Evžen Kočenda

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

SCHOLARLY PAPERS

77

DOWNLOADS
Rank 4,428

SSRN RANKINGS

Top 4,428

in Total Papers Downloads

9,284

SSRN CITATIONS
Rank 3,541

SSRN RANKINGS

Top 3,541

in Total Papers Citations

46

CROSSREF CITATIONS

257

Scholarly Papers (77)

1.

Default Predictors and Credit Scoring Models for Retail Banking

CESifo Working Paper Series No. 2862
Number of pages: 53 Posted: 07 Dec 2009
Evžen Kočenda 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 1,295 (15,053)

Abstract:

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

2.

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, Evžen Kočenda 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 571 (48,063)
Citation 6

Abstract:

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

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 Evžen Kočenda
School of International and Public Affairs, Columbia University, NY, USA and Charles University in Prague - Institute of Economic Studies
Downloads 569 (47,641)
Citation 6

Abstract:

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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 Evžen Kočenda
School of International and Public Affairs, Columbia University, NY, USA and Charles University in Prague - Institute of Economic Studies

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

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, Evžen Kočenda 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 475 (60,640)
Citation 8

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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 Evžen Kočenda
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 402 (74,199)
Citation 2

Abstract:

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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
Evžen Kočenda and Jan Svejnar
Charles University in Prague - Institute of Economic Studies and School of International and Public Affairs, Columbia University, NY, USA
Downloads 392 (76,354)
Citation 11

Abstract:

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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, Evžen Kočenda 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 313 (98,655)
Citation 1

Abstract:

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Spinoffs, breakups, privatization, corporate performance, endogeneity

8.

Gold, Oil, and Stocks

Number of pages: 27 Posted: 02 Aug 2013 Last Revised: 10 May 2014
Jozef Baruník, Evžen Kočenda and Lukas Vacha
Charles University in Prague - Department of Economics, Charles University in Prague - Institute of Economic Studies and Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic
Downloads 283 (109,943)
Citation 4

Abstract:

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

Ownership and Performance after Large-Scale Privatization

William Davidson Institute Working Paper No. 471a
Number of pages: 46 Posted: 03 Jun 2003
Evžen Kočenda and Jan Svejnar
Charles University in Prague - Institute of Economic Studies and School of International and Public Affairs, Columbia University, NY, USA
Downloads 234 (133,290)
Citation 1

Abstract:

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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
Evžen Kočenda and Jan Svejnar
Charles University in Prague - Institute of Economic Studies and School of International and Public Affairs, Columbia University, NY, USA
Downloads 27 (507,945)
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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, Evžen Kočenda 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 241 (129,933)
Citation 6

Abstract:

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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, Evžen Kočenda 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 226 (138,392)
Citation 8

Abstract:

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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 Evžen Kočenda
Organization for Economic Co-Operation and Development (OECD) and Charles University in Prague - Institute of Economic Studies
Downloads 208 (149,783)
Citation 9

Abstract:

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

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
Evžen Kočenda, Vit Bubak and Filip Zikes
Charles University in Prague - Institute of Economic Studies, Instituto Desarrollo and Imperial College London
Downloads 93 (286,522)

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

Volatility Transmission in Emerging European Foreign Exchange Markets

CESifo Working Paper Series No. 3063
Number of pages: 36 Posted: 07 Jun 2010
Vit Bubak, Evžen Kočenda and Filip Zikes
Instituto Desarrollo, Charles University in Prague - Institute of Economic Studies and Imperial College London
Downloads 89 (294,808)
Citation 2

Abstract:

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

14.

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

Journal of Financial Markets, Vol. 26, 2016
Number of pages: 36 Posted: 06 Aug 2013 Last Revised: 29 Oct 2018
Jozef Baruník, Evžen Kočenda and Lukas Vacha
Charles University in Prague - Department of Economics, Charles University in Prague - Institute of Economic Studies and Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic
Downloads 179 (171,940)
Citation 4

Abstract:

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Volatility, Spillovers, Semivariance, Asymmetric effects, Financial markets

15.

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 Evžen Kočenda
Organization for Economic Co-Operation and Development (OECD) and Charles University in Prague - Institute of Economic Studies
Downloads 162 (187,429)
Citation 4

Abstract:

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contagion and spillover effects, market integration, European emerging markets

16.

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
Evžen Kočenda 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 154 (195,738)
Citation 1

Abstract:

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

17.

Volatility Spillovers Across Petroleum Markets

William Davidson Institute Working Paper No. 1093
Number of pages: 29 Posted: 29 Apr 2015
Jozef Baruník, Evžen Kočenda and Lukas Vacha
Charles University in Prague - Department of Economics, Charles University in Prague - Institute of Economic Studies and Charles University in Prague
Downloads 151 (198,868)
Citation 11

Abstract:

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volatility spillovers, asymmetry, petroleum markets

18.

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
Evžen Kočenda and Tigran Poghosyan
Charles University in Prague - Institute of Economic Studies and International Monetary Fund (IMF)
Downloads 151 (198,868)
Citation 2

Abstract:

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

19.

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 Evžen Kočenda
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 144 (206,864)
Citation 2

Abstract:

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

20.

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 Evžen Kočenda
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 137 (215,343)
Citation 1

Abstract:

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corruption, institutions, transition, hidden economy, state administration

21.

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, Evžen Kočenda 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 131 (223,175)
Citation 4

Abstract:

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

22.

Gold, Oil, and Stocks: Dynamic Correlations

CESifo Working Paper Series No. 5333
Number of pages: 28 Posted: 07 May 2015
Jozef Baruník, Evžen Kočenda and Lukas Vacha
Charles University in Prague - Department of Economics, Charles University in Prague - Institute of Economic Studies and Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic
Downloads 130 (224,470)

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

23.

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
Evžen Kočenda and David H. Papell
Charles University in Prague - Institute of Economic Studies and University of Houston - Department of Economics
Downloads 125 (231,306)
Citation 2

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

24.

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 Baruník, Evžen Kočenda and Lukas Vacha
Charles University in Prague - Department of Economics, Charles University in Prague - Institute of Economic Studies and Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic
Downloads 120 (238,429)
Citation 3

Abstract:

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volatility, spillovers, semivariance, asymmetric effects, financial markets

25.

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
Evžen Kočenda and Tigran Poghosyan
Charles University in Prague - Institute of Economic Studies and International Monetary Fund (IMF)
Downloads 110 (255,601)
Citation 4

Abstract:

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

26.

Technological Imitation and Innovation in New European Union Markets

CESifo Working Paper Series No. 3039
Number of pages: 33 Posted: 08 May 2010
CERGE EI, Charles University in Prague - Institute of Economic Studies and affiliation not provided to SSRN
Downloads 109 (255,601)

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

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
Evžen Kočenda, 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 97 (276,658)

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exchange rate adjustment, sterilization, European sovereign debt crisis

28.

Asymmetric Volatility Connectedness on Forex Markets

Journal of International Money and Finance, Vol. 77C, 2017
Number of pages: 39 Posted: 28 Jul 2016 Last Revised: 15 Oct 2017
Jozef Baruník, Evžen Kočenda and Lukas Vacha
Charles University in Prague - Department of Economics, Charles University in Prague - Institute of Economic Studies and Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic
Downloads 96 (278,630)
Citation 3

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

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 Evžen Kočenda
Organization for Economic Co-Operation and Development (OECD) and Charles University in Prague - Institute of Economic Studies
Downloads 59 (373,242)

Abstract:

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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 Evžen Kočenda
Organization for Economic Co-Operation and Development (OECD) and Charles University in Prague - Institute of Economic Studies
Downloads 37 (456,699)

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

30.

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
Evžen Kočenda
Charles University in Prague - Institute of Economic Studies
Downloads 95 (280,468)
Citation 1

Abstract:

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

31.

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 Evžen Kočenda
CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and Charles University in Prague - Institute of Economic Studies
Downloads 94 (282,384)
Citation 4

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

32.

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

Number of pages: 20 Posted: 24 Mar 2005 Last Revised: 05 Mar 2010
Evžen Kočenda
Charles University in Prague - Institute of Economic Studies
Downloads 85 (300,966)

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

33.

Networks of Volatility Spillovers Among Stock Markets

CESifo Working Paper Series No. 6476
Number of pages: 34 Posted: 13 Jun 2017
Eduard Baumohl, Evžen Kočenda, 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
Downloads 79 (314,526)

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

34.

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 Evžen Kočenda
Czech National Bank (CNB) and Charles University in Prague - Institute of Economic Studies
Downloads 76 (321,669)

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

Financial Efficiency and the Ownership of Czech Firms

William Davidson Institute Working Paper No. 1016
Number of pages: 34 Posted: 19 Aug 2011
Evžen Kočenda, 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 (LMU)
Downloads 40 (443,413)
Citation 1

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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, Evžen Kočenda 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 (LMU)
Downloads 36 (461,249)

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

36.

State Ownership and Control in the Czech Republic

CESifo Working Paper Series No. 2801
Number of pages: 41 Posted: 08 Dec 2009
Evžen Kočenda and Jan Hanousek
Charles University in Prague - Institute of Economic Studies and CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Downloads 74 (326,697)

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state ownership, control, corporate performance, privatization

37.

Pilgrims to the Eurozone: How Far, How Fast?

CERGE-EI Working Paper No. 279
Number of pages: 52 Posted: 22 Feb 2006
Evžen Kočenda, 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 70 (336,901)
Citation 10

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

38.

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 Evžen Kočenda
Osteuropa-Institut Regensburg, CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and Charles University in Prague - Institute of Economic Studies
Downloads 67 (344,935)
Citation 1

Abstract:

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

39.

The Identification of Price Jumps

CERGE-EI Working Paper Series No. 434
Number of pages: 53 Posted: 15 Mar 2011
Jan Hanousek, Evžen Kočenda 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 63 (356,109)
Citation 3

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

40.

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

The Energy Journal, 36(3), 309-329, 2015
Number of pages: 22 Posted: 12 May 2014 Last Revised: 15 Oct 2017
Jozef Baruník, Evžen Kočenda and Lukas Vacha
Charles University in Prague - Department of Economics, Charles University in Prague - Institute of Economic Studies and Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic
Downloads 62 (359,002)

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volatility spillovers, asymmetry, petroleum markets

41.

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
Evžen Kočenda 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 61 (362,022)
Citation 6

Abstract:

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

42.

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, Evžen Kočenda 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 58 (371,057)

Abstract:

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

43.

Detecting Structural Breaks: Exchange Rates in Transition Economies

CERGE-EI Working Paper Series No. 149
Number of pages: 21 Posted: 14 Jan 2010
Evžen Kočenda
Charles University in Prague - Institute of Economic Studies
Downloads 56 (377,470)
Citation 3

Abstract:

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exchange rate, transition, structural change, monetary policy

44.

Foreign News and Spillovers in Emerging European Stock Markets

William Davidson Institute Working Paper No. 983
Number of pages: 36 Posted: 28 Jul 2010
Evžen Kočenda and Jan Hanousek
Charles University in Prague - Institute of Economic Studies and CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Downloads 54 (383,921)
Citation 1

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

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 Evžen Kočenda
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 53 (387,103)
Citation 2

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

46.

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 Evžen Kočenda
Osteuropa-Institut Regensburg, CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and Charles University in Prague - Institute of Economic Studies
Downloads 52 (390,435)

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

Firm Efficiency: Domestic Owners, Coalitions, and FDI

CERGE-EI Working Paper Series No. 456
Number of pages: 33 Posted: 27 Apr 2012
Jan Hanousek, Evžen Kočenda 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 (LMU) - Faculty of Economics
Downloads 48 (411,332)
Citation 2

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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, Evžen Kočenda 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 (LMU) - Faculty of Economics

Abstract:

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

48.

Total, Asymmetric and Frequency Connectedness between Oil and Forex Markets

CESifo Working Paper No. 7756
Number of pages: 38 Posted: 30 Jul 2019
Jozef Baruník and Evžen Kočenda
Charles University in Prague - Department of Economics and Charles University in Prague - Institute of Economic Studies
Downloads 47 (407,653)

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crude oil, forex market, volatility, connectedness, spillovers, semivariance, asymmetric effects, frequency connectedness

49.

Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis

CESifo Working Paper No. 7239
Number of pages: 45 Posted: 31 Oct 2018
Evžen Kočenda and Michala Moravcová
Charles University in Prague - Institute of Economic Studies and Charles University in Prague
Downloads 47 (407,653)

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foreign exchange markets, intraday data, abnormal returns, event study, macroeconomic announcements, monetary policy settings, European Union, new EU members

50.

The Impact of Monetary Strategies on Inflation Persistence

CESifo Working Paper Series No. 6306
Number of pages: 31 Posted: 21 Feb 2017
Evžen Kočenda and Balazs Varga
Charles University in Prague - Institute of Economic Studies and Corvinus University of Budapest
Downloads 47 (407,653)

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

51.

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
Evžen Kočenda 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 42 (426,276)
Citation 2

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

52.

Divide and Privatize: Firm Break-Up and Performance

CESifo Working Paper Series No. 3465
Number of pages: 32 Posted: 01 Jun 2011
Evžen Kočenda and Jan Hanousek
Charles University in Prague - Institute of Economic Studies and CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Downloads 41 (430,051)

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

53.

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 Evžen Kočenda
CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and Charles University in Prague - Institute of Economic Studies
Downloads 35 (455,098)

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

54.

Divide and Privatize: Firms Break-Up and Performance

Osteuropa-Institut Regensburg Working Paper No. 291
Number of pages: 31 Posted: 22 Nov 2010
Evžen Kočenda 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 (459,487)
Citation 1

Abstract:

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

55.

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 Evžen Kočenda
CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and Charles University in Prague - Institute of Economic Studies
Downloads 32 (468,546)
Citation 1

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

56.

Price Jumps on European Stock Markets

William Davidson Institute Working Paper No. 1059
Number of pages: 32 Posted: 22 Dec 2013
Jan Hanousek, Evžen Kočenda 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 29 (483,146)

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

57.

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
Evžen Kočenda
Charles University in Prague - Institute of Economic Studies
Downloads 27 (493,645)

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

58.

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 Evžen Kočenda
CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and Charles University in Prague - Institute of Economic Studies
Downloads 24 (510,345)

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

59.

Volatility of a Seemingly Fixed Exchange Rate

CERGE-EI Working Paper Series No. 88
Number of pages: 38 Posted: 31 Jan 2010
Evžen Kočenda
Charles University in Prague - Institute of Economic Studies
Downloads 24 (510,345)

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Exchange Rates, Currency Basket, Nonlinearity, GARCH

60.

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 Evžen Kočenda
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and Charles University in Prague - Institute of Economic Studies
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corruption, institutions, transition, hidden economy, state administration

61.

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, Evžen Kočenda 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 (539,830)
Citation 2
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62.

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
Evžen Kočenda
Charles University in Prague - Institute of Economic Studies
Downloads 19 (539,830)
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Ownership structure, firm performance, voucher privatization, type of owner, panel data

63.

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 Evžen Kočenda
CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and Charles University in Prague - Institute of Economic Studies
Downloads 18 (545,852)

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

64.

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 Evžen Kočenda
Osteuropa-Institut Regensburg, CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and Charles University in Prague - Institute of Economic Studies
Downloads 13 (576,554)

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international trade, gravity models, panel data, European Union

65.

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, Evžen Kočenda 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
Downloads 12 (583,003)

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

66.

Disparities of Exchange Rates in CEE Countries

CERGE-EI Working Paper Series No. 124
Number of pages: 31 Posted: 22 Jan 2010
Evžen Kočenda
Charles University in Prague - Institute of Economic Studies
Downloads 12 (583,003)

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exchange rates, convergence, transition, European Union

67.

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
Evžen Kočenda, 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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68.

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 Evžen Kočenda
CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and Charles University in Prague - Institute of Economic Studies
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69.

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 Evžen Kočenda
CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and Charles University in Prague - Institute of Economic Studies
Downloads 1 (664,834)
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Learning, investing, naturally occurring auction, stock market, privatization, heterogeneous agents

70.

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

71.

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

72.

Corporate Efficiency in Europe

CEPR Discussion Paper No. DP10500
Number of pages: 39 Posted: 01 Apr 2015
Jan Hanousek, Evžen Kočenda 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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efficiency, Europe, firms, ownership structure, panel data, stochastic frontier

73.

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 Evžen Kočenda
Organization for Economic Co-Operation and Development (OECD) and Charles University in Prague - Institute of Economic Studies

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

74.

Pilgrims to the Eurozone: How Far, How Fast?

Economic Systems, Vol. 30, No. 4, pp. 311-327, December 2006
Posted: 13 Dec 2006
Evžen Kočenda, 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

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

75.

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 Evžen Kočenda
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and Charles University in Prague - Institute of Economic Studies

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corruption, institutions, transition, hidden economy, state administration

76.

Limited Macroeconomic Convergence in Transition Countries

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

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

77.

Altered Band and Exchange Volatility

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

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