Prof. Ing. Evžen Kočenda, Ph.D. DSc.

research fellow

Evžen Kočenda
kocenda@utia.cas.cz 266052848
Department: Department of Econometrics
Research interests: Applied economics and econometrics, International money and finance, Transition and European integration, Corporate performance and governance, Nonlinear procedures

Biography

Publication list


Evzen Kocenda is Professor of Economics at the Institute of Economic Studies, Charles University and Senior Researcher at the Institute of Information Theory and Automation, Czech Academy of Sciences.

 He received his Ph.D. in Economics from the University of Houston (1996). He has taught at Charles University, New York University, Anglo-American University  and Universite Paris IX - Dauphin. Affiliated with the CESifo, IOS and EABCN. 

Member of the editorial boards of the Journal of Comparative Economics (2004-2006), Economic Systems (2009-2013). 
Co-editor of the Czech Journal of Finance and Economics (since 2014). Main areas of research include applied econometrics, international finance and European integration.

Co-investigator of project: "Deep dive into decentralized finance: Market microstructure, and behavioral and psychological patterns" 2023-2025

Journal articles

  1. Šíla Jan, Kočenda Evžen, Krištoufek Ladislav, Kukačka Jiří: Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness, JOURNAL OF INTERNATIONAL FINANCIAL MARKETS, INSTITUTIONS AND MONEY 96 Download Download DOI: 10.1016/j.intfin.2024.102062 [2024]
  2. Janda K., Kočenda Evžen, Kortusova A., Zhang B.: Estimation of green bond premiums on the Chinese secondary market, Politická ekonomie 70 6 (2022), p. 684-710 Download Download DOI: 10.18267/j.polek.1363 [2022]
  3. Kapounek S., Kučerová Z., Kočenda Evžen: Selective Attention in Exchange Rate Forecasting, Journal of Behavioral FInance 23 2 (2022), p. 210-229 Download Download DOI: 10.1080/15427560.2020.1865355 [2022]
  4. Baumöhl E., Kočenda Evžen: How Firms Survive in European Emerging Markets: A Survey, Eastern European Economics 60 5 (2022), p. 393-417 Download Download DOI: 10.1080/00128775.2022.2099422 [2022]
  5. Iwasaki I., Kočenda Evžen: Survival of Service Firms in European Emerging Economies, Applied Economics Letters 27 4 (2020), p. 340-348 Download Download DOI: 10.1080/13504851.2019.1616053 [2020]
  6. Kočenda Evžen, Iwasaki I.: Bank Survival in Central and Eastern Europe, International Review of Economics & Finance 69 1 (2020), p. 860-878 Download Download DOI: 10.1016/j.iref.2020.06.020 [2020]
  7. Hanousek J., Kočenda Evžen, Vozárová P.: 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 Download Download [2020]
  8. Kočenda Evžen, Poghosyan K.: Nowcasting real GDP growth: Comparison between new and old EU countries, Eastern European Economics 58 3 (2020), p. 197-220 Download Download DOI: 10.1080/00128775.2020.1726185 [2020]
  9. Baumöhl E., Iwasaki I., Kočenda Evžen: Firm survival in new EU member states, Economic Systems 44 Download Download DOI: 10.1016/j.ecosys.2020.100743 [2020]
  10. Kočenda Evžen, Brůha J.: Bankovní sektor a státní riziko v Evropské unii, Politická ekonomie 66 3 (2018), p. 366-383 Download DOI: 10.18267/j.polek.1193 [2018]
  11. Kočenda Evžen, Poghosyan K.: Export sophistication: A dynamic panel data approach, Emerging Markets Finance and Trade 54 12 (2018), p. 2799-2814 Download DOI: 10.1080/1540496X.2017.1412305 [2018]
  12. Kočenda Evžen: Survey of volatility and spillovers on financial markets, Prague Economic Papers 27 3 (2018), p. 293-305 Download DOI: 10.18267/j.pep.650 [2018]
  13. Kočenda Evžen: European perspective on the links among public investments, banking and sovereign risk, Public Sector Economics 42 2 (2018), p. 105-109 Download DOI: 10.3326/pse.42.2.3 [2018]
  14. Baumöhl E., Kočenda Evžen, Lyócsa S., Výrost T.: Networks of volatility spillovers among stock markets, Physica. A : Statistical Mechanics and its Applications 490 1 (2018), p. 1555-1574 Download DOI: 10.1016/j.physa.2017.08.123 [2018]
  15. Baruník Jozef, Kočenda Evžen, Vácha Lukáš: Asymmetric volatility connectedness on the forex market, Journal of International Money and Finance 77 1 (2017), p. 39-56 Download DOI: 10.1016/j.jimonfin.2017.06.003 [2017]
  16. Hanousek J., Kočenda Evžen, Vozárová P.: Vliv přímých zahraničních investic na dodavatelské vztahy a postavení domácích výrobců meziproduktů, Politická ekonomie 65 4 (2017), p. 391-409 Download DOI: 10.18267/j.polek.1151 [2017]
  17. Hanousek J., Kočenda Evžen: Dopady vlastnické struktury, firemních charakteristik a krize na efektivitu českých podniků, Politická ekonomie 65 1 (2017), p. 3-25 Download DOI: 10.18267/j.polek.1124 [2017]
  18. Frensch R., Hanousek J., Kočenda Evžen: Trade in parts and components across Europe, Finance a úvěr-Czech Journal of Economics and Finance 66 3 (2016), p. 236-262 Download [2016]
  19. Hanousek Jan, Kočenda Evžen, Novotný Jan: Shluková analýza skoků na kapitálových trzích, Politická ekonomie 64 2 (2016), p. 127-144 Download DOI: 10.18267/j.polek.1059 [2016]
  20. Baruník Jozef, Kočenda Evžen, Vácha Lukáš: Gold, oil, and stocks: Dynamic correlations, International Review of Economics & Finance 42 1 (2016), p. 186-201 Download DOI: 10.1016/j.iref.2015.08.006 [2016]
  21. Hanousek J., Kočenda Evžen: Determinanty evropského zahraničního obchodu: Instituce, kultura, infrastruktura, a geografie, Politická ekonomie 2015 5 (2015), p. 624-640 Download DOI: 10.18267/j.polek.1016 [2015]
  22. Baruník Jozef, Kočenda Evžen, Vácha Lukáš: Volatility Spillovers Across Petroleum Markets, Energy Journal 36 3 (2015), p. 309-329 Download DOI: 10.5547/01956574.37.1.jbar [2015]

Other publications

  1. Kočenda Evžen, Moravcová M.: Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities, CESifo (Mnichov, 2024) Download Download [2024]
  2. Kočenda Evžen, Bartušek D.: Disentangling Timing Uncertainty of Event-Driven Connectedness among Oil-Based Energy Commodities, CESifo (Mnichov, 2024) Download [2024]
  3. Šíla Jan, Kočenda Evžen, Kukačka Jiří, Krištoufek Ladislav: Good vs. Bad Volatility in Major Cryptocurrencies: The Dichotomy and Drivers of Connectedness, IES UK (IES UK, 2023) Download [2023]
  4. Kočenda Evžen, Shivendra R.: Drivers of Private Equity Activity across Europe: An East-West Comparison, UK FSV – IES (Praha, 2023) Download [2023]
  5. Kočenda Evžen, Eshun S. F.: Determinants of Financial Inclusion in Africa and OECD Countries, UK FSV – IES (Praha, 2023) Download [2023]
  6. Kapounek S., Kočenda Evžen, Kouba L.: Financial Impact of Trust and Institutional Quality around the World, IES UK (Praha, 2022) Download [2022]
  7. Aliyev S., Kočenda Evžen: ECB monetary policy and commodity prices, FFA VSE (Praha, 2022) Download [2022]
  8. Togonidze S., Kočenda Evžen: Macroeconomic Responses of Emerging Market Economies to Oil Price Shocks: Analysis by Region and Resource Profile, VŠE (Praha, 2022) Download [2022]
  9. Kučera A., Kočenda Evžen, Maršál Aleš: Yield Curve Dynamics and Fiscal Policy Shocks, Institute of Economic Studies, Faculty of Social Sciences, Charles University in Prague (Praha, 2022) Download [2022]
  10. Kočenda Evžen, Iwasaki I.: Bank Survival Around the World: A Meta-Analytic Review, Hitotsubashi University (Tokyo, 2021) Download [2021]
  11. Kočenda Evžen, Iwasaki I.: Bank Survival Around the World: A Meta-Analytic Review, IES, Univerzita Karlova (Praha, 2021) Download [2021]
  12. Pinter J., Kočenda Evžen: 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) Download [2021]
  13. Greenwood-Nimmo M., Kočenda Evžen, Nguyen V. H.: 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) Download [2021]
  14. Iwasaki I., Kočenda Evžen, Shida Y.: Institutions, Financial Development, and Small Business Survival: Evidence from European Emerging Economies, IOS Regensburg (Regensburg, 2021) Download [2021]
  15. Togonidze S., Kočenda Evžen: Macroeconomic Responses of Emerging Market Economies to Oil Price Shocks: Analysis by Region and Resource Profile, UK FSV – IES (Praha, 2020) Download [2020]
  16. Kapounek S., Kučerová Z., Kočenda Evžen: Selective Attention in Exchange Rate Forecasting, UK FSV – IES (Praha, 2020) Download [2020]
  17. de Batz L., Kočenda Evžen: Financial Crime and Punishment: A Meta-Analysis, UK FSV – IES (Praha, 2020) Download [2020]
  18. Iwasaki I., Kočenda Evžen, Shida Y.: Institutions, Financial Development, and Small Business Survival: Evidence from European Emerging Economies, UK FSV – IES (Praha, 2020) Download [2020]
  19. Kapounek S., Kučerová Z., Kočenda Evžen: Selective Attention in Exchange Rate Forecasting, Kyoto Institute of Economic Studies (Kyoto, 2020) Download [2020]
  20. Aliyev S., Kočenda Evžen: ECB monetary policy and commodity prices, Institute of Economic Studies, Faculty of Social Science, Charles University (Praha, 2020) Download [2020]
  21. Iwasaki I., Kočenda Evžen, Shida Yoshisada: Distressed Acquisitions: Evidence from European Emerging Markets, Kyoto Institute of Economic Research, Kyoto University (Kyoto, 2020) Download [2020]
  22. Hanousek Jan, Kočenda Evžen, Vozárová P.: Impact of Multinational Enterprises on Competition, Productivity and Trade Spillovers across European Firms, Kyoto University, Kyoto Institute of Economic Research (Kyoto, 2020) Download [2020]
  23. Brož V., Kočenda Evžen: Mortgage-related bank penalties and systemic risk among U.S. banks, Kyoto University (Kyoto, 2020) Download [2020]
  24. Kočenda Evžen, Iwasaki I.: Bank Survival in European Emerging Markets, Kyoto University (Kyoto, 2020) Download [2020]
  25. Hanousek Jan, Kočenda Evžen: FDI and ownership in Czech firms: pre- and post-crisis efficiency, Kyoto University, Kyoto Institute of Economic Research (Kyoto, 2016) Download [2016]
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