Publications
- Mean-Variance & Mean- VaR Portfolio Selection: A Simulation Based Comparison in the Czech Crisis EnvironmentPublication without faculty affiliation
- How bank competition influences liquidity creation2016 | Faculty of Social Sciences
- A New Measure of the Financial Cycle: Application to the Czech Republic2016 | Faculty of Social Sciences
- Countercyclical Capital Buffers and Credit-to-GDP Gaps: Simulation for Central, Eastern, and Southeastern Europe2015 | Faculty of Social Sciences
- Bank Capital and Liquidity Creation : Granger-Causality Evidence2014 | Faculty of Social Sciences
- Dynamic Stress Testing: The Framework for Assessing the Resilience of the Banking Sector Used by the Czech National Bank2013 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- Excessive Credit Growth and Countercyclical Capital Buffers in Basel III: An Empirical Evidence from Central and East European Countries2012 | Faculty of Social Sciences
- How to Improve the Quality of Stress Tests through Backtesting2012 | Faculty of Social Sciences
- Yield curve dynamics - regional common factor model2011 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- Loss given default as a crucial risk parameter in entrepreneurship management2011 | Faculty of Mathematics and Physics
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