Search results
- 1.0356764 - NHU-C 2012 CZ eng V - Research Report
Novotný, Jan
Panic at the gates: the effect of the collapse of Lehman Brothers at the Prague Stock Exchange.
Praha: CERGE-EI, 2011. 26 s. CERGE-EI discussion paper series, 2011 – 214.
R&D Projects: GA ČR(CZ) GA402/08/1376; GA MŠMT SVV 263801/2011
Grant - others:UK(CZ) GAUK 271111
Institutional research plan: CEZ:MSM0021620846
Keywords : price jump behavior * Lehman Brothers' collapse * Prague Stock Exchange
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0195200 - 2.0347008 - NHU-C 2011 US eng V - Research Report
Kočenda, Evžen - Hanousek, Jan
Foreign news and spillovers in emerging European stock markets.
Ann Arbor: The William Davidson Institute at the University of Michigan Business School, 2010. 33 s. William Davidson Institute Working Paper Series, 983.
R&D Projects: GA ČR(CZ) GA402/08/1376; GA MŠMT LC542
Institutional research plan: CEZ:MSM0021620846
Keywords : macroeconomic news * European emerging stock markets * intra-day data * finance
Subject RIV: AH - Economics
http://wdi.umich.edu/files/publications/workingpapers/wp983.pdf
Permanent Link: http://hdl.handle.net/11104/0187885 - 3.0347000 - NHU-C 2011 DE eng V - Research Report
Bubák, V. - Kočenda, Evžen - Žikeš, F.
Volatility transmission in emerging European foreign exchange markets.
Munich: CESifo, 2010. 31 s. CESifo Working Paper Series, 3063.
R&D Projects: GA ČR(CZ) GA402/08/1376; GA MŠMT LC542
Institutional research plan: CEZ:MSM0021620846
Keywords : foreign exchange markets * volatility * spillovers * nonlinear dynamics
Subject RIV: AH - Economics
http://www.ifo.de/DocCIDL/cesifo1_wp3063.pdf
Permanent Link: http://hdl.handle.net/11104/0187878 - 4.0343509 - NHU-C 2011 CZ eng V - Research Report
Novotný, Jan
Empirical analysis of price jumps on the PSE and Visegrad indexes.
Praha: CERGE-EI, 2009. 48 s. CERGE-EI discussion paper series, 2009 - 204.
R&D Projects: GA ČR(CZ) GA402/08/1376
Institutional research plan: CEZ:MSM0021620846
Keywords : financial markets * Visegrad region * price jumps * scale behavior
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0185972