12
H index
16
i10 index
510
Citations
Univerzita Karlova v Praze | 12 H index 16 i10 index 510 Citations RESEARCH PRODUCTION: 25 Articles 42 Papers 6 Books 8 Chapters RESEARCH ACTIVITY: 18 years (2006 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pja172 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Petr Jakubík. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Czech Journal of Economics and Finance (Finance a uver) | 4 |
Economic Systems | 2 |
Prague Economic Papers | 2 |
Open Economies Review | 2 |
Year | Title of citing document |
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2023 | The Influence of Bank Performance, Market Condition and Economic Growth on Non-Performing Loansa. (2023). Ferreira, Candida. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:77-98. Full description at Econpapers || Download paper |
2024 | Financial cycle comovement with monetary and macroprudential policy and global factors: Evidence from India. (2024). Bicchal, Motilal ; Mundra, Sruti. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000457. Full description at Econpapers || Download paper |
2023 | Nonperforming loans and related lending: Evidence from Ukraine. (2023). Sohn, Wook ; Vyshnevskyi, Iegor. In: Emerging Markets Review. RePEc:eee:ememar:v:57:y:2023:i:c:s1566014123000742. Full description at Econpapers || Download paper |
2023 | Climate transition risk in U.S. loan portfolios: Are all banks the same?. (2023). , Eric ; McCarten, Matthew ; Kuruppuarachchi, Duminda ; Diaz-Rainey, Ivan ; Nguyen, Quyen. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003519. Full description at Econpapers || Download paper |
2023 | In search of climate distress risk. (2023). Kuruppuarachchi, Duminda ; Diaz-Rainey, Ivan ; Nguyen, Quyen. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003945. Full description at Econpapers || Download paper |
2023 | Non-banks contagion and the uneven mitigation of climate risk. (2023). Sydow, Matthias ; Gourdel, Regis. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002557. Full description at Econpapers || Download paper |
2023 | On the efficient synthesis of short financial time series: A Dynamic Factor Model approach. (2023). Mertzanis, Charilaos ; Cerchiello, Paola ; Bitetto, Alessandro. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000521. Full description at Econpapers || Download paper |
2023 | Climate change and financial systemic risk: Evidence from US banks and insurers. (2023). Vioto, Davide ; Gianfrancesco, Igor ; Curcio, Domenico. In: Journal of Financial Stability. RePEc:eee:finsta:v:66:y:2023:i:c:s1572308923000323. Full description at Econpapers || Download paper |
2024 | The double materiality of climate physical and transition risks in the euro area. (2024). Mazzocchetti, Andrea ; Dunz, Nepomuk ; Monasterolo, Irene ; Gourdel, Regis ; Parisi, Laura. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000184. Full description at Econpapers || Download paper |
2023 | Competence and enterprise of management as drivers of early foreign listing of medium-sized emerging market multinationals (EMNEs) from Africa. (2023). Chu, Irene ; Yu, Honglan ; Attah-Boakye, Rexford ; Adams, Kweku ; Ishaque, Maria. In: Journal of Business Research. RePEc:eee:jbrese:v:158:y:2023:i:c:s0148296323000188. Full description at Econpapers || Download paper |
2024 | The evolution and determinants of the non-performing loan burden in Italian banking. (2024). Williams, Jonathan ; ap Gwilym, Owain ; Pancotto, Livia. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x2400057x. Full description at Econpapers || Download paper |
2024 | ESG and asset quality in the banking industry: The moderating role of financial performance. (2024). Scannella, Enzo ; Polizzi, Salvatore ; Cantero-Saiz, Maria. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000138. Full description at Econpapers || Download paper |
2023 | Dynamic Effects of Climate Policy Uncertainty on Green Bond Volatility: An Empirical Investigation Based on TVP-VAR Models. (2023). Wang, Guodong ; Liu, Ruoyu ; Zhang, Maojun ; Yu, Jiasheng. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:2:p:1692-:d:1037260. Full description at Econpapers || Download paper |
2023 | How Serious is India’s Nonperforming Assets Crisis? A Structural Satellite Version of the Financial-Macroeconometric Model. (2023). Mishra, Alok Kumar ; Mani, Nithin ; Pandikasala, Jijin. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:4:d:10.1007_s10690-023-09397-9. Full description at Econpapers || Download paper |
2023 | Systematic and Unsystematic Determinants of Sectoral Risk Default Interconnectedness. (2023). Hunjra, Ahmed Imran ; ben Zaied, Younes ; Awijen, Haithem. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10336-5. Full description at Econpapers || Download paper |
2023 | Bankruptcy prediction in the post-pandemic period: A case study of Visegrad Group countries. (2023). Belas, Jaroslav ; Gajdosikova, Dominika ; Valaskova, Katarina. In: Oeconomia Copernicana. RePEc:pes:ieroec:v:14:y:2023:i:1:p:253-293. Full description at Econpapers || Download paper |
2023 | Macroeconomic Determinants of Credit Risk on the Example of Non-performing Loans. (2023). Adam, Zawadzki. In: Central European Economic Journal. RePEc:vrs:ceuecj:v:10:y:2023:i:57:p:275-286:n:9. Full description at Econpapers || Download paper |
2023 | The Profitability of Legal Mergers in Times of Economic Crisis – A Polish Example. (2023). Magdalena, Janowicz. In: Folia Oeconomica Stetinensia. RePEc:vrs:foeste:v:23:y:2023:i:2:p:169-182:n:17. Full description at Econpapers || Download paper |
2023 | What is the Relationship Between Sales Growth and Insolvency Risk?. (2023). Biljana, Ankovi ; Sanja, Imi ; Nataa, Arlija. In: Naše gospodarstvo/Our economy. RePEc:vrs:ngooec:v:69:y:2023:i:3:p:1-11:n:4. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2011 | Thoughts on the proper design of macro stress tests In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 4 |
2010 | Household Response to the Economic Crisis Micro-simulation for the Czech Economy In: IFC Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | International portfolio frictions In: BIS Working Papers. [Full Text][Citation analysis] | paper | 1 |
2023 | What is the optimal capital ratio implying a stable European banking system? In: International Finance. [Full Text][Citation analysis] | article | 0 |
2011 | Households response to economic crisis In: BOFIT Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | Bank stress tests as an information device for emerging markets : The case of Russia In: BOFIT Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | Macroeconomic Credit Risk Model In: Occasional Publications - Chapters in Edited Volumes. [Full Text][Citation analysis] | chapter | 2 |
2007 | Credit Risk and Stress Testing of the Banking Sector of the Czech Republic In: Occasional Publications - Chapters in Edited Volumes. [Full Text][Citation analysis] | chapter | 2 |
2008 | Scoring as an Indicator of Financial Stability In: Occasional Publications - Chapters in Edited Volumes. [Full Text][Citation analysis] | chapter | 1 |
2009 | Models of Bank Financing of Czech Corporations and Credit Risk In: Occasional Publications - Chapters in Edited Volumes. [Full Text][Citation analysis] | chapter | 2 |
2009 | Estimating Expected Loss Given Default In: Occasional Publications - Chapters in Edited Volumes. [Full Text][Citation analysis] | chapter | 1 |
2010 | Procyclicality of the Financial System and Simulation of the Feedback Effect In: Occasional Publications - Chapters in Edited Volumes. [Full Text][Citation analysis] | chapter | 8 |
2013 | Household stress tests using microdata In: Occasional Publications - Chapters in Edited Volumes. [Full Text][Citation analysis] | chapter | 0 |
2008 | Analyses of the Czech Republics Current Economic Alignment with the Euro Area 2008 In: Occasional Publications - Edited Volumes. [Full Text][Citation analysis] | book | 0 |
2009 | Analyses of the Czech Republics Current Economic Alignment with the Euro Area 2009 In: Occasional Publications - Edited Volumes. [Full Text][Citation analysis] | book | 0 |
2007 | CNB Economic Research Bulletin: Financial Stability in a Transforming Economy In: Occasional Publications - Edited Volumes. [Full Text][Citation analysis] | book | 0 |
2009 | CNB Economic Research Bulletin: Financial and Global Stability Issues In: Occasional Publications - Edited Volumes. [Full Text][Citation analysis] | book | 1 |
2012 | Financial Stability and Monetary Policy In: Occasional Publications - Edited Volumes. [Full Text][Citation analysis] | book | 1 |
2014 | Stress-Testing Analyses of the Czech Financial System In: Occasional Publications - Edited Volumes. [Full Text][Citation analysis] | book | 0 |
2008 | Stress Testing Credit Risk: Is the Czech Republic Different from Germany? In: Working Papers. [Full Text][Citation analysis] | paper | 17 |
2009 | The Merton Approach to Estimating Loss Given Default: Application to the Czech Republic In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2010 | Relationship Lending in the Czech Republic In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | Monetary Conditions and Banks Behaviour in the Czech Republic In: Working Papers. [Full Text][Citation analysis] | paper | 25 |
2015 | Monetary Conditions and Banks’ Behaviour in the Czech Republic.(2015) In: Open Economies Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
2015 | Monetary conditions and banks behaviour in the Czech Republic.(2015) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2015 | Monetary conditions and banks’ behaviour in the Czech Republic.(2015) In: EconStor Open Access Articles and Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
2012 | Dynamic Stress Testing: The Framework for Testing Banking Sector Resilience Used by the Czech National Bank In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
2014 | Stress Testing the Private Household Sector Using Microdata In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
2017 | Updating the Ultimate Forward Rate over Time: A Possible Approach In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Non-performing loans: what matters in addition to the economic cycle? In: Working Paper Series. [Full Text][Citation analysis] | paper | 101 |
2015 | Systemic event prediction by an aggregate early warning system: An application to the Czech Republic In: Economic Systems. [Full Text][Citation analysis] | article | 10 |
2015 | Assessing optimal credit growth for an emerging banking system In: Economic Systems. [Full Text][Citation analysis] | article | 13 |
2014 | Insurance and the Macroeconomic Environment In: EIOPA Financial Stability Report - Thematic Articles. [Full Text][Citation analysis] | paper | 4 |
2018 | Potential drivers of insurers equity investments In: EIOPA Financial Stability Report - Thematic Articles. [Full Text][Citation analysis] | paper | 0 |
2018 | Early warning system for the European Insurance Sector In: EIOPA Financial Stability Report - Thematic Articles. [Full Text][Citation analysis] | paper | 0 |
2022 | Early Warning System for the European Insurance Sector.(2022) In: Journal of Economics / Ekonomicky casopis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2019 | Impact of Green Bond Policies on Insurers: Evidence from the European Equity Market In: EIOPA Financial Stability Report - Thematic Articles. [Full Text][Citation analysis] | paper | 8 |
2021 | Impact of green bond policies on insurers: evidence from the European equity market.(2021) In: Journal of Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2019 | Climate Risk Assessment of the Sovereign Bond Portfolio of European Insurers In: EIOPA Financial Stability Report - Thematic Articles. [Full Text][Citation analysis] | paper | 19 |
2020 | The impact of EIOPA statement on insurers dividends: evidence from equity market In: EIOPA Financial Stability Report - Thematic Articles. [Full Text][Citation analysis] | paper | 0 |
2015 | Insurance Sector Profitability and the Macroeconomic Environment In: EIOPA Financial Stability Report - Thematic Articles. [Full Text][Citation analysis] | paper | 4 |
2016 | Impact of Mergers and Acquisitions on European Insurers: Evidence from Equity Markets In: EIOPA Financial Stability Report - Thematic Articles. [Full Text][Citation analysis] | paper | 2 |
2016 | Impact of Mergers and Acquisitions on European Insurers: Evidence from Equity Markets.(2016) In: Working Papers IES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2016 | Updating the Long Term Rate in Time: A Possible Approach In: EIOPA Financial Stability Report - Thematic Articles. [Full Text][Citation analysis] | paper | 0 |
2017 | Updating the Long Term Rate in Time: A Possible Approach.(2017) In: Working Papers IES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2007 | Credit Risk and the Finnish Economy In: Czech Economic Review. [Full Text][Citation analysis] | article | 0 |
2007 | Macroeconomic Environment and Credit Risk (in English) In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 20 |
2009 | Implied Market Loss Given Default in the Czech Republic: Structural-Model Approach In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 12 |
2013 | Bank Stress Tests as an Information Device for Emerging Markets: The Case of Russia In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 12 |
2012 | Bank Stress Tests as an Information Device for Emerging Markets: The Case of Russia.(2012) In: Working Papers IES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | ||
2013 | Dynamic Stress Testing: The Framework for Assessing the Resilience of the Banking Sector Used by the Czech National Bank In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 13 |
2006 | Does Credit Risk Vary with Economic Cycles? The Case of Finland In: Working Papers IES. [Full Text][Citation analysis] | paper | 12 |
2007 | Credit Risk in the Czech Economy In: Working Papers IES. [Full Text][Citation analysis] | paper | 2 |
2007 | Execution, bankruptcy and their macroeconomic determinants / Exekuce, bankroty a jejich makroekonomické determinanty [available in Czech only] In: Working Papers IES. [Full Text][Citation analysis] | paper | 0 |
2008 | Stress testing of the Czech banking sector In: Working Papers IES. [Full Text][Citation analysis] | paper | 4 |
2008 | Stress testing of the czech banking sector.(2008) In: Prague Economic Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2008 | The Prediction of Corporate Bankruptcy and Czech Economy’s Financial Stability through Logit Analysis In: Working Papers IES. [Full Text][Citation analysis] | paper | 0 |
2010 | Adverse Feedback Loop in the Bank-Based Financial Systems In: Working Papers IES. [Full Text][Citation analysis] | paper | 0 |
2010 | Relationship Lending, Firms’ Behaviour and Credit Risk: Evidence from the Czech Republic In: Working Papers IES. [Full Text][Citation analysis] | paper | 1 |
2011 | Dopady změn parametrů pojištěnà vkladů v roce 2008 In: Working Papers IES. [Full Text][Citation analysis] | paper | 0 |
2011 | Household Balance Sheets and Economic Crisis In: Working Papers IES. [Full Text][Citation analysis] | paper | 1 |
2013 | How to Measure Financial (In)Stability in Emerging Europe? In: Working Papers IES. [Full Text][Citation analysis] | paper | 5 |
2014 | Systemic Event Prediction by Early Warning System In: Working Papers IES. [Full Text][Citation analysis] | paper | 2 |
2014 | What are the Key Determinants of Nonperforming Loans in CESEE? In: Working Papers IES. [Full Text][Citation analysis] | paper | 6 |
2021 | Suspension of Insurers´ Dividends as a Response to the Covid-19 Crisis: Evidence from Equity Market In: Working Papers IES. [Full Text][Citation analysis] | paper | 0 |
2021 | Impact of EU-wide Insurance Stress Tests on Equity Prices and Systemic Risk In: Working Papers IES. [Full Text][Citation analysis] | paper | 0 |
2022 | Do EU-Wide Stress Tests Affect Insurers´ Dividend Policies? In: Working Papers IES. [Full Text][Citation analysis] | paper | 0 |
2022 | Factors affecting bank loan quality: a panel analysis of emerging markets In: International Economics and Economic Policy. [Full Text][Citation analysis] | article | 0 |
2015 | Key Determinants of Non-performing Loans: New Evidence from a Global Sample In: Open Economies Review. [Full Text][Citation analysis] | article | 102 |
2013 | Determinants of Nonperforming Loans in Central, Eastern and Southeastern Europe In: Focus on European Economic Integration. [Full Text][Citation analysis] | article | 26 |
2013 | Measuring Financial (In)Stability in Emerging Europe: A New Index-Based Approach In: Financial Stability Report. [Full Text][Citation analysis] | article | 4 |
2011 | Relationship Lending in Emerging Markets: Evidence from the Czech Republic In: Comparative Economic Studies. [Full Text][Citation analysis] | article | 6 |
2022 | Suspension of insurers’ dividends as a response to the COVID-19 crisis: evidence from the European insurance equity market In: The Geneva Papers on Risk and Insurance - Issues and Practice. [Full Text][Citation analysis] | article | 0 |
2024 | Do insurance stress tests matter? Evidence from the EU-wide insurance stress tests In: Risk Management. [Full Text][Citation analysis] | article | 0 |
2008 | Credit risk and stress testing of the Czech Banking Sector In: ACTA VSFS. [Full Text][Citation analysis] | article | 1 |
2014 | Macroeconomic Determinants of Firms Default in the Czech Republic In: ?eský finan?ní a ú?etní ?asopis. [Full Text][Citation analysis] | article | 0 |
2011 | The JT Index as an Indicator of Financial Stability of Corporate Sector In: Prague Economic Papers. [Full Text][Citation analysis] | article | 20 |
2009 | Estimating expected loss given default in an emerging market: the case of Czech Republic In: Journal of Financial Transformation. [Citation analysis] | article | 6 |
2016 | Household resilience to adverse macroeconomic shocks: evidence from Czech microdata In: International Review of Applied Economics. [Full Text][Citation analysis] | article | 10 |
In: . [Full Text][Citation analysis] | paper | 0 |
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