Jaromir Baxa

Charles University in Prague - Institute of Economic Studies

Opletalova 26

Praha 1, 11000

Czech Republic

Institute of Information Theory and Automation, Prague

Pod vodarenskou vezi 4

Praha, CZ-18208

Czech Republic

SCHOLARLY PAPERS

2

DOWNLOADS

259

SSRN CITATIONS

0

CROSSREF CITATIONS

7

Scholarly Papers (2)

1.

Fiscal Developments and Financial Stress: A Threshold VAR Analysis

ECB Working Paper No. 1319
Number of pages: 62 Posted: 11 Apr 2011
Antonio Afonso, Jaromir Baxa and Michal Slavik
University of Lisbon - ISEG (School of Economics and Management), Charles University in Prague - Institute of Economic Studies and European Central Bank (ECB) - Directorate General Economics
Downloads 218 (141,134)

Abstract:

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fiscal policy, financial markets, threshold VAR

2.

Comovement and Disintegration of EU Sovereign Bond Markets During the Crisis

International Review of Economics & Finance, Vol. 64, 2019
Number of pages: 32 Posted: 11 Jun 2015 Last Revised: 17 Sep 2019
Lukas Vacha, Filip Smolik and Jaromir Baxa
Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic, Charles University in Prague and Charles University in Prague - Institute of Economic Studies
Downloads 41 (423,901)

Abstract:

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European sovereign debt crisis, Eurozone crisis, co-movement, contagion, European bonds, sovereign bonds