Publications
- Countercyclical Capital Buffers and Credit-to-GDP Gaps: Simulation for Central, Eastern, and Southeastern Europe2015 | Faculty of Social Sciences
- Yield curve dynamics - regional common factor model2011 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- Stress testing: conservative calibration and regular verification2010 | Publication without faculty affiliation
- Estimating expected loss given default in an emerging economy : the case of Czech Republic2009 | Faculty of Social Sciences
- Debt Contracts and Stochastic Default BarrierPublication without faculty affiliation
- The Influence of Housing Price Developments on Household Consumption: Empirical Analysis for the Czech RepublicPublication without faculty affiliation
- Conservative stress testing : the role of regular verificationPublication without faculty affiliation
- Mean-Variance & Mean- VaR Portfolio Selection: A Simulation Based Comparison in the Czech Crisis EnvironmentPublication without faculty affiliation
- Yield Curve Dynamics: Regional Common Factor ModelPublication without faculty affiliation
- How bank competition influences liquidity creation2016 | Faculty of Social Sciences
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