Diana Zigraiova

Charles University in Prague

Celetná 13

Praha 1, 116 36

Czech Republic

SCHOLARLY PAPERS

4

DOWNLOADS

409

TOTAL CITATIONS
Rank 44,945

SSRN RANKINGS

Top 44,945

in Total Papers Citations

9

Scholarly Papers (4)

1.

Bank Competition and Financial Stability: Much Ado About Nothing?

William Davidson Institute Working Paper No. 1087
Number of pages: 40 Posted: 08 Feb 2015
Tomas Havranek and Diana Zigraiova
Charles University in Prague and Charles University in Prague
Downloads 148 (400,563)
Citation 9

Abstract:

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Bayesian model averaging, bank competition, financial stability, publication selection bias, meta-analysis

Quantifying Risks to Sovereign Market Access: Methods and Challenges

European Stability Mechanism Working Paper No. 42
Number of pages: 87 Posted: 16 Jan 2020
Diana Zigraiova, Aitor Erce and Xu Jiang
Charles University in Prague, UPNA and European Stability Mechanism
Downloads 63 (714,381)

Abstract:

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Euro area sovereign bond market; forecasting; sovereign debt crises, sovereign market access; variable selection

Quantifying Risks to Sovereign Market Access: Methods and Challenges

Globalization and Monetary Policy Institute Working Paper No. 377
Number of pages: 87 Posted: 29 Apr 2020
Diana Zigraiova, Aitor Erce and Xu Jiang
Charles University in Prague, UPNA and European Stability Mechanism
Downloads 38 (892,125)

Abstract:

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sovereign market access, Euro area sovereign bond market, variable selection, sovereign debt crises, forecasting

Quantifying Risks to Sovereign Market Access: Methods and Challenges

ESM Working Paper Series no. 42 (2020)
Number of pages: 87 Posted: 15 Jan 2020
Diana Zigraiova, Aitor Erce and Xu Jiang
Charles University in Prague, UPNA and European Stability Mechanism
Downloads 28 (988,942)

Abstract:

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Euro area sovereign bond market; forecasting; sovereign debt crises; sovereign market access; variable selection

3.

How Puzzling is the Forward Premium Puzzle? A Meta-Analysis

European Stability Mechanism Working Paper No. 46
Number of pages: 45 Posted: 03 Aug 2020
Diana Zigraiova, Tomas Havranek and Jiri Novak
Charles University in Prague, Charles University in Prague and Institute of Economic Studies, Faculty of Social Sciences, Charles University in Prague, Czech Republic
Downloads 87 (588,898)

Abstract:

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C83, F31, G14

4.

Sovereign Bond Market Spillovers from Crisis-Time Developments in Greece

European Stability Mechanism Working Paper No. 45
Number of pages: 78 Posted: 03 Aug 2020
Daragh Clancy, Carmine Gabriele and Diana Zigraiova
Central Bank of Ireland, European Stability Mechanism and Charles University in Prague
Downloads 45 (814,412)

Abstract:

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crisis, events, narrative, sovereign bonds, spillovers, tail risks