Zobrazeno 1 - 10
of 113
pro vyhledávání: '"EVŽEN KOČENDA"'
Publikováno v:
Borsa Istanbul Review, Vol 14, Iss 1, Pp 10-22 (2014)
We analyze the dynamics of price jumps and the impact of the European debt crisis using the high-frequency data reported by selected stock exchanges on the European continent during the period January 2008 to June 2012. We employ two methods to ident
Externí odkaz:
https://doaj.org/article/9f55b1da3f5c458897b20fdc4fd4137f
Publikováno v:
Journal of Comparative Economics. 49:962-990
We analyze factors behind 23,213 distressed acquisitions in European emerging markets from 2007 to 2019. Besides the impact of financial ratios, legal form, ownership structure, firm size, and age, we emphasize the role of institutions and channels o
Autor:
Ichiro Iwasaki, Evžen Kočenda
Publikováno v:
Journal of Economic Surveys. 36:108-156
Bank survival is essential to economic growth and development because banks mediate the financing of the economy. A bank’s overall condition is often assessed by a supervisory rating system called CAMELS, an acronym for the components Capital adequ
Publikováno v:
Journal of Behavioral Finance. 23:210-229
We analyze the exchange rate forecasting performance under the assumption of selective attention. Although currency markets react to a variety of different information, we hypothesize that market p...
Autor:
Evžen Kočenda, Ichiro Iwasaki
Publikováno v:
International Review of Economics & Finance. 69:860-878
We analyze factors linked to bank survival on large dataset covering 17 CEE markets during the period of 2007–2015 by estimating the Cox proportional hazards model. We group banks across countries and according to their financial soundness. The ove
Autor:
Karen Poghosyan, Evžen Kočenda
Publikováno v:
Eastern European Economics. 58:197-220
We analyze the performance of a broad range of nowcasting and short-term forecasting models for a representative set of twelve old and six new member countries of the European Union (EU) that are c...
Publikováno v:
Journal of Corporate Finance. 58:431-453
We analyze the impact of institutional quality on firm survival in 15 European emerging markets. We employ the Cox proportional hazards model with a large dataset of firms during 2006–2015. Our results show that institutional quality (IQ) is a sign
Autor:
Evžen Kočenda, Ichiro Iwasaki
Publikováno v:
Applied Economics Letters. 27:340-348
Using a dataset of 126,591 service firms in 17 European emerging economies, this paper aims to estimate firm survivability in the years 2007–2015 and examine its determinants. We found that 31.3%, ...
Autor:
Evžen Kočenda, Michala Moravcová
Publikováno v:
Journal of International Financial Markets, Institutions and Money. 58:42-64
We analyze time-varying exchange rate co-movements, hedging ratios, and volatility spillovers on the new EU forex markets during 1999M1-2018M5. We document significant differences in the extent of currency comovements during various periods of market
Autor:
Sophio Togonidze, Evžen Kočenda
Publikováno v:
Economic Systems. 46:100988