Search results
- 1.0421411 - NHU-C 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.
R&D Projects: GA ČR(CZ) GAP403/11/0020; GA ČR(CZ) GBP402/12/G097
Grant - others:UK(CZ) UNCE 204005/2012
Institutional support: PRVOUK-P23
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/11104/0227754 - 2.0395639 - NHU-C 2014 US eng V - Research Report
Novotný, Jan - Hanousek, Jan - Kočenda, Evžen
Price jump indicators: stock market empirics during the crisis.
Ann Arbor: The William Davidson Institute at the University of Michigan Business School, 2013. 32 s. William Davidson Institute Working Paper Series, 1050.
R&D Projects: GA ČR(CZ) GBP402/12/G097; GA ČR(CZ) GAP403/11/0020
Grant - others:UK(CZ) UNCE 204005/2012
Institutional support: PRVOUK-P23
Keywords : stock markets * price jump indicators * non-parametric testing
Subject RIV: AH - Economics
http://wdi.umich.edu/files/publications/workingpapers/wp1050.pdf
Permanent Link: http://hdl.handle.net/11104/0223738 - 3.0394882 - NHU-C 2014 RIV DE eng V - Research Report
Égert, B. - Kočenda, Evžen
The impact of macro news and central bank communication on emerging European forex markets.
Munich: CESifo, 2013. 27 s. CESifo Working Paper Series, 4288.
R&D Projects: GA ČR(CZ) GAP403/11/0020
Institutional support: PRVOUK-P23
Keywords : exchange rate * macroeconomic news * central bank communications
Subject RIV: AH - Economics
http://www.cesifo-group.de/DocDL/cesifo1_wp4288.pdf
Permanent Link: http://hdl.handle.net/11104/0223046 - 4.0385579 - NHU-C 2013 FR eng V - Research Report
Kočenda, Evžen - Maurel, M. - Schnabl, M.
Short- and long-term growth effects of exchange rate adjustment.
Paris: Centre d'Économie de la Sorbonne, 2012. 14 s. CES Working Papers, 2012.69. ISSN 1955-611X
R&D Projects: GA ČR(CZ) GAP403/11/0020
Institutional support: PRVOUK-P23
Keywords : exchange rate regime * crisis * shock adjustment
Subject RIV: AH - Economics
http://halshs.archives-ouvertes.fr/docs/00/74/85/99/PDF/12069.pdf
Permanent Link: http://hdl.handle.net/11104/0066106 - 5.0380364 - NHU-C 2013 FR eng V - Research Report
Égert, B. - Kočenda, Evžen
The impact of macro news and central bank communication on emerging European forex markets.
Paris: Université de Paris Ouest Nanterre La Défense, EconomiX, 2012. 26 s. EconomiX Working Papers, 2012-20.
R&D Projects: GA ČR(CZ) GAP403/11/0020
Institutional support: PRVOUK-P23
Keywords : exchange rate * central bank communication * macroeconomic news
Subject RIV: AH - Economics
http://economix.fr/pdf/dt/2012/WP_EcoX_2012-20.pdf
Permanent Link: http://hdl.handle.net/11104/0211091 - 6.0364649 - NHU-C 2012 US eng V - Research Report
Kočenda, Evžen - Bubák, V. - Žikeš, F.
Volatility transmission in emerging European foreign exchange markets.
Ann Arbor: The William Davidson Institute at the University of Michigan Business School, 2011. 32 s. William Davidson Institute Working Paper Series, 1020.
R&D Projects: GA ČR(CZ) GAP403/11/0020
Institutional research plan: CEZ:MSM0021620846
Keywords : foreign exchange markets * volatility * spillovers
Subject RIV: AH - Economics
http://www.wdi.umich.edu/files/Publications/WorkingPapers/wp1020.pdf
Permanent Link: http://hdl.handle.net/11104/0200080 - 7.0359357 - NHU-C 2012 CZ eng V - Research Report
Hanousek, Jan - Kočenda, Evžen - Novotný, Jan
The identification of price jumps.
Prague: CERGE-EI, 2011. 48 s. CERGE-EI Working Paper Series, 434. ISSN 1211-3298
R&D Projects: GA ČR(CZ) GAP403/11/0020; GA MŠMT LC542
Institutional research plan: CEZ:MSM0021620846
Keywords : price jumps * price-jump indicators * non-parametric testing
Subject RIV: AH - Economics
http://www.cerge-ei.cz/pdf/wp/Wp434.pdf
Permanent Link: http://hdl.handle.net/11104/0197157