Articles in journals with impact factor
2019 Closing the Rural-Urban Gap in Child Malnutrition: Evidence from Paraguay, 1997–2012, Economics & Human Biology, 32/2019
2011 Volatility Transmission in Emerging European Foreign Exchange Markets, Journal of Banking and Finance, 35/2011
2009 Distribution and Dynamics of Central-European Exchange Rates: Evidence from Intraday Data, Czech Journal of Economics and Finance (Finance a Uver), 4/2009
2006 Seasonality and the Non-Trading Effect on Central European Stock Markets, Czech Journal of Economics and Finance (Finance a Uver), 1-2/2006
2006 Trading Intensity and Intraday Volatility on the Prague Stock Exchange: Evidence from an Autoregressive Conditional Duration Model, Czech Journal of Economics and Finance (Finance a Uver), 5-6/2006
2003 Informative Value of Firm Capital Structure, Prague Economic Papers, 3/2003
Articles in refereed journals
2010 Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market, Czech Economic Review, 4/2010
2010 Volatility Transmission in Emerging European Foreign Exchange Markets, CESIfo Working Paper, 3063/2010
Chapter in book
2010 Intraday Value-at-Risk and Intraday Seasonality: A Quantile Regression Approach, Blaha, Zdenek S. and Magda Pecena (eds.) Advanced Measurement Techniques for Market and Operational Risk
2010 Value-at-Risk on Central and Eastern European Stock Markets: An Empirical Investigation Using Symmetric and Asymmetric GARCH Models, Blaha, Zdenek S. and Magda Pecena (eds.) Advanced Measurement Techniques for Market and Operational Risk
2004 Informative Value of Firm Capital Structure, Blaha, Z. S. (ed.) Risk Management and Financial Engineering
IES Working Papers
2009 Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market, IES Working Papers 32/2009
2008 Value-at-Risk on Central and Eastern European Stock Markets: An Empirical Investigation Using GARCH Models , IES Working Papers 18/2008
2006 The Price Impact of Stock Trades: Evidence from the Prague Stock Exchange, IES Working Papers, 19/2006
