (2019)
The Nexus between Monetary Policy and Commercial Lending Rates: Comprehensive Evidence from Czechia during Different Policy Stances (2022)
How to calm down the markets? The effects of COVID-19 economic policy responses on financial market uncertainty (2022)
The looming crisis in the Chinese stock market? Left-tail exposure analysis of Chinese stocks to Evergrande (2022)
The role of investor attention in global asset price variation during the invasion of Ukraine (2022)
Russia's ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention (2022)
Return adjusted charge ratios: What drives fees and costs of pension schemes? (2022)
Online job vacancy attractiveness: Increasing views, reactions and conversions (2022)
Default or profit scoring credit systems? Evidence from European and US peer-to-peer lending markets (2022)
Nominal and discretionary household income convergence: The effect of a crisis in a small open economy (2022)
Inovativní přístupy k optimální alokaci aktiv (2022)
Determination of Cap Rate Using Financial Data from European REITs Market: The Case of the Czech Republic (2022)
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach (2022)
The US banking crisis in 2023: Intraday attention and price variation of banks at risk (2023)
Using online job postings to predict key labour market indicators (2023)
Beneish Model for the Detection of Tax Manipulation: Evidence from Slovakia (2023)
Nonstandard Errors (2024)
Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility (2024)
Scale-free distribution of firm-size distribution in emerging economies (2018)
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