- Credit default swaps as credit risk mitigants2010 | Faculty of Social Sciences
- On the Reliability of a Credit Default Swap Contract during the EMU Debt Crisis2016 | Faculty of Mathematics and Physics, Faculty of Social Sciences
- Dynamic credit default swap curves in a network topology2019 | Faculty of Mathematics and Physics
- On certain financial derivatives regulative aspects2013 | Faculty of Mathematics and Physics, Faculty of Law
- Sovereign risk - How can we measure it?2011 | Faculty of Mathematics and Physics
- Has the Relationship Between Market and Model CDS Price Changed during the EMU Debt Crisis?Publication without faculty affiliation
- Systemic Risk in the European Financial and Energy Sector: Dynamic Factor Copula ApproachPublication without faculty affiliation
- Systemic risk in European financial and energy sectors: Dynamic factor copula approach2020 | Faculty of Social Sciences
- Credit derivatives - threat or opportunity?2009 | Faculty of Social Sciences
- Authority European Securities and Markets Authority (ESMA) - conditions conferral EU agencies - the intervention powers in exceptional circumstances - the case law Meroni and Romano - Lisbon Treaty provisions on judicial review of acts of agencies which produces binding legal effects2014 | Central Library of Charles University
- The Czech Government Yield Curve Decomposition at the Lower Bound2019 | Faculty of Social Sciences
- Analysis of Sovereign Risk Market Indicators: The Case of the Czech Republic2013 | Faculty of Social Sciences
- Wrong-way Risk - Correlation Coefficient Calibration2015 | Faculty of Mathematics and Physics