RNDr. Alexis Derviz CSc. - Publikace

Články v recenzovaných časopisech

2007 Cross-Border Risk Transmission by a Multinational Bank, AUCO-Czech Economic Review

1996 Derviz, A., Dědek, O.: Exchange rate policy of a wider oscillation band. Politická ekonimie No. 5/1996, pp. 584-605,

Odborné knihy

2003 Derviz, A. : FOREX Microstructure, Invisible Price Determinants, and the Central Bank's Understanding of Exchange Rate Formation. Czech National Bank, Research Division, WP No. 6 (August).,

2003 Derviz, A.: Components of the Czech Koruna Risk Premium in a Multiple Dealer FX Market. Czech National Bank, Research Division, WP No.4 (July),

2002 Derviz, A.: The Uncovered Parity Properties of the Czech Koruna, Prague Economic Papers, No. 1/2002, pp.1-29,

2001 Derviz, A., Kadčáková, N.: Methodological Problems of Quantitative Credit Risk Modeling in the Czech Economy, Czech National Bank, Monetary Department, Working Paper No. 39/2001,

2000 Derviz, A.: Asset-liability management and the monetary transmission mechanism in a transitional economy, Focus on Transition, No. 1/2000, pp. 30-66,

1999 Derviz, A.: Adjoint Processes of the Portfolio Optimization Problem and Equilibrium Asset Prices, Inst. of Information Theory and Automation, Academy of Sciences of the Czech Republic, Research Report No.1954/1999,

1999 Derviz, A.: Currency options and trade smoothing under an exchange rate regime shift, Bulletin of the Czech Econometric Society, No. 9/1999, pp. 19-56,

1999 Derviz, A.: Generalized Asset Return Parity and the Exchange Rate in a Financially Open Economy, The Czech National Bank, Monetary Dept. WP No. 12/1999,

1997 Derviz, A.: Financial Sector Performance and Removing Barriers to International Competition, The Czech National Bank, Inst. of Economics WP No. 81/1997,

1997 Derviz, A.: Impact of privatization and capital market development on the position of the Czech currency in the foreign exchange market, In: Mejstřík, M., Derviz, A., Zemplinerová, A., The Privatization Process in East-Central Europe: Evolutionary Process,

1996 Derviz, A.: Adjoint equations in stochastic optimal control and application to portfolio optimization with borrowing constraints, Bulletin of the Czech Econometric Society, No. 4/1996, pp. 1-29,

1996 Derviz, A.: Exchange rate dynamics and monetary policy: recent microeconomic theories, Politická ekonomie No. 4/1996, pp. 336-362,

1996 Derviz, A.: Microeconomic Limitations and Speculative Perils of Target Zone Policies for the Exchange Rate, The Czech National Bank, Inst. of Economics WP No. 64/1996,

1995 Derviz, A.: Bayesian capital markets and currency crises, Bulletin of the Czech Econometric Society, No. 3/1995, pp. 1-26,

1995 Derviz, A.: Transition Economies: Dynamic Bargaining in New Markets, CERGE-EI Working Paper No. 85, 1995,

IES Working Papers

2012 Coordination Incentives in Cross-Border Macroprudential Regulation, IES Working Papers 21/2012

2007 Modeling Electronic FX Brokerage as a Fast Order-Driven Marketunder Heterogeneous Private Values and Information, IES Working Papers 2007/16

2005 Cross-border Risk Transmission by a Multinational Bank, IES WP 2005/85

Ostatní

2012 Coordination Incentives in Cross-Border Macroprudential Regulation, Czech National Bank WP

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