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Overview

IES About us Research Overview

Economics and Finance (2011+)  

Top journals (5 in Economics, 3 in Finance, A++)  

  • Bartoš, Vojtěch; Bauer, Michal; Chytilová, Julie; Matějka, Filip (2016) Attention Discrimination: Theory and Field Experiments with Monitoring Information Acquisition, American Economic Review, 106(6), 1437-1475 
  • Bauer, Michal; Chytilová, Julie; Morduch, Jonathan (2012) Behavioral Foundations of Microcredit: Experimental and Survey Evidence from Rural India, American Economic Review, 102(2), 1118-1139 

Leading journals (A+)  

  • Bauer, Michal; Chytilová, Julie; Pertold-Gebická, Barbara (2014) Parental Background and Other-Regarding Preferences in Children, Experimental Economics, 17(1), 24-46
  • Bauer, Michal; Blattman, Christopher; Chytilová, Julie; Henrich, Joseph; Miguel, Edward; Mitts, Tamar (2016) Can War Foster Cooperation?, Journal of Economic Perspectives, 30(3), 249-274 
  • Bauer, M., Fiala, N., Levely, I. (2017). Trusting former rebels: An experimental approach to understanding reintegration after civil war. The Economic Journal, 128(613), 1786-1819.
  • Burda, Martin; Harding, Matthew; Hausman, Jerry (2012) A Poisson Mixture Model of Discrete Choice, Journal of Econometrics, 166(2), 184-203
  • Havránek, Tomáš (2015) Measuring Intertemporal Substitution: The Importance of Method Choices and Selective Reporting, Journal of the European Economic Association, 13(6), 1180-1204 
  • Havránek, Tomáš; Havránková, Zuzana (2011) Estimating Vertical Spillovers from FDI: Why Results Vary and What the True Effect Is, Journal of International Economics, 85(2), 234-244 
  • Havránek, Tomáš; Havránková, Zuzana (2017) Do Borders Really Slash Trade? A Meta-Analysis, IMF Economic Review, 65(2), 365-396 
  • Havránek, Tomáš; Havránková, Zuzana; Horváth, Roman; Rusnák, Marek (2015) Cross-Country Heterogeneity in Intertemporal Substitution, Journal of International Economics, 96(1), 100-118 

Highly regarded journals (A) 

  • Baruník, Jozef; Kočenda, Evžen; Vácha, Lukáš (2016) Asymmetric Connectedness of Stock Markets: How Does Bad and Good Volatility Spillovers? Journal of Financial Markets, 27, 55-78 
  • Baruník, J., Křehlík, T. (2018). Measuring the frequency dynamics of financial connectedness and systemic risk. Journal of Financial Econometrics, 16(2), 271-296.
  • Baruník, Jozef; Vácha, Lukáš (2017) Do Co-Jumps Impact Correlations in Currency Markets? Journal of Financial Markets, 37, 97-119 
  • Burda, Martin; Harding, Matthew (2013) Panel Probit with Flexible Correlated Effects: Quantifying Technology Spillovers in the Presence of Latent Heterogeneity, Journal of Applied Econometrics, 28(6), 956-981 
  • Burda, Martin; Harding, Matthew; Hausman, Jerry (2015) A Bayesian Semi-Parametric Competing Model with Unobserved Heterogeneity, Journal of Applied Econometrics, 30(3), 353-376 
  • Cobham, Alex; Janský, Petr; Mainzer, Markus (2015) The Financial Secrecy Index: Sheding New Light on The Geography of Secrecy, Economic Geography, 91(3), 281-303 
  • Dominguez, Kathryn; Fatum, Rasmus; Vacek, Pavel (2013) Do Sales of Foreign Exchange Reserves Lead to Currency Appreciation? Journal of Money, Credit and Banking, 45(5), 867-890 
  • Havránek, Tomáš; Rusnák, Marek; Sokolova, Anna (2017) Habit Formation in Consumption: A Meta-Analysis, European Economic Review, 95, 142-167 
  • Hasan, I., Horvath, R.,  Mares, J. (2018). What type of finance matters for growth? Bayesian model averaging evidence. The World Bank Economic Review, 32(2), 383-409.  
  • Rusnák, Marek; Havránek, Tomáš; Horváth, Roman (2013) How to Solve the Price Puzzle? A Meta-Analysis, Journal of Money, Credit and Banking, 45(1), 37-70 
  • Žikes, Filip; Baruník, Jozef; Shenai, Nikhil (2017) Modeling and Forecasting Persistent Financial Durations, Econometric Reviews, 36(10), 1081-1110 
  • Žikes, Filip; Baruník, Jozef (2016) Semiparametric Conditional Quantile Models for Financial Returns and Realized Volatility, Journal of Financial Econometrics, 14(1), 185-226 

Recognized journals (B)  

  • Apergis, N., Baruník, J.,  Lau, M. C. K. (2017). Good volatility, bad volatility: What drives the asymmetric connectedness of Australian electricity markets?. Energy Economics, 66, 108-115 
  • Avdulaj, K.,  Barunik, J. (2015). Are benefits from oil–stocks diversification gone? New evidence from a dynamic copula and high frequency data. Energy Economics, 51, 31-44 
  • Babecký, Jan; Havránek, Tomáš; Matějů, Jakub; Šmídková, Kateřina; Vašíček, Bořek (2013) Leading Indicators of Crisis Incidence, Journal of International Money and Finance, 35(1), 1-19 
  • Babecký, Jan; Havránek, Tomáš; Matějů, Jakub; Šmídková, Kateřina; Vašíček, Bořek (2014) Banking, Debt and Currency Crises: Early Warning Indicators for Developed Countries, Journal of Financial Stability, 15, 1-17 
  • Baxa, Jaromír; Horváth, Roman; Vašíček, Bořek (2013) Time-Varying Monetary Policy Rules and Financial Stress: Does Financial Instability Matter for Monetary Policy? Journal of Financial Stability, 9(1), 117-138 
  • Baruník, Jozef; Vácha, Lukáš (2012) Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis, Energy Economics, 34(1), 241-247 
  • Baruník, Jozef; Kočenda, Evžen; Vácha, Lukáš (2015) How Does Good and Bad Volatility Spill over across Petroleum Markets? Energy Journal, 36(3), 309-329 
  • Baruník, J., Kočenda, E., Vácha, L. (2017). Asymmetric volatility connectedness on the forex market. Journal of International Money and Finance, 77, 39-56.
  • Blasco, Sylvie; Pertold-Gebická, Barbara (2013) Employment Policies, Hiring Practices and Firm Performance, Labour Economics, 25, 12-24 
  • Brož, V., Kočenda, E. (2018). Dynamics and factors of inflation convergence in the European union. Journal of International Money and Finance, 86, 93-111.
  • Brůha, J., Kočenda, E. (2018). Financial stability in Europe: Banking and sovereign risk. Journal of Financial Stability, 36, 305-321.
  • Bubák, V., Kočenda, E., Žikeš, F. (2011). Volatility transmission in emerging European foreign exchange markets. Journal of Banking & Finance, 35(11), 2829-2841
  • Burda, Martin; Harding, Matthew (2014) Environmental Justice: Evidence from Superfund Cleanup Durations, Journal of Economic Behavior & Organization, 107, 380-401 
  • Feldkircher, Martin; Horváth, Roman; Rusnák, Marek (2014) Exchange Market Pressures during the Financial Crisis: A Bayesian Model Averaging Evidence, Journal of International Money and Finance, 36(1), 21-41 
  • Franta, Michal; Baruník, Jozef; Horváth, Roman; Šmídková, Kateřina (2014) Are Bayesian Fan Charts Useful? An Evaluation of Macroeconomic Forecasts and Financial Stability Stress Tests, International Journal of Central Banking, 10(1), 159-187 
  • Filip, O., Janda, K., Kristoufek, L., Zilberman, D. (2017). Food versus fuel: An updated and expanded evidence. Energy Economics, forthcoming.
  • Fungáčová, Zuzana; Weill, Laurent (2014) Does Competition Influence The Bank Lending Channel in the Euro Area?, Journal of Banking and Finance, 49, 356-366 
  • Gertler, P., Horvath, R. (2018). Central bank communication and financial markets: New high-frequency evidence. Journal of Financial Stability, 36, 336-345.
  • Gregor, Martin (2011) Tradeoffs of foreign assistance for the weakest-link global public goods, International Tax and Public Finance, 18(2), 233-251 
  • Gregor, Martin (2015) Task Divisions in Teams with Complementary Tasks, Journal of Economic Behavior & Organization, 117, 102-120 
  • Hanousek, Jan; Kočenda, Evžen; Shamsur, Anastasiya (2015) Corporate Efficiency in Europe, Journal of Corporate Finance, 32, 24-40 
  • Havránek, Tomáš; Havránková, Zuzana; Janda, Karel (2012) Demand for Gasoline Is More Price-Inelastic than Commonly Thought, Energy Economics, 34(1), 201-207 
  • Havránek, Tomáš; Havránková Zuzana (2013) Determinants for Horizontal FDI: Evidence from a Large Meta-Analysis, World Development, 42(1), 1-15
  • Havránek, Tomáš; Havránková Zuzana; Herman, Dominik (2018) Does Daylight Saving Save Energy? A Meta-Analysis, Energy Journal 39(2), 35-61 
  • Havránek, Tomáš; Havránková Zuzana; Vlach, Tomáš (2018) Measuring the Income Elasticity of Water Demand: The Importance of Publication and Endogeneity Biases, Land Economics 94(2), 259-283 
  • Havránek, Tomáš; Rusnák, Marek (2013) Transmission Lags of Monetary Policy: A Meta-Analysis, International Journal of Central Banking, 9(4), 39-75 
  • Havránek, Tomáš; Kokeš Ondřej (2015) Income Elasticity of Gasoline Demand: A Meta-Analysis, Energy Economics, 47(1), 77-86 
  • Havránek, T., Havránková, Z., Janda, K.,  Zilberman, D. (2015). Selective reporting and the social cost of carbon. Energy Economics, 51, 394-406 
  • Havránek, Tomáš; Horváth, Roman; Zeynalov, Ayaz (2016) Natural Resources and Economic Growth: A Meta-Analysis, World Development, 88, 134-151 
  • Havranek, T., Irsova, Z., Zeynalova, O. (2018). Tuition fees and university enrolment: A meta‐regression analysis. Oxford Bulletin of Economics and Statistics, 80(6), 1145-1184.
  • Horváth, Roman; Šmídková, Kateřina; Zápal, Jan (2012) Central Banks’ Voting Record and Future Policy, International Journal of Central Banking, 8(4), 1-19 
  • Horváth, Roman (2013) Does Trust Promote Growth? Journal of Comparative Economics, 41(3), 777-788 
  • Horváth, Roman; Vaško, Dan (2016) Central Bank Transparency and Financial Stability Journal of Financial Stability, 22, 45-56 
  • Horvath, R., Kotlebova, J., Siranova, M. (2018). Interest rate pass-through in the euro area: Financial fragmentation, balance sheet policies and negative rates. Journal of Financial Stability, 36, 12-21.
  • Horváthová, E. (2012). The impact of environmental performance on firm performance: Short-term costs and long-term benefits?. Ecological Economics, 84, 91-97
  • Kočenda, Evžen; Varga, Balász (2018) The impact of monetary strategies on inflation persistence, International Journal of Central Banking, vol. 14(4), 229-274, September.
  • Krištoufek, Ladislav; Janda, Karel; Zilberman, David (2012) Correlations between Biofuels and Related Commodities before and during the Food Crisis: A Taxonomy Perspective, Energy Economics, 34(5), 1380-1391 
  • Krištoufek, Ladislav; Vošvrda, Miloslav (2014) Commodity Futures and Market Efficiency, Energy Economics, 42(5), 52-57 
  • Krištoufek, Ladislav (2014) Leverage Effects in Energy Futures, Energy Economics, 45, 1-9 
  • Krištoufek, Ladislav; Luňačková, Petra (2015) Rockets and Feathers Meet Joseph: Reinvestigating the Oil-Gasoline Asymmetry on the International Markets, Energy Economics, 49, 1-8 
  • Krištoufek, L. (2018). Are the crude oil markets really becoming more efficient over time? Some new evidence. Energy Economics, forthcoming.
  • Křehlík, T.,  Baruník, J. (2017). Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets. Energy Economics, 65, 208-218 
  • Kukačka, J.,  Baruník, J. (2017). Estimation of financial agent-based models with simulated maximum likelihood. Journal of Economic Dynamics and Control, 85, 21-45
  • Malovaná, S.,  Frait, J. (2017). Monetary policy and macroprudential policy: Rivals or teammates?. Journal of Financial Stability, 32, 1-16 
  • Novák, J., Bilinski, P. (2018). Social stigma and executive compensation. Journal of Banking & Finance, 96, 169-184.
  • Samargandi, N., Fidrmuc, J., Ghosh, S. (2015). Is the relationship between financial development and economic growth monotonic? Evidence from a sample of middle-income countries. World Development, 68, 66-81 
  • Vácha, Lukáš; Janda, Karel; Krištoufek, Ladislav; Zilberman, David (2013) Time-Frequency Dynamics of Biofuels-Fuels-Food System, Energy Economics, 40, 233-241 
  • Valíčková, Petra; Havránek, Tomáš; Horváth, Roman (2015) Financial Growth and Economic Development, Journal of Economic Surveys, 29(3), 506-526 
  • Vašíček, B., Žigraiová, D., Hoeberichts, M., Vermeulen, R., Šmídková, K., de Haan, J. (2017). Leading indicators of financial stress: New evidence. Journal of Financial Stability, 28, 240-257 
  • Žigraiová, Diana; Havránek, Tomáš (2016) Bank Competition and Financial Stability: Much Ado about Nothing?, Journal of Economic Surveys, 30(5), 944-981 

Other recognized journals (C) 

  • Afonso, A., Baxa, J., Slavík, M. (2018). Fiscal developments and financial stress: a threshold VAR analysis. Empirical Economics, 54(2), 395-423.
  • Avdulaj, K., Barunik, J. (2017). A semiparametric nonlinear quantile regression model for financial returns. Studies in Nonlinear Dynamics & Econometrics, 21(1), 81-97.
  • Baxa, Jaromír; Horváth, Roman; Vašíček, Bořek (2014) How Does Monetary Policy Change? Evidence on Inflation Targeting Countries, Macroeconomic Dynamics, 18(3), 593-630.
  • Jaromír, B., Plašil, M., Vašíček, B. (2017). Inflation and the steeplechase between economic activity variables: evidence for G7 countries. The BE Journal of Macroeconomics, 17(1).
  • Baruník, Jozef; Kukačka, Jiří (2015) Realizing Stock Market Crashes: Stochastic Cusp Catastrophe Model of Returns under the Time-Varying Volatility, Quantitative Finance, 15(6), 959-973 
  • Baruník, Jozef; Vácha, Lukáš (2015) Realized Wavelet-Based Estimation of Integrated Variance and Jumps in the Presence of Noise, Quantitative Finance, 15(8), 1347-1364 
  • Baruník, J., Kočenda, E., Vácha, L. (2016). Gold, oil, and stocks: Dynamic correlations. International Review of Economics & Finance, 42, 186-201.
  • Benáček, V., Lenihan, H., Andreosso O'Callaghan, B., Michalíková, E., Kan, D. (2014). Political risk, institutions and foreign direct investment: how do they relate in various European countries?. The World Economy, 37(5), 625-653 
  • Bulíř, Aleš; Čihák, Martin; Šmídková, Kateřina (2013) Writing Clearly: The ECB's Monetary Policy Communication, German Economic Review, 14(1), 50-72 
  • Campos, Nauro; Horváth, Roman (2012) Reform Redux: Measurement, Determinants and Growth Implications, European Journal of Political Economy, 28(2), 227-237 
  • Campos, Nauro; Horváth, Roman (2012) On the Reversibility of Structural Reforms, Economics Letters, 217-219 
  • Čech, F.,  Baruník, J. (2017). On the modelling and forecasting of multivariate realized volatility: generalized heterogeneous autoregressive (GHAR) model. Journal of Forecasting, 36(2), 181-206.
  • Fidrmuc, J. (2015). Political economy of fiscal unions. European Journal of Political Economy, 40, 147-157 
  • Fidrmuc, J., Karaja, E. (2013). Uncertainty, informational spillovers and policy reform: A gravity model approach. European Journal of Political Economy, 32, 182-192 
  • Fidrmuc, J., Tena, J. D. D. (2015). Friday the 13th: The Empirics of Bad Luck. Kyklos, 68(3), 317-334 
  • Fungáčová, Z., Weill, L. (2015). Understanding financial inclusion in China. China Economic Review, 34, 196-206 
  • Gregor, Martin (2012) Contest for power in organizations, Economics Letters, 114 (3), 280-283 
  • Gregor, Martin; Šťastná, Lenka (2012) The decentralization tradeoff for complementary spillovers, Review of Economic Design,16(1), 41-69 
  • Gregor, Martin (2016) Tullock's puzzle in pay-and-play lobbying, Economics & Politics, 28 (3), 368-389 
  • Havránek, Tomáš; Havránková Zuzana (2012) Publication Bias in the Literature on FDI: Spillovers, Journal of Development Studies, 48(10), 1375-1396 
  • Huang, S., Fidrmuc, J.,  Fidrmuc, J. (2015). Whither China? Reform and economic integration among Chinese regions. China Economic Review, 33, 94-110.
  • Horváth, R. (2018). Financial market fragmentation and monetary transmission in the euro area: what do we know?. Journal of Economic Policy Reform, 21(4), 319-334.
  • Horváth, Roman; Seidler, Jakub; Weill, Laurent (2014) Bank Capital and Liquidity Creation: Granger Causality Evidence, Journal of Financial Services Research, 45(3), 341-361 
  • Horváth, Roman; Jonášová, Julia (2015) Central Banks' Voting Records, Financial Crisis and Future Monetary Policy, European Journal of Political Economy, 229-243 
  • Horváth, R., Šmídková, K., Zápal, J. (2016). Voting in Central Banks: Theory versus Stylized Facts. The BE Journal of Economic Analysis & Policy, 16(4).
  • Janda, Karel; Michalíková, Eva; Skuhrovec, Jiří (2013) Credit Support for Export: Robust Evidence for the Czech Republic, World Economy, 36(12), 1588-1610
  • Krajcová, L., Baruník, J. (2017). Estimation of long memory in volatility using wavelets. Studies in Nonlinear Dynamics & Econometrics, 21(3).
  • Polák, P. (2017). The productivity paradox: A meta-analysis. Information Economics and Policy, 38, 38-54
  • Schwarz, Jiří (2012) Impact of Institutions on Cross-Border Price Dispersion, Review of World Economics, 148(4), 617-645  

Citations in top-tier journals 

During the last 5 years, research of our colleagues has been cited in the following top journals in Economics and Finance:

  • The American Economic Review
  • Journal of Financial Economics
  • Journal of Political Economy
  • Quarterly Journal of Economics
  • Review of Economic Studies
  • Review of Financial Studies

Self-citations are excluded from this list.

Closely related fields (2011+) 

Leading journals (A+)  

  • Bauer, Michal; Chytilová, Julie; Cassar, Alessandra; Henrich, Joseph (2013) War's Enduring Effects on Egalitarian Motivations and In-Group Biases, Psychological Science, 25(1), 47-57
  • Bauer, Michal; Cahlíková, Jana; Chytilová, Julie; Želinský, Tomáš (2018) Social Contagion of Ethnic Hostility, Proceedings of the National Academy of Sciences, 115(19): 4881-4886 
  • Filip, O., Janda, K., Kristoufek, L., Zilberman, D. (2016). Dynamics and evolution of the role of biofuels in global commodity and financial markets. Nature Energy, 1(12), 16169.

Highly regarded journals (A)  

  • Červinka, M., Kanzow, C.,  Schwartz, A. (2016). Constraint qualifications and optimality conditions for optimization problems with cardinality constraints. Mathematical Programming, 160(1-2), 353-377
  • Krištoufek, Ladislav; Janda, Karel; Zilberman, David (2014) Price Transmission between Biofuels, Fuels and Food Commodities, Biofuels, Bioproducts and Biorefining, 8(3), 362-373 
  • Krištoufek, Ladislav; Janda, Karel; Zilberman, David (2016) Co-movements of Ethanol Related Prices: Evidence from Brazil and the USA, GCB Bioenergy, 8(2), 346-356 
  • Krištoufek, L. (2013). Fractal markets hypothesis and the global financial crisis: wavelet power evidence. Scientific Reports, 3, 2857 
  • Krištoufek, L. (2013). Can Google Trends search queries contribute to risk diversification?. Scientific Reports, 3, 2713 
  • Krištoufek, L. (2013). BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era. Scientific Reports, 3, 3415 

Internationally recognized journals (B)  

  • Baruník, J., Křehlík, T., Vácha, L. (2016). Modeling and forecasting exchange rate volatility in time-frequency domain. European Journal of Operational Research, 251(1), 329-340 
  • Baruník, J., Malinská, B. (2016). Forecasting the term structure of crude oil futures prices with neural networks. Applied Energy, 164, 366-379 
  • Branda, M., Bucher, M., Červinka, M., Schwartz, A. (2018). Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization. Computational Optimization and Applications, 70(2), 503-530.
  • Burda, M., Prokhorov, A. (2014). Copula based factorization in Bayesian multivariate infinite mixture models. Journal of Multivariate Analysis, 127, 200-213 
  • Červinka, M., Outrata, J. V., Pištěk, M. (2014). On stability of M-stationary points in MPCCs. Set-valued and Variational Analysis, 22(3), 575-595
  • Gregor, Martin; Smith, Michael L. (2013) Civic initiatives in the context of legal uncertainty, Journal of Theoretical Politics 25 (1), 36-62
  • Horváth, R., Zeynalov, A. (2016). Natural resources, manufacturing and institutions in post-Soviet countries. Resources Policy, 50, 141-148.
  • Janda, K., Málek, J., Rečka, L. (2017). Influence of renewable energy sources on transmission networks in Central Europe. Energy Policy, 108, 524-537.
  • Janský, P., Křehlík, T., Skuhrovec, J. (2016). Do EU funds crowd out other public expenditures? Evidence on the additionality principle from the detailed Czech municipalities’ data. European Planning Studies, 24(11), 2076-2095.
  • Krištoufek, L. (2011). Multifractal height cross-correlation analysis: A new method for analyzing long-range cross-correlations. EPL (Europhysics Letters), 95(6), 68001
  • Krištoufek, L. (2014). Spectrum-based estimators of the bivariate Hurst exponent. Physical Review E, 90(6), 062802 
  • Krištoufek, L. (2015). Detrended fluctuation analysis as a regression framework: Estimating dependence at different scales. Physical Review E, 91(2), 022802 
  • Krištoufek, L. (2015). What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis. PLoS ONE, 10(4), e0123923 
  • Krištoufek, L. (2018). Does solar activity affect human happiness?. Physica A: Statistical Mechanics and its Applications, 493, 47-53.
  • Krištoufek, L., Moat, H.S., Preis, T. (2016) Estimating suicide occurrence statistics using Google Trends, EPJ Data Science 5, 32. 
  • Krištoufek, L., Skuhrovec, J. (2012). Exponential and power laws in public procurement markets. EPL (Europhysics Letters), 99(2), 28005 
  • Luňáčková, P., Průša, J., Janda, K. (2017). The merit order effect of Czech photovoltaic plants. Energy Policy, 106, 138-147 
  • Pavlíček, J.,  Krištoufek, L. (2015). Nowcasting unemployment rates with google searches: Evidence from the visegrad group countries. PloS ONE, 10(5), e0127084 
  • Průša, J., Klimešová, A., Janda, K. (2013). Consumer loss in Czech photovoltaic power plants in 2010–2011. Energy Policy, 63, 747-755 
  • Slabá, M., Gapko, P., Klimešová, A. (2013). Main drivers of natural gas prices in the Czech Republic after the market liberalisation. Energy Policy, 52, 199-212 

Recognized journals (C)  

  • Baruník, J.,  Křehlík, T. (2016). Combining high frequency data with non-linear models for forecasting energy market volatility.Expert Systems with Applications, 55, 222-242 
  • Janský, P. (2015). Updating the Rich Countries’ Commitment to Development Index: How They Help Poorer Ones Through Curbing Illicit Financial Flows. Social Indicators Research, 124(1), 43-65 
  • Janský, P.,  Prats, A. (2015). International profit-shifting out of developing countries and the role of tax havens. Development Policy Review, 33(3), 271-292 
  • Krištoufek, L. (2013). Testing power-law cross-correlations: Rescaled covariance test. The European Physical Journal B, 86(10), 418
  • Krištoufek, L. (2016). Power-law cross-correlations estimation under heavy tails. Communications in Nonlinear Science and Numerical Simulation, 40, 163-172 
  • Krištoufek, L. (2017). Fractal approach towards power-law coherency to measure cross-correlations between time series. Communications in Nonlinear Science and Numerical Simulation, 50, 193-200
  • Krištoufek, L., Janda, K., Zilberman, D. (2013). Regime-dependent topological properties of biofuels networks. The European Physical Journal B, 86(2), 40
  • Krištoufek, L., Vošvrda, M. (2014). Measuring capital market efficiency: long-term memory, fractal dimension and approximate entropy. The European Physical Journal B, 87(7), 162
  • Krištoufek, L., Vošvrda, M. (2018). Herding, minority game, market clearing and efficient markets in a simple spin model framework. Communications in Nonlinear Science and Numerical Simulation, 54, 148-155
  • Krištoufek, L. (2017). Has global warming modified the relationship between sunspot numbers and global temperatures?. Physica A: Statistical Mechanics and its Applications, 468, 351-358.
  • Víšek, J. Á. (2015). Estimating the Model with Fixed and Random Effects by a Robust Method. Methodology and Computing in Applied Probability, 17(4), 999-1014

Our publications are also available in the RePEc database. See also a complete list of our publications. The description of our journal ranking system is available here.

CJEF Journal and Working Papers

Journal Rankings

Our journal rankings (version: 7.8.2019)

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