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0421887 - NHÚ 2014 US eng V - Research Report
Hanousek, Jan - Kočenda, Evžen - Novotný, Jan
Price jumps on European stock markets.
Ann Arbor: The William Davidson Institute at the University of Michigan Business School, 2013. 29 s. William Davidson Institute Working Paper Series, 1059.
Institutional support: RVO:67985998
Keywords : European stock markets * price jump indicators * non-parametric testing
Subject RIV: AH - Economics
http://wdi.umich.edu/files/publications/workingpapers/wp1059.pdf
Permanent Link: http://hdl.handle.net/11104/0228144

0396416 - ÚTIA 2014 RIV CZ eng J - Journal Article
Baruník, Jozef - Vácha, Lukáš
Contagion among Central and Eastern European stock markets during the financial crisis.
Finance a úvěr-Czech Journal of Economics and Finance. Roč. 63, č. 5 (2013), s. 443-453. ISSN 0015-1920. E-ISSN 0015-1920
R&D Projects: GA ČR(CZ) GBP402/12/G097
Institutional support: RVO:67985556
Keywords : wavelets * financial crisis * Central and Eastern European stock markets * comovement * contagion
Subject RIV: AH - Economics
Impact factor: 0.358, year: 2013
http://library.utia.cas.cz/separaty/2013/E/barunik-0396416.pdf
Permanent Link: http://hdl.handle.net/11104/0224323

0371434 - NHÚ 2012 RIV GB eng J - Journal Article
Hanousek, J. - Kočenda, Evžen
Foreign news and spillovers in emerging European stock markets.
Review of International Economics. Roč. 19, č. 1 (2011), s. 170-188. ISSN 0965-7576. E-ISSN 1467-9396
Institutional research plan: CEZ:AV0Z70850503
Keywords : emerging European stock markets * foreign news * intraday data
Subject RIV: AH - Economics
Impact factor: 0.631, year: 2011
Permanent Link: http://hdl.handle.net/11104/0204948

0338014 - NHU-C 2010 HR eng C - Conference Paper (international conference)
Hanousek, Jan - Kočenda, Evžen
Intraday information flow on the European stock markets.
Proceedings of the 8th International Conference, Challenges of Europe: Financial Crisis and Climate Change. Split: Faculty of Economics, University of Split, 2009 - (Reić, Z.; Šimić, V.), s. 81-96. ISSN 1847-4497.
[International Conference /8./ "Challenges of Europe: Financial Crisis and Climate Change". Split (HR), 21.05.2009-23.05.2009]
R&D Projects: GA ČR(CZ) GA402/08/1376
Institutional research plan: CEZ:MSM0021620846
Keywords : European stock markets
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0181884

0329657 - ÚTIA 2010 RIV CZ eng C - Conference Paper (international conference)
Vácha, Lukáš - Baruník, Jozef
What does the wavelet analysis tell us about the Central European stock markets behavior during the crisis?
[Waveletová analýza trhů střední evropy během krize.]
Proceedings of 27th International Conference Mathematical Methods in Economics 2009. Prague: Czech University of Life Sciences Prague, 2009 - (Brožová, H.), s. 7-12. ISBN 978-80-213-1963-9.
[27th International Conference Mathematical Methods in Economics 2009. Kostelec nad Černými lesy (CZ), 09.09.2009-11.09.2009]
R&D Projects: GA ČR GD402/09/H045; GA ČR GP402/08/P207
Grant - others:GAUK(CZ) 46108
Institutional research plan: CEZ:AV0Z10750506
Keywords : wavelet analysis * multiresolution analysis * Central European stock markets * financial crisis
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2009/E/vacha-what does the wavelet analysis tell us about the central european stock markets behavior during the crisis.doc
Permanent Link: http://hdl.handle.net/11104/0175632