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Evzen Kocenda

Charles University in Prague - Institute of Economic Studies

Professor of Economics

Opletalova St. 26

Prague, 11000

Czech Republic

http://kocenda.fsv.cuni.cz

Institute of Information Theory and Automation (Czech Academy of Sciences) - Department of Econometrics

Pod vodarenskou vezi 4

CZ-18208 Praha 8

Czech Republic

CESifo

Research Network Fellow

Poschinger Str. 5

Munich, DE-81679

Germany

University of Regensburg - Institute for East and Southeast European Studies

Landshuterstr. 4

Regensburg, 93047

Germany

University of Michigan at Ann Arbor - The William Davidson Institute

724 E. University Ave.

Wyly Hall

Ann Arbor, MI 48109-1234

United States

  • Charles University in Prague - Institute of Economic Studies

  • Institute of Information Theory and Automation (Czech Academy of Sciences) - Department of Econometrics

SCHOLARLY PAPERS

75

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8,117

CITATIONS
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in Total Papers Citations

192

Scholarly Papers (75)

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1.

Default Predictors and Credit Scoring Models for Retail Banking

CESifo Working Paper Series No. 2862
Number of pages: 53 Posted: 07 Dec 2009
Evzen Kocenda and Martin Vojtek
Charles University in Prague - Institute of Economic Studies and Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Downloads 837 (15,444)
Citation 2

Abstract:

credit scoring, discrimination analysis, banking sector, pattern recognition, retail loans, CART, European Union

2.

The Effects of Ownership Forms and Concentration on Firm Performance after Large-Scale Privatization

Downloads 543 ( 40,962)
Citation 12

The Effects of Ownership Forms and Concentration on Firm Performance after Large-Scale Privatization

William Davidson Institute Working Paper Number 471a
Number of pages: 39 Posted: 21 Jun 2002
Jan Svejnar and Evzen Kocenda
School of International and Public Affairs, Columbia University, NY, USA and Charles University in Prague - Institute of Economic Studies
Downloads 543 (40,415)
Citation 12

Abstract:

ownership, performance, privatization, panel data, industrial organization

The Effects of Ownership Forms and Concentration on Firm Performance after Large-Scale Privatization

Posted: 07 Mar 2010
Jan Svejnar and Evzen Kocenda
School of International and Public Affairs, Columbia University, NY, USA and Charles University in Prague - Institute of Economic Studies

Abstract:

ownership, performance, privatization, corporate governance, panel data, endogeneity, industrial organization

3.

Effects of Privatization and Ownership in Transition Economies

World Bank Policy Research Working Paper No. 4811
Number of pages: 51 Posted: 20 Apr 2016
Saul Estrin, Jan Hanousek, Evzen Kocenda and Jan Svejnar
London School of Economics & Political Science (LSE), CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute), Charles University in Prague - Institute of Economic Studies and School of International and Public Affairs, Columbia University, NY, USA
Downloads 512 (40,252)
Citation 43

Abstract:

Economic Systems, Bankruptcy and Resolution of Financial Distress, Banks & Banking Reform, Financial Crisis Management & Restructuring, Privatization

4.

Ownership, Control and Corporate Performance After Large-Scale Privatization

William Davidson Institute Working Paper No. 652
Number of pages: 60 Posted: 28 Feb 2004
Jan Hanousek, Evzen Kocenda and Jan Svejnar
CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute), Charles University in Prague - Institute of Economic Studies and School of International and Public Affairs, Columbia University, NY, USA
Downloads 439 (50,782)
Citation 13

Abstract:

ownership, performance, privatization, corporate governance, panel data, endogeneity, industrial organization

5.

Corruption and Anticorruption in the Czech Republic

William Davidson Institute Working Paper No. 345
Number of pages: 31 Posted: 04 Jan 2001
Lubomir Lizal and Evzen Kocenda
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and Charles University in Prague - Institute of Economic Studies
Downloads 375 (61,497)
Citation 1

Abstract:

Corruption, transition, institutions, hidden economy, administration

6.

Ownership and Firm Performance after Large-Scale Privatization

William Davidson Institute Working Paper No. 471a
Number of pages: 39 Posted: 27 May 2003
Evzen Kocenda and Jan Svejnar
Charles University in Prague - Institute of Economic Studies and School of International and Public Affairs, Columbia University, NY, USA
Downloads 347 (66,194)
Citation 6

Abstract:

ownership, performance, privatization, panel data, industrial organization

7.

Spinoffs, Privatization and Corporate Performance in Emerging Markets

William Davidson Institute Working Paper No. 685
Number of pages: 36 Posted: 10 Jun 2004
Jan Hanousek, Evzen Kocenda and Jan Svejnar
CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute), Charles University in Prague - Institute of Economic Studies and School of International and Public Affairs, Columbia University, NY, USA
Downloads 301 (80,865)
Citation 4

Abstract:

Spinoffs, breakups, privatization, corporate performance, endogeneity

8.

Ownership and Performance after Large-Scale Privatization

Downloads 254 (100,274)
Citation 6

Ownership and Performance after Large-Scale Privatization

William Davidson Institute Working Paper No. 471a
Number of pages: 46 Posted: 03 Jun 2003
Evzen Kocenda and Jan Svejnar
Charles University in Prague - Institute of Economic Studies and School of International and Public Affairs, Columbia University, NY, USA
Downloads 227 (112,125)
Citation 6

Abstract:

ownership, performance, privatization, panel data, industrial organization

Ownership and Performance after Large-Scale Privatization

CEPR Discussion Paper No. 4143
Number of pages: 47 Posted: 28 Jan 2004
Evzen Kocenda and Jan Svejnar
Charles University in Prague - Institute of Economic Studies and School of International and Public Affairs, Columbia University, NY, USA
Downloads 27 (425,050)
Citation 6
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Abstract:

9.

Gold, Oil, and Stocks

Number of pages: 27 Posted: 02 Aug 2013 Last Revised: 10 May 2014
Jozef Barunik, Evzen Kocenda and Lukas Vacha
Charles University in Prague - Institute of Economic Studies, Charles University in Prague - Institute of Economic Studies and Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic
Downloads 218 (95,546)

Abstract:

financial markets, time-frequency dynamics, gold, oil, stocks, high-frequency data, dynamic correlation, financial crisis, wavelets

10.

Origin and Concentration: Corporate Ownership, Control and Performance

CERGE-EI Working Paper No. 259
Number of pages: 53 Posted: 01 Jun 2005
Jan Hanousek, Evzen Kocenda and Jan Svejnar
CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute), Charles University in Prague - Institute of Economic Studies and School of International and Public Affairs, Columbia University, NY, USA
Downloads 213 (111,576)
Citation 19

Abstract:

ownership, performance, privatization, corporate governance, panel data, endogeneity, industrial organization

11.

The Reaction of Asset Prices to Macroeconomic Announcements in New EU Markets: Evidence from Intraday Data

CERGE-EI Working Paper No. 349
Number of pages: 33 Posted: 26 Mar 2008
Jan Hanousek, Evzen Kocenda and Ali M. Kutan
CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute), Charles University in Prague - Institute of Economic Studies and Southern Illinois University at Edwardsville
Downloads 190 (121,599)
Citation 8

Abstract:

stock markets, intraday data, macroeconomic announcements, European Union, volatility, excess impact of news

12.

Time-Varying Comovements in Developed and European Stock Markets: Evidence from Intraday Data

William Davidson Institute Working Paper No. 861
Number of pages: 16 Posted: 23 May 2007
Balázs Égert and Evzen Kocenda
Organization for Economic Co-Operation and Development (OECD) and Charles University in Prague - Institute of Economic Studies
Downloads 176 (130,908)

Abstract:

stock markets, intraday data, comovements, bi-variate GARCH, European

13.

Volatility Transmission in Emerging European Foreign Exchange Markets

Downloads 155 (160,022)

Volatility Transmission in Emerging European Foreign Exchange Markets

CESifo Working Paper Series No. 3063
Number of pages: 36 Posted: 07 Jun 2010
Vit Bubak, Evzen Kocenda and Filip Zikes
Instituto DesarrolloCharles University in Prague, Charles University in Prague - Institute of Economic Studies and Imperial College London
Downloads 82 (257,384)

Abstract:

foreign exchange markets, volatility, spillovers, intraday data, nonlinear dynamics

Volatility Transmission in Emerging European Foreign Exchange Markets

Journal of Banking and Finance, Vol. 35, No. 11, 2011
Number of pages: 35 Posted: 20 Aug 2011 Last Revised: 28 Dec 2011
Evzen Kocenda, Vit Bubak and Filip Zikes
Charles University in Prague - Institute of Economic Studies, Instituto DesarrolloCharles University in Prague and Imperial College London
Downloads 73 (276,014)

Abstract:

Foreign Exchange Markets, Volatility, Spillovers, Intraday Data, Nonlinear Dynamics

14.

Contagion Across and Integration of Central and Eastern European Stock Markets: Evidence from Intraday Data

William Davidson Institute Working Paper No. 798
Number of pages: 33 Posted: 25 May 2006
Balázs Égert and Evzen Kocenda
Organization for Economic Co-Operation and Development (OECD) and Charles University in Prague - Institute of Economic Studies
Downloads 144 (164,650)
Citation 1

Abstract:

contagion and spillover effects, market integration, European emerging markets

15.

Foreign Exchange Risk Premium Determinants: Case of Armenia

William Davidson Institute Working Paper No. 811, CERGE-EI Working Paper No. 297
Number of pages: 21 Posted: 06 Jun 2006
Evzen Kocenda and Tigran Poghosyan
Charles University in Prague - Institute of Economic Studies and International Monetary Fund (IMF)
Downloads 136 (171,270)

Abstract:

"forward discount" puzzle, exchange rate risk, affine term structure models, foreign

16.

Exchange Rate Regimes and Volatility: Comparison of the Snake and Visegrad

William Davidson Institute Working Paper No. 622
Number of pages: 32 Posted: 22 Nov 2003
Juraj Valachy and Evzen Kocenda
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and Charles University in Prague - Institute of Economic Studies
Downloads 132 (176,276)
Citation 5

Abstract:

exchange rate regime, volatility, transition, integration, Central Europe, European Union, nonlinearity, interest rate parity

17.

The Paradox Of Czech Crusaders: Will They Ever Learn The Corruption Lesson? (Corruption And Anticorruption In The Czech Republic)

CERGE-EI Working Paper No. 171
Number of pages: 24 Posted: 19 Jun 2001
Lubomir Lizal and Evzen Kocenda
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and Charles University in Prague - Institute of Economic Studies
Downloads 123 (183,728)
Citation 1

Abstract:

corruption, institutions, transition, hidden economy, state administration

18.

Direct & Indirect Effects of FDI in Emerging European Markets: A Survey and Meta-Analysis

William Davidson Institute Working Paper No. 976
Number of pages: 36 Posted: 11 Mar 2010
Jan Hanousek, Evzen Kocenda and Mathilde Maurel
CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute), Charles University in Prague - Institute of Economic Studies and Université Paris I Panthéon-Sorbonne - Centre Maison des Sciences Economiques
Downloads 109 (190,645)
Citation 3

Abstract:

FDI, productivity spillovers, economic transformation, emerging markets, meta-analysis

19.

Macroeconomic Sources of Foreign Exchange Risk in New EU Members

William Davidson Institute Working Paper No. 898
Number of pages: 27 Posted: 31 Jan 2008
Evzen Kocenda and Tigran Poghosyan
Charles University in Prague - Institute of Economic Studies and International Monetary Fund (IMF)
Downloads 102 (216,992)
Citation 4

Abstract:

foreign exchange risk, time-varying risk premium, stochastic discount factor,

20.

Technological Imitation and Innovation in New European Union Markets

CESifo Working Paper Series No. 3039
Number of pages: 33 Posted: 08 May 2010
Ainura Uzagalieva, Evzen Kocenda and Paulo Antonio de Menezes Albuquerque
CERGE EI, Charles University in Prague - Institute of Economic Studies and affiliation not provided to SSRN
Downloads 96 (218,403)
Citation 2

Abstract:

foreign direct investment, innovation, imitation, international trade, European Union

21.

Asymmetric Connectedness of Stocks: How Does Bad and Good Volatility Spill over the U.S. Stock Market?

Number of pages: 28 Posted: 06 Aug 2013 Last Revised: 27 Jul 2016
Jozef Barunik, Evzen Kocenda and Lukas Vacha
Charles University in Prague - Institute of Economic Studies, Charles University in Prague - Institute of Economic Studies and Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic
Downloads 91 (167,470)

Abstract:

Volatility, Spillovers, Semivariance, Asymmetric effects, Financial markets

22.

Default Predictors in Retail Credit Scoring: Evidence from Czech Banking Data

William Davidson Institute Working Paper No. 1015
Number of pages: 27 Posted: 19 Aug 2011
Evzen Kocenda and Martin Vojtek
Charles University in Prague - Institute of Economic Studies and Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Downloads 87 (183,728)

Abstract:

credit scoring, discrimination analysis, banking sector, pattern recognition, retail loans, CART, European Union

23.

Development of Ownership Structure and its Effect on Performance: Czech Firms from Mass Privatization

CERGE-EI Working Paper Series No. 188
Number of pages: 30 Posted: 30 Nov 2009
Evzen Kocenda
Charles University in Prague - Institute of Economic Studies
Downloads 83 (242,293)
Citation 1

Abstract:

Ownership structure, firm's performance, voucher privatization, type of owner, panel data

24.

Inflation Convergence within the European Union: A Panel Data Analysis

CERGE-EI Working Paper Series No. 100
Number of pages: 23 Posted: 29 Jan 2010
Evzen Kocenda and David H. Papell
Charles University in Prague - Institute of Economic Studies and University of Houston - Department of Economics
Downloads 80 (224,458)
Citation 4

Abstract:

Inflation Differential, Convergence, Panel Data, Stationarity, Exchange Rates

25.

Intraday Price Discovery in Emerging European Stock Markets

CERGE-EI Working Paper No. 382
Number of pages: 40 Posted: 14 Aug 2009
Jan Hanousek and Evzen Kocenda
CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and Charles University in Prague - Institute of Economic Studies
Downloads 80 (247,680)
Citation 2

Abstract:

price discovery, stock markets, intra-day data, macroeconomic news, European Union, volatility, excess impact of news

26.

Gold, Oil, and Stocks: Dynamic Correlations

CESifo Working Paper Series No. 5333
Number of pages: 28 Posted: 07 May 2015
Jozef Barunik, Evzen Kocenda and Lukas Vacha
Charles University in Prague - Institute of Economic Studies, Charles University in Prague - Institute of Economic Studies and Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic
Downloads 77 (199,254)

Abstract:

financial markets, time-frequency dynamics, gold, oil, stocks, high-frequency data, dynamic correlation, financial crisis, wavelets

27.

Short-Term and Long-Term Growth Effects of Exchange Rate Adjustment

CESifo Working Paper Series No. 4018
Number of pages: 25 Posted: 14 Dec 2012
Evzen Kocenda, Mathilde Maurel and Gunther Schnabl
Charles University in Prague - Institute of Economic Studies, Université Paris I Panthéon-Sorbonne - Centre Maison des Sciences Economiques and University of Leipzig - Institute for Economic Policy
Downloads 76 (238,938)

Abstract:

exchange rate adjustment, sterilization, European sovereign debt crisis

28.

Beware of Breaks in Exchange Rates: Evidence from European Transition Countries

Number of pages: 20 Posted: 24 Mar 2005 Last Revised: 05 Mar 2010
Evzen Kocenda
Charles University in Prague - Institute of Economic Studies
Downloads 68 (273,236)
Citation 4

Abstract:

exchange rate regime, emerging and transition countries, structural break, central banks

29.

Financial Efficiency and the Ownership of Czech Firms

Downloads 65 (291,243)

Financial Efficiency and the Ownership of Czech Firms

William Davidson Institute Working Paper No. 1016
Number of pages: 34 Posted: 19 Aug 2011
Evzen Kocenda, Jan Hanousek and Michal Masika
Charles University in Prague - Institute of Economic Studies, CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and Ludwig Maximilian University of Munich
Downloads 34 (393,116)

Abstract:

financial efficiency, ownership structure, firms, panel data, stochastic frontier

Financial Efficiency and the Ownership of Czech Firms

Osteuropa-Institut Regensburg Working Paper No. 300
Number of pages: 38 Posted: 19 Jul 2011
Jan Hanousek, Evzen Kocenda and Michal Masika
CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute), Charles University in Prague - Institute of Economic Studies and Ludwig Maximilian University of Munich
Downloads 31 (405,950)

Abstract:

financial efficiency, ownership structure, firms, panel data, stochastic frontier

30.

The Impact of Macro News and Central Bank Communication on Emerging European Forex Markets

Downloads 61 (300,815)

The Impact of Macro News and Central Bank Communication on Emerging European Forex Markets

CESifo Working Paper Series No. 4288
Number of pages: 29 Posted: 28 Jun 2013
Balázs Égert and Evzen Kocenda
Organization for Economic Co-Operation and Development (OECD) and Charles University in Prague - Institute of Economic Studies
Downloads 40 (369,676)

Abstract:

exchange rate, macroeconomic news, central bank communication, monetary model, Central Europe, European Union

The Impact of Macro News and Central Bank Communication on Emerging European Forex Markets

Economic Systems, Vol. 38, No. 1, 2014
Number of pages: 28 Posted: 17 Oct 2015 Last Revised: 02 Nov 2015
Balázs Égert and Evzen Kocenda
Organization for Economic Co-Operation and Development (OECD) and Charles University in Prague - Institute of Economic Studies
Downloads 21 (458,563)

Abstract:

Exchange rate, Macroeconomic news, Central bank communication, Monetary model, Central Europe, European Union

31.

Pilgrims to the Eurozone: How Far, How Fast?

CERGE-EI Working Paper No. 279
Number of pages: 52 Posted: 22 Feb 2006
Evzen Kocenda, Ali M. Kutan and Taner M. Yigit
Charles University in Prague - Institute of Economic Studies, Southern Illinois University at Edwardsville and Bilkent University - Department of Economics
Downloads 59 (298,328)
Citation 9

Abstract:

convergence, European Union, integration, fiscal discipline, transition, Eurozone

32.

State Ownership and Control in the Czech Republic

CESifo Working Paper Series No. 2801
Number of pages: 41 Posted: 08 Dec 2009
Evzen Kocenda and Jan Hanousek
Charles University in Prague - Institute of Economic Studies and CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Downloads 56 (291,243)
Citation 3

Abstract:

state ownership, control, corporate performance, privatization

33.

Secondary Privatization in the Czech Republic: Changes in Ownership and Enterprise Performance in Voucher-Privatized Firms

CASE Network Reports No. 45
Number of pages: 40 Posted: 12 Jul 2009 Last Revised: 18 Sep 2009
Evzen Kocenda and Juraj Valachy
Charles University in Prague - Institute of Economic Studies and Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Downloads 53 (305,877)
Citation 1

Abstract:

privatization, secondary transactions, corporate governance, transition economies, Czech Republic, Slovenia, Poland

34.

The Identification of Price Jumps

CERGE-EI Working Paper Series No. 434
Number of pages: 53 Posted: 15 Mar 2011
Jan Hanousek, Evzen Kocenda and Jan Novotny
CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute), Charles University in Prague - Institute of Economic Studies and City University London - Faculty of Finance
Downloads 48 (319,321)

Abstract:

Price Jumps, Price-Jump Indicators, Non-Parametric Testing, Monte Carlo Simulations, Financial Econometrics

35.

Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility Spillovers

CESifo Working Paper Series No. 5305
Number of pages: 30 Posted: 07 May 2015
Jozef Barunik, Evzen Kocenda and Lukas Vacha
Charles University in Prague - Institute of Economic Studies, Charles University in Prague - Institute of Economic Studies and Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic
Downloads 39 (251,313)

Abstract:

volatility, spillovers, semivariance, asymmetric effects, financial markets

36.

Incomplete Specialization and Offshoring Across Europe

CESifo Working Paper Series No. 3809
Number of pages: 38 Posted: 15 May 2012
Richard Frensch, Jan Hanousek and Evzen Kocenda
Osteuropa-Institut Regensburg, CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and Charles University in Prague - Institute of Economic Studies
Downloads 39 (336,904)

Abstract:

international trade, gravity model, offshoring, panel data, European Union

37.

Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power

CERGE-EI Working Paper No. 235
Number of pages: 42 Posted: 13 Nov 2005
Evzen Kocenda and Lubos Briatka
Charles University in Prague - Institute of Economic Studies and Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Downloads 39 (362,363)
Citation 1

Abstract:

Chaos, nonlinear dynamics, correlation integral, Monte Carlo, singleblind

38.

How Does Bad and Good Volatility Spill Over Across Petroleum Markets?

Number of pages: 22 Posted: 12 May 2014 Last Revised: 09 May 2015
Jozef Barunik, Evzen Kocenda and Lukas Vacha
Charles University in Prague - Institute of Economic Studies, Charles University in Prague - Institute of Economic Studies and Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic
Downloads 37 (325,011)

Abstract:

volatility spillovers, asymmetry, petroleum markets

39.

Volatility Spillovers Across Petroleum Markets

William Davidson Institute Working Paper No. 1093
Number of pages: 29 Posted: 29 Apr 2015
Jozef Barunik, Evzen Kocenda and Lukas Vacha
Charles University in Prague - Institute of Economic Studies, Charles University in Prague - Institute of Economic Studies and Charles University in Prague
Downloads 35 (216,992)

Abstract:

volatility spillovers, asymmetry, petroleum markets

40.

Foreign News and Spillovers in Emerging European Stock Markets

William Davidson Institute Working Paper No. 983
Number of pages: 36 Posted: 28 Jul 2010
Evzen Kocenda and Jan Hanousek
Charles University in Prague - Institute of Economic Studies and CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Downloads 35 (349,221)
Citation 5

Abstract:

finance, intra-day data, macroeconomic news, European emerging stock markets

41.

Firm Efficiency: Domestic Owners, Coalitions, and FDI

Downloads 34 (384,201)

Firm Efficiency: Domestic Owners, Coalitions, and FDI

CERGE-EI Working Paper Series No. 456
Number of pages: 33 Posted: 27 Apr 2012
Jan Hanousek, Evzen Kocenda and Michal Masika
CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute), Charles University in Prague - Institute of Economic Studies and Ludwig Maximilian University of Munich - Faculty of Economics
Downloads 34 (393,116)

Abstract:

efficiency, ownership structure, firms, panel data, stochastic frontier

Firm Efficiency: Domestic Owners, Coalitions, and FDI

Economic Systems, Vol. 36, No. 4, 2012
Posted: 08 Dec 2012
Jan Hanousek, Evzen Kocenda and Michal Masika
CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute), Charles University in Prague - Institute of Economic Studies and Ludwig Maximilian University of Munich - Faculty of Economics

Abstract:

Efficiency, Ownership structure, Firms, Panel data, Stochastic frontier

42.

Divide and Privatize: Firm Break-Up and Performance

CESifo Working Paper Series No. 3465
Number of pages: 32 Posted: 01 Jun 2011
Evzen Kocenda and Jan Hanousek
Charles University in Prague - Institute of Economic Studies and CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Downloads 34 (369,404)
Citation 1

Abstract:

break-up of firms, corporate performance, ownership changes, privatization, emerging markets, endogeneity, propensity score matching procedure

43.

Detecting Structural Breaks: Exchange Rates in Transition Economies

CERGE-EI Working Paper Series No. 149
Number of pages: 21 Posted: 14 Jan 2010
Evzen Kocenda
Charles University in Prague - Institute of Economic Studies
Downloads 30 (346,043)
Citation 3

Abstract:

exchange rate, transition, structural change, monetary policy

44.

Learning by Bidding: Evidence from a Large-Scale Natural Experiment

CERGE-EI Working Paper No.247
Number of pages: 38 Posted: 17 Nov 2005
Jan Hanousek and Evzen Kocenda
CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and Charles University in Prague - Institute of Economic Studies
Downloads 27 (396,078)

Abstract:

learning, natural experiment, auction, stock market, privatization, heterogeneous agents, transition

45.

Price Jump Indicators: Stock Market Empirics During the Crisis

William Davidson Institute Working Paper No. 1050
Number of pages: 35 Posted: 01 Aug 2013
Jan Novotny, Jan Hanousek and Evzen Kocenda
City University London - Faculty of Finance, CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and Charles University in Prague - Institute of Economic Studies
Downloads 26 (362,363)

Abstract:

stock markets, price jump indicators, non-parametric testing, clustering analysis, financial econometrics, Basel Accords

46.

Divide and Privatize: Firms Break-Up and Performance

Osteuropa-Institut Regensburg Working Paper No. 291
Number of pages: 31 Posted: 22 Nov 2010
Evzen Kocenda and Jan Hanousek
Charles University in Prague - Institute of Economic Studies and CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Downloads 26 (404,650)
Citation 1

Abstract:

Firm Divestiture, Corporate Performance, Ownership Changes, Privatization, Emerging Markets, Endogeneity, Propensity Score Matching Procedure

47.

A Test for Iid Residuals Based on Integrating Over the Correlation Integral

CERGE-EI Working Paper Series No. 101
Number of pages: 23 Posted: 29 Jan 2010
Evzen Kocenda
Charles University in Prague - Institute of Economic Studies
Downloads 23 (423,313)

Abstract:

Chaos, Nonlinear Dynamics, Correlation integral, Monte Carlo, Exchange Rates, ARCH

48.

Public Investment and Fiscal Performance in New EU Member States

William Davidson Institute Working Paper No. 1006
Number of pages: 32 Posted: 19 Dec 2010
Jan Hanousek and Evzen Kocenda
CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and Charles University in Prague - Institute of Economic Studies
Downloads 22 (413,605)

Abstract:

public finance, public investment, economic freedom, corruption, EU convergence and integration, macroeconomic policy, fiscal reforms, new EU members

49.

Origin and Concentration: Corporate Ownership, Control and Performance in Firms after Privatization

Economics of Transition, Vol. 15, No. 1, pp. 1-31, January 2007
Number of pages: 31 Posted: 20 Apr 2007
Jan Hanousek, Evzen Kocenda and Jan Svejnar
CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute), Charles University in Prague - Institute of Economic Studies and School of International and Public Affairs, Columbia University, NY, USA
Downloads 19 (454,333)
Citation 18
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Abstract:

50.

Development of Ownership Structure and its Effect on Performance: Czech Firms from Mass Privatisation

CEPR Discussion Paper No. 3139
Number of pages: 24 Posted: 29 Jan 2002
Evzen Kocenda
Charles University in Prague - Institute of Economic Studies
Downloads 19 (454,333)
Citation 1
  • Add to Cart

Abstract:

Ownership structure, firm performance, voucher privatization, type of owner, panel data

51.

Volatility of a Seemingly Fixed Exchange Rate

CERGE-EI Working Paper Series No. 88
Number of pages: 38 Posted: 31 Jan 2010
Evzen Kocenda
Charles University in Prague - Institute of Economic Studies
Downloads 17 (449,016)
Citation 1

Abstract:

Exchange Rates, Currency Basket, Nonlinearity, GARCH

52.

Incomplete Specialization and Trade in Parts and Components

William Davidson Institute Working Paper No. 1044
Number of pages: 39 Posted: 30 Jul 2013
Richard Frensch, Jan Hanousek and Evzen Kocenda
Osteuropa-Institut Regensburg, CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and Charles University in Prague - Institute of Economic Studies
Downloads 16 (384,201)

Abstract:

international trade, gravity model, offshoring, panel data, European Union

53.

The Paradox of Czech Crusaders: Will They Ever Learn the Corruption Lesson?

CERGE-EI Working Paper Series No. 171
Number of pages: 24 Posted: 28 Nov 2009
Lubomir Lizal and Evzen Kocenda
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and Charles University in Prague - Institute of Economic Studies
Downloads 13 (464,725)

Abstract:

corruption, institutions, transition, hidden economy, state administration

54.

Price Jumps on European Stock Markets

William Davidson Institute Working Paper No. 1059
Number of pages: 32 Posted: 22 Dec 2013
Jan Hanousek, Evzen Kocenda and Jan Novotny
CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute), Charles University in Prague - Institute of Economic Studies and City University London - Faculty of Finance
Downloads 12 (443,800)

Abstract:

European stock markets, price jump indicators, non-parametric testing, clustering analysis, financial econometrics, emerging markets.

55.

South American Capital Markets: Statistics of the Past Decade

CERGE-EI Working Paper No. 107
Number of pages: 16 Posted: 23 Jan 2010
Jan Hanousek and Evzen Kocenda
CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and Charles University in Prague - Institute of Economic Studies
Downloads 12 (480,318)

Abstract:

market return differential, convergence, panel data, stationarity, market efficiency

56.

Disparities of Exchange Rates in CEE Countries

CERGE-EI Working Paper Series No. 124
Number of pages: 31 Posted: 22 Jan 2010
Evzen Kocenda
Charles University in Prague - Institute of Economic Studies
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Abstract:

exchange rates, convergence, transition, European Union

57.

Specialization, Gravity, and European Trade in Final Goods

William Davidson Institute Working Paper No. 1054
Number of pages: 36 Posted: 15 Sep 2013
Richard Frensch, Jan Hanousek and Evzen Kocenda
Osteuropa-Institut Regensburg, CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and Charles University in Prague - Institute of Economic Studies
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Abstract:

international trade, gravity models, panel data, European Union

58.

Foreign News and Spillovers in Emerging European Stock Markets

Review of International Economics, Vol. 19, Issue 1, pp. 170-188, 2011
Number of pages: 19 Posted: 24 Jan 2011
Jan Hanousek and Evzen Kocenda
CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and Charles University in Prague - Institute of Economic Studies
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Citation 4
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Abstract:

59.

Short‐ and Long‐Term Growth Effects of Exchange Rate Adjustment

Review of International Economics, Vol. 21, Issue 1, pp. 137-150, 2013
Number of pages: 14 Posted: 24 Jan 2013
Evzen Kocenda, Mathilde Maurel and Gunther Schnabl
Charles University in Prague - Institute of Economic Studies, Université Paris I Panthéon-Sorbonne - Centre Maison des Sciences Economiques and University of Leipzig - Institute for Economic Policy
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Abstract:

60.

Learning by Investing

Economics of Transition, Vol. 19, Issue 1, pp. 125-149, 2010
Number of pages: 25 Posted: 01 Jan 2011
Jan Hanousek and Evzen Kocenda
CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and Charles University in Prague - Institute of Economic Studies
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Abstract:

Learning, investing, naturally occurring auction, stock market, privatization, heterogeneous agents

61.

Productivity and Trade Spillovers: Horizontal Crowding-Out versus Vertical Synergies in Europe as a Response to Foreign Direct Investment

CERGE-EI Working Paper Series No. 601
Number of pages: 49 Posted: 09 Aug 2017
Jan Hanousek, Evzen Kocenda and Pavla Vozarova
CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute), Charles University in Prague - Institute of Economic Studies and Czech Technical University
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Abstract:

multinational enterprise (MNE), foreign direct investment (FDI), European firms, spillovers, international trade

62.

Productivity and Trade Spillovers: Horizontal Crowding-Out versus Vertical Synergies in Europe as a Response to the Foreign Direct Investment

CEPR Discussion Paper No. DP12124
Number of pages: 47 Posted: 04 Jul 2017
Jan Hanousek, Evzen Kocenda and Pavla Vozarova
CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute), Charles University in Prague - Institute of Economic Studies and Czech Technical University
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Abstract:

European firms, foreign direct investment (FDI), International Trade, multinational enterprise (MNE), Spillovers

63.

Networks of Volatility Spillovers Among Stock Markets

CESifo Working Paper Series No. 6476
Number of pages: 34 Posted: 13 Jun 2017
Eduard Baumohl, Evzen Kocenda, Stefan Lyocsa and Tomas Vyrost
University of Economics in Bratislava, Charles University in Prague - Institute of Economic Studies, University of Economics in Bratislava - Faculty of Business Economics and University of Economics in Bratislava
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Abstract:

Volatility Spillovers, Stock Markets, Shock Transmission, Granger Causality Network, Spatial Regression, Financial Crisis

64.

Financial Stability in Europe: Banking and Sovereign Risk

CESifo Working Paper Series No. 6453
Number of pages: 38 Posted: 01 Jun 2017
Jan Bruha and Evzen Kocenda
Czech National Bank (CNB) and Charles University in Prague - Institute of Economic Studies
Downloads 0 (392,000)

Abstract:

sovereign default risk, banking sector, global financial crisis, financial stability, European Union

65.

The Impact of Monetary Strategies on Inflation Persistence

CESifo Working Paper Series No. 6306
Number of pages: 31 Posted: 21 Feb 2017
Evzen Kocenda and Balazs Varga
Charles University in Prague - Institute of Economic Studies and Corvinus University of Budapest
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Abstract:

Inflation Persistence, Inflation Targeting, Exchange Rate Regime, Flexible Least Squares

66.

Asymmetric Volatility Connectedness on Forex Markets

Number of pages: 39 Posted: 28 Jul 2016
Jozef Barunik, Evzen Kocenda and Lukas Vacha
Charles University in Prague - Institute of Economic Studies, Charles University in Prague - Institute of Economic Studies and Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic
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Abstract:

volatility, connectedness, spillovers, semivariance, asymmetric effects, forex markets

67.

Trade in Parts and Components Across Europe

CEPR Discussion Paper No. DP10932
Number of pages: 32 Posted: 12 Nov 2015
Richard Frensch, Jan Hanousek and Evzen Kocenda
Osteuropa-Institut Regensburg, CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and Charles University in Prague - Institute of Economic Studies
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Abstract:

European Union, gravity model, international trade, panel data, production networks

68.

Factors of Trade in Europe

Economic Systems, Vol. 38, No. 4, 2014
Number of pages: 31 Posted: 31 Oct 2015 Last Revised: 05 Nov 2015
Jan Hanousek and Evzen Kocenda
CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and Charles University in Prague - Institute of Economic Studies
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Abstract:

Bilateral trade, Factors of trade, Panel data, European Union

69.

Corporate Efficiency in Europe

CEPR Discussion Paper No. DP10500
Number of pages: 39 Posted: 01 Apr 2015
Jan Hanousek, Evzen Kocenda and Anastasiya Shamshur
CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute), Charles University in Prague - Institute of Economic Studies and Norwich Business School, University of East Anglia
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Abstract:

efficiency, Europe, firms, ownership structure, panel data, stochastic frontier

70.

Direct and Indirect Effects of FDI in Emerging European Markets: A Survey and Meta-Analysis

Economic Systems, Vol. 35, No. 3, 2011
Number of pages: 38 Posted: 12 Mar 2012 Last Revised: 02 Nov 2015
Jan Hanousek, Evzen Kocenda and Mathilde Maurel
CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute), Charles University in Prague - Institute of Economic Studies and Université Paris I Panthéon-Sorbonne - Centre Maison des Sciences Economiques
Downloads 0 (454,333)
Citation 3

Abstract:

FDI, Productivity spillovers, Economic transformation, Emerging markets, Meta-analysis

71.

Interdependence between Eastern and Western European Stock Markets: Evidence from Intraday Data

Economic Systems, Vol. 31, No. 2, 2007
Posted: 05 Jul 2007
Balázs Égert and Evzen Kocenda
Organization for Economic Co-Operation and Development (OECD) and Charles University in Prague - Institute of Economic Studies

Abstract:

Comovements, Spillover effects, Market integration, European emerging markets, Intraday data

72.

Pilgrims to the Eurozone: How Far, How Fast?

Economic Systems, Vol. 30, No. 4, pp. 311-327, December 2006
Posted: 13 Dec 2006
Evzen Kocenda, Ali M. Kutan and Taner M. Yigit
Charles University in Prague - Institute of Economic Studies, Southern Illinois University at Edwardsville and Bilkent University - Department of Economics

Abstract:

Real and nominal convergence, European Union, Integration, Transition, Eurozone

73.

State of Corruption in Transition: The Case of the Czech Republic

Emerging Markets Review, Vol. 2, No. 2, pp. 138-160, 2001
Posted: 09 Oct 2002
Lubomir Lizal and Evzen Kocenda
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and Charles University in Prague - Institute of Economic Studies

Abstract:

corruption, institutions, transition, hidden economy, state administration

74.

Limited Macroeconomic Convergence in Transition Countries

CEPR Discussion Paper No. 2285
Posted: 17 Nov 2000
Evzen Kocenda
Charles University in Prague - Institute of Economic Studies

Abstract:

convergence, transition, panel unit-root test, economic integration

75.

Altered Band and Exchange Volatility

ECONOMICS OF TRANSITION
Posted: 16 May 1998
Evzen Kocenda
Charles University in Prague - Institute of Economic Studies

Abstract:

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