Search results

  1. 1.
    0504826 - ÚI 2020 DE eng J - Journal Article
    Gupta, K. - 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
    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. 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
    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
    Subject RIV: AH - Economics
    OBOR OECD: 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. 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.
    [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. 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
    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. 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
    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. 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
    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. 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
    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. 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. 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. 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
    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