Prof. Ing. Evžen Kočenda, Ph.D. DSc.
Vedoucí vědecký pracovník
Životopis
Seznam publikací
Evžen Kočenda je profesorem ekonomie na Institutu ekonomických studií Univerzity Karlovy a seniorským výzkumníkem na Ústavu teorie informace a automatizace Akademie věd ČR.
Doktorát v oboru ekonomie získal na Univerzitě v Houstonu (1996). Přednášel na Univerzitě Karlově, New York University, Anglo-American University a Université Paris IX - Dauphine. Je spojen s CESifo, IOS a EABCN.
Členem redakčních rad časopisů Journal of Comparative Economics (2004–2006), Economic Systems (2009–2013). Spolueditorem časopisu Czech Journal of Finance and Economics (od roku 2014). Hlavní oblasti výzkumu zahrnují aplikovanou ekonometrii, mezinárodní finance a evropskou integraci.
Spoluřešitel projektu "Do hlubin decentralizovaných financí: Tržní mikrostruktura, behaviorální a psychologické vzorce" (2023 - 2025)
Články v časopisech
- : Event‑driven changes in return connectedness among cryptocurrencies, Financial Innovation Stáhnout DOI: 10.1186/s40854-025-00808-6 [2026]
- : Event-driven changes in connectedness among commodities and commodity currencies: A quantile, network and probabilistic analysis, Research in International Business and Finance 75 Stáhnout Stáhnout DOI: 10.1016/j.ribaf.2025.102781 [2025]
- : Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness, JOURNAL OF INTERNATIONAL FINANCIAL MARKETS, INSTITUTIONS AND MONEY 96 Stáhnout Stáhnout DOI: 10.1016/j.intfin.2024.102062 [2024]
- : Estimation of green bond premiums on the Chinese secondary market, Politická ekonomie 70 6 (2022), p. 684-710 Stáhnout Stáhnout DOI: 10.18267/j.polek.1363 [2022]
- : Selective Attention in Exchange Rate Forecasting, Journal of Behavioral FInance 23 2 (2022), p. 210-229 Stáhnout Stáhnout DOI: 10.1080/15427560.2020.1865355 [2022]
- : How Firms Survive in European Emerging Markets: A Survey, Eastern European Economics 60 5 (2022), p. 393-417 Stáhnout Stáhnout DOI: 10.1080/00128775.2022.2099422 [2022]
- : Survival of Service Firms in European Emerging Economies, Applied Economics Letters 27 4 (2020), p. 340-348 Stáhnout Stáhnout DOI: 10.1080/13504851.2019.1616053 [2020]
- : Bank Survival in Central and Eastern Europe, International Review of Economics & Finance 69 1 (2020), p. 860-878 Stáhnout Stáhnout DOI: 10.1016/j.iref.2020.06.020 [2020]
- : Impact of Multinational Enterprises on Competition, Productivity and Trade Spillovers across European Firms, Finance a úvěr-Czech Journal of Economics and Finance 70 2 (2020), p. 172-212 Stáhnout Stáhnout [2020]
- : Nowcasting real GDP growth: Comparison between new and old EU countries, Eastern European Economics 58 3 (2020), p. 197-220 Stáhnout Stáhnout DOI: 10.1080/00128775.2020.1726185 [2020]
- : Firm survival in new EU member states, Economic Systems 44 Stáhnout Stáhnout DOI: 10.1016/j.ecosys.2020.100743 [2020]
- : Bankovní sektor a státní riziko v Evropské unii, Politická ekonomie 66 3 (2018), p. 366-383 Stáhnout DOI: 10.18267/j.polek.1193 [2018]
- : Export sophistication: A dynamic panel data approach, Emerging Markets Finance and Trade 54 12 (2018), p. 2799-2814 Stáhnout DOI: 10.1080/1540496X.2017.1412305 [2018]
- : Survey of volatility and spillovers on financial markets, Prague Economic Papers 27 3 (2018), p. 293-305 Stáhnout DOI: 10.18267/j.pep.650 [2018]
- : European perspective on the links among public investments, banking and sovereign risk, Public Sector Economics 42 2 (2018), p. 105-109 Stáhnout DOI: 10.3326/pse.42.2.3 [2018]
- : Networks of volatility spillovers among stock markets, Physica. A : Statistical Mechanics and its Applications 490 1 (2018), p. 1555-1574 Stáhnout DOI: 10.1016/j.physa.2017.08.123 [2018]
- : Asymmetric volatility connectedness on the forex market, Journal of International Money and Finance 77 1 (2017), p. 39-56 Stáhnout DOI: 10.1016/j.jimonfin.2017.06.003 [2017]
- : Vliv přímých zahraničních investic na dodavatelské vztahy a postavení domácích výrobců meziproduktů, Politická ekonomie 65 4 (2017), p. 391-409 Stáhnout DOI: 10.18267/j.polek.1151 [2017]
- : Dopady vlastnické struktury, firemních charakteristik a krize na efektivitu českých podniků, Politická ekonomie 65 1 (2017), p. 3-25 Stáhnout DOI: 10.18267/j.polek.1124 [2017]
- : Trade in parts and components across Europe, Finance a úvěr-Czech Journal of Economics and Finance 66 3 (2016), p. 236-262 Stáhnout [2016]
- : Shluková analýza skoků na kapitálových trzích, Politická ekonomie 64 2 (2016), p. 127-144 Stáhnout DOI: 10.18267/j.polek.1059 [2016]
- : Gold, oil, and stocks: Dynamic correlations, International Review of Economics & Finance 42 1 (2016), p. 186-201 Stáhnout DOI: 10.1016/j.iref.2015.08.006 [2016]
- : Determinanty evropského zahraničního obchodu: Instituce, kultura, infrastruktura, a geografie, Politická ekonomie 2015 5 (2015), p. 624-640 Stáhnout DOI: 10.18267/j.polek.1016 [2015]
- : Volatility Spillovers Across Petroleum Markets, Energy Journal 36 3 (2015), p. 309-329 Stáhnout DOI: 10.5547/01956574.37.1.jbar [2015]
Ostatní publikace
- : Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities, CESifo (Mnichov, 2024) Stáhnout Stáhnout [2024]
- : Disentangling Timing Uncertainty of Event-Driven Connectedness among Oil-Based Energy Commodities, CESifo (Mnichov, 2024) Stáhnout [2024]
- : Good vs. Bad Volatility in Major Cryptocurrencies: The Dichotomy and Drivers of Connectedness, IES UK (IES UK, 2023) Stáhnout [2023]
- : Drivers of Private Equity Activity across Europe: An East-West Comparison, UK FSV – IES (Praha, 2023) Stáhnout [2023]
- : Determinants of Financial Inclusion in Africa and OECD Countries, UK FSV – IES (Praha, 2023) Stáhnout [2023]
- : Financial Impact of Trust and Institutional Quality around the World, IES UK (Praha, 2022) Stáhnout [2022]
- : ECB monetary policy and commodity prices, FFA VSE (Praha, 2022) Stáhnout [2022]
- : Macroeconomic Responses of Emerging Market Economies to Oil Price Shocks: Analysis by Region and Resource Profile, VŠE (Praha, 2022) Stáhnout [2022]
- : Yield Curve Dynamics and Fiscal Policy Shocks, Institute of Economic Studies, Faculty of Social Sciences, Charles University in Prague (Praha, 2022) Stáhnout [2022]
- : Bank Survival Around the World: A Meta-Analytic Review, Hitotsubashi University (Tokyo, 2021) Stáhnout [2021]
- : Bank Survival Around the World: A Meta-Analytic Review, IES, Univerzita Karlova (Praha, 2021) Stáhnout [2021]
- : Media Treatment of Monetary Policy Surprises and Their Impact on Firms’ and Consumers’ Expectations, Institute of Economic Studies, Faculty of Social Sciences, Charles University in Prague (Praha, 2021) Stáhnout [2021]
- : Does the Spillover Index Respond Significantly to Systemic Shocks? A Bootstrap-Based Probabilistic Analysis, Institute of Economic Studies, Faculty of Social Sciences, Charles University in Prague (Praha, 2021) Stáhnout [2021]
- : Institutions, Financial Development, and Small Business Survival: Evidence from European Emerging Economies, IOS Regensburg (Regensburg, 2021) Stáhnout [2021]
- : Macroeconomic Responses of Emerging Market Economies to Oil Price Shocks: Analysis by Region and Resource Profile, UK FSV – IES (Praha, 2020) Stáhnout [2020]
- : Selective Attention in Exchange Rate Forecasting, UK FSV – IES (Praha, 2020) Stáhnout [2020]
- : Financial Crime and Punishment: A Meta-Analysis, UK FSV – IES (Praha, 2020) Stáhnout [2020]
- : Institutions, Financial Development, and Small Business Survival: Evidence from European Emerging Economies, UK FSV – IES (Praha, 2020) Stáhnout [2020]
- : Selective Attention in Exchange Rate Forecasting, Kyoto Institute of Economic Studies (Kyoto, 2020) Stáhnout [2020]
- : ECB monetary policy and commodity prices, Institute of Economic Studies, Faculty of Social Science, Charles University (Praha, 2020) Stáhnout [2020]
- : Distressed Acquisitions: Evidence from European Emerging Markets, Kyoto Institute of Economic Research, Kyoto University (Kyoto, 2020) Stáhnout [2020]
- : Impact of Multinational Enterprises on Competition, Productivity and Trade Spillovers across European Firms, Kyoto University, Kyoto Institute of Economic Research (Kyoto, 2020) Stáhnout [2020]
- : Mortgage-related bank penalties and systemic risk among U.S. banks, Kyoto University (Kyoto, 2020) Stáhnout [2020]
- : Bank Survival in European Emerging Markets, Kyoto University (Kyoto, 2020) Stáhnout [2020]
- : FDI and ownership in Czech firms: pre- and post-crisis efficiency, Kyoto University, Kyoto Institute of Economic Research (Kyoto, 2016) Stáhnout [2016]