Search results
- 1.0504826 - ÚI 2020 DE eng J - Journal Article
Gupta, Kajari - Ambika, G.
Suppression of dynamics and frequency synchronization in coupled slow and fast dynamical systems.
European Physical Journal B. Roč. 89, č. 6 (2016), č. článku 147. ISSN 1434-6028. E-ISSN 1434-6036
Keywords : financial-markets * chaotic systems * stock markets * time scales * spin model * death * oscillators * limit * information * bubbles
Impact factor: 1.436, year: 2016
Permanent Link: http://hdl.handle.net/11104/0296385 - 2.0487923 - ÚTIA 2019 RIV NL eng J - Journal Article
Baumöhl, E. - Kočenda, Evžen - Lyócsa, S. - Výrost, T.
Networks of volatility spillovers among stock markets.
Physica. A : Statistical Mechanics and its Applications. Roč. 490, č. 1 (2018), s. 1555-1574. ISSN 0378-4371. E-ISSN 1873-2119
R&D Projects: GA ČR(CZ) GBP402/12/G097
Institutional support: RVO:67985556
Keywords : Volatility spillovers * Shock transmission * Stock markets * Granger causality network * Financial crisis * Spatial regression
OECD category: Applied Economics, Econometrics
Impact factor: 2.500, year: 2018
http://library.utia.cas.cz/separaty/2018/E/kocenda-0487923.pdf
Permanent Link: http://hdl.handle.net/11104/0282530 - 3.0472032 - ÚTIA 2017 RIV PL eng C - Conference Paper (international conference)
Krištoufek, Ladislav
Scaling of dependence between foreign exchange rates and stock markets in Central Europe.
Acta Physica Polonica A. Vol 129, n. 5 (2016) - Proceedings of the 8th Polish Symposium of Physics in Economy and Social Sciences FENS. Warszawa: Polish Academy of Science, Institute of Physics, 2016, s. 908-912. ISSN 0587-4246. E-ISSN 1898-794X.
[Polish Symposium of Physics in Economy and Social Sciences FENS (2016) /8./. Rzeszów (PL), 04.11.2015-06.11.2015]
R&D Projects: GA ČR(CZ) GP14-11402P
Institutional support: RVO:67985556
Keywords : stock markets * scale dependence * currency
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2016/E/kristoufek-0472032.pdf
Permanent Link: http://hdl.handle.net/11104/0269400 - 4.0439494 - NHÚ 2015 RIV NL eng J - Journal Article
Hanousek, Jan - Kočenda, Evžen - Novotný, Jan
Price jumps on European stock markets.
Borsa Istanbul Review. Roč. 14, č. 1 (2014), s. 10-22. ISSN 2214-8450. E-ISSN 2214-8469
Institutional support: RVO:67985998
Keywords : stock markets * price jump indicators * non-parametric testing
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0244259 - 5.0428294 - NHU-C 2015 RIV NL eng J - Journal Article
Hanousek, Jan - Kočenda, Evžen - Novotný, Jan
Price jumps on European stock markets.
Borsa Istanbul Review. Roč. 14, č. 1 (2014), s. 10-22. ISSN 2214-8450. E-ISSN 2214-8469
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 : stock markets * price jump indicators * non-parametric testing
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0233878 - 6.0427915 - NHU-C 2015 RIV CZ cze J - Journal Article
Hanousek, J. - Novotný, Jan
Cenové skoky během finanční nejistoty: od intuice k regulační perspektivě.
[Price jumps during financial crisis: from intuition to financial regulation.]
Politická ekonomie. Roč. 62, č. 1 (2014), s. 32-48. ISSN 0032-3233. E-ISSN 0032-3233
R&D Projects: GA ČR(CZ) GBP402/12/G097
Grant - others:UK(CZ) UNCE 204005/2012
Institutional support: PRVOUK-P23
Keywords : European emerging stock markets * Lehman Brothers * price jumps * financial crisis
Subject RIV: AH - Economics
Impact factor: 0.650, year: 2014
Permanent Link: http://hdl.handle.net/11104/0233339 - 7.0427914 - NHÚ 2015 RIV CZ cze J - Journal Article
Hanousek, Jan - Novotný, J.
Cenové skoky během finanční nejistoty: od intuice k regulační perspektivě.
[Price jumps during financial crisis: from intuition to financial regulation.]
Politická ekonomie. Roč. 62, č. 1 (2014), s. 32-48. ISSN 0032-3233. E-ISSN 0032-3233
R&D Projects: GA ČR(CZ) GA14-27047S
Institutional support: RVO:67985998
Keywords : European emerging stock markets * Lehman Brothers * price jumps * financial crisis
Subject RIV: AH - Economics
Impact factor: 0.650, year: 2014
Permanent Link: http://hdl.handle.net/11104/0233338 - 8.0421887 - 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 - 9.0421411 - 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 - 10.0396416 - 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