Publikace katedry v roce 2024

Články v časopise s impakt faktorem

BARAK, Dogan, KOCOGLU, Mustafa, JAHANGER, Atif, TAN, Muhsin. Testing the EKC hypothesis for ecological and carbon intensity of well-being: The role of forest extent. Science of The Total Environment [online]. 2024, roč. 945, č. čl. 173794. 21 s. eISSN 1879-1026. ISSN 0048-9697. DOI: 10.1016/j.scitotenv.2024.173794. Dostupné také z: https://www.sciencedirect.com/science/article/abs/pii/S004896972403941X.
[IF a AIS 2023: 8.200 | 1.494] [SJR 2023: 1.998]
[FORD-AIS-Q 2023: Q1 D2 (10500)]

BILGILI, Faik, KASSOURI, Yacouba, KU§KAYA, Sevda, GARANG, Aweng Peter Majok. The dynamic nexus of oil price fluctuations and banking sector in China: A continuous wavelet analysis. Resources Policy [online]. 2024, roč. 88, č. čl. 104449. 21 s. eISSN 1873-7641. ISSN 0301-4207. DOI: 10.1016/j.resourpol.2023.104449. Dostupné také z: https://www.sciencedirect.com/science/article/abs/pii/S0301420723011601.
[IF a AIS 2023: 0.000 | 1.294] [SJR 2023: 2.063]
[FORD-AIS-Q 2023: Q1 D2 (50700)]

ČASTA, Martin. Forecasting nominal exchange rates using a dynamic model averaging framework. Heliyon [online]. 2024, roč. 10, č. 20, č. čl. e39112. 35 s. eISSN 2405-8440. DOI: 10.1016/j.heliyon.2024.e39112. Dostupné také z: https://www.sciencedirect.com/science/article/pii/S2405844024151432?via%3Dihub.
[IF a AIS 2023: 3.400 | 0.614] [SJR 2023: 0.617]
[FORD-AIS-Q 2023: Q2 (10700)]

DUDEK, Grzegorz, FISZEDER, Piotr, KOBUS, Paweł, ORZESZKO, Witold. Forecasting cryptocurrencies volatility using statistical and machine learning methods: A comparative study. Applied Soft Computing [online]. 2024, roč. 151, č. čl. 111132. 21 s. eISSN 1872-9681. ISSN 1568-4946. DOI: 10.1016/j.asoc.2023.111132. Dostupné také z: https://www.sciencedirect.com/science/article/pii/S156849462301150X.
[IF a AIS 2023: 7.200 | 1.282] [SJR 2023: 1.843]
[FORD-AIS-Q 2023: Q1 D2 (10200)]

DUDZICH, Viktar. Financial Account Determinants Of Exchange Rate Regime Switching In Developing Countries. Prague Economic Papers [online]. 2024, roč. 33, č. 1, s. 36–59. eISSN 2336-730X. ISSN 1210-0455. DOI: 10.18267/j.pep.852. Dostupné také z: https://pep.vse.cz/pdfs/pep/2024/01/02.pdf.
[IF a AIS 2023: 0.600 | 0.102] [SJR 2023: 0.212]
[FORD-AIS-Q 2023: Q4 (50200)]

FALDZINSKI, Marcin, FISZEDER, Piotr, MOLNÁR, Peter. Improving volatility forecasts: Evidence from range-based models. The North American Journal of Economics and Finance [online]. 2024, roč. 69, č. čl. 102019. 28 s. eISSN 1879-0860. ISSN 1062-9408. DOI: 10.1016/j.najef.2023.102019. Dostupné také z: https://www.sciencedirect.com/science/article/pii/S1062940823001420. Volume 69, Part B.
[IF a AIS 2023: 3.800 | 0.588] [SJR 2023: 0.859]
[FORD-AIS-Q 2023: Q2 (50200)]

FISZEDER, Piotr, MAłECKA, Marta, MOLNÁR, Peter. Robust estimation of the range-based GARCH model: Forecasting volatility, value at risk and expected shortfall of cryptocurrencies. Economic Modelling [online]. 2024, roč. 141, č. čl. 106887. 21 s. eISSN 1873-6122. ISSN 0264-9993. DOI: 10.1016/j.econmod.2024.106887. Dostupné také z: https://www.sciencedirect.com/science/article/pii/S026499932400244X?via%3Dihub.
[IF a AIS 2023: 4.200 | 0.778] [SJR 2023: 1.335]
[FORD-AIS-Q 2023: Q2 (50200)]

GULL, Ammar Ali, ABID, Ammar, NGUYEN, Duc Khuong, USMAN, Muhammad, MUSHTAQ, Rizwan. Stock price crash and information environment: Do CEO gender and financial expertise matter? Review of Quantitative Finance and Accounting [online]. 2024. 37 s. eISSN 1573-7179. ISSN 0924-865X. DOI: 10.1007/s11156-024-01244-w.
[IF a AIS 2023: 1.900 | 0.370] [SJR 2023: 0.553]
[FORD-AIS-Q 2023: Q3 (50200)]

GULL, Ammar Ali, MUSHTAQ, Rizwan, NGUYEN, Duc Khuong, TRAN, Phuong Tra. COVID-19 adaptive strategy and SMEs‘ access to finance. Applied Economics [online]. 2024, roč. 56, č. 22, s. 2615–2628. eISSN 1466-4283. ISSN 0003-6846. DOI: 10.1080/00036846.2023.2193721.
[IF a AIS 2023: 1.800 | 0.469] [SJR 2023: 0.590]
[FORD-AIS-Q 2023: Q3 (50200)]

HAMMOUDEH, Shawkat, NGUYEN, Duc Khuong, SOUSA, Ricardo M. China’s monetary policy framework and global commodity prices. Energy Economics [online]. 2024, roč. 138, č. čl. 107767. 18 s. eISSN 1873-6181. ISSN 0140-9883. DOI: 10.1016/j.eneco.2024.107767. Dostupné také z: https://www.sciencedirect.com/science/article/pii/S0140988324004754?via%3Dihub.
[IF a AIS 2023: 13.600 | 2.112] [SJR 2023: 3.555]
[FORD-AIS-Q 2023: Q1 D1 (50200)]

HAUKVIK, Nicole, CHERAGHALI, Hamid, MOLNÁR, Peter. The role of investors‘ fear in crude oil volatility forecasting. Research in International Business and Finance [online]. 2024, roč. 70, č. čl. 102353. 16 s. eISSN 1878-3384. ISSN 0275-5319. DOI: 10.1016/j.ribaf.2024.102353. Dostupné také z: https://www.sciencedirect.com/science/article/pii/S0275531924001466.
[IF a AIS 2023: 6.300 | 0.889] [SJR 2023: 1.294]
[FORD-AIS-Q 2023: Q2 (50200)]

HENRIQUES, Carla Oliveira, LIMA, Alexandre, NGUYEN, Duc Khuong, NEVES, Maria Elisabete. Assessing the vulnerability of oil-dependent countries in Europe. Energy Economics [online]. 2024, roč. 133, č. čl. 107514. 17 s. eISSN 1873-6181. ISSN 0140-9883. DOI: 10.1016/j.eneco.2024.107514. Dostupné také z: https://www.sciencedirect.com/science/article/pii/S0140988324002226.
[IF a AIS 2023: 13.600 | 2.112] [SJR 2023: 3.555]
[FORD-AIS-Q 2023: Q1 D1 (50200)]

HODULA, Martin. Beyond innovation: Fintech credit and its ripple effects on traditional banking profitability. Finance Research Letters [online]. 2024, roč. 63, č. čl. 105307. 10 s. eISSN 1544-6131. ISSN 1544-6123. DOI: 10.1016/j.frl.2024.105307. Dostupné také z: https://www.sciencedirect.com/science/article/abs/pii/S1544612324003374.
[IF a AIS 2023: 7.400 | 1.201] [SJR 2023: 1.903]
[FORD-AIS-Q 2023: Q1 (50200)]

HODULA, Martin, SZABO, Milan, BAJZÍK, Josef. Retail fund flows and performance: Insights from supervisory data. Emerging Markets Review [online]. 2024, roč. 59, č. čl. 101111. 20 s. eISSN 1873-6173. ISSN 1566-0141. DOI: 10.1016/j.ememar.2024.101111. Dostupné také z: https://www.sciencedirect.com/science/article/abs/pii/S1566014124000062.
[IF a AIS 2023: 5.600 | 0.876] [SJR 2023: 1.179]
[FORD-AIS-Q 2023: Q2 (50200)]

CHERAGHALI, Hamid, MOLNÁR, Peter. Practical insights into predicting defaults in small and medium-sized enterprises. Journal of the International Council for Small Business [online]. 2024. 12 s. eISSN 2643-7023. ISSN 2643-7015. DOI: 10.1080/26437015.2024.2430573.
[IF a AIS 2023: 1.000 | 0.000] [SJR 2023: 0.334]
[FORD-AIS-Q 2023: Q4 (n/a) (50200)]

CHERAGHALI, Hamid, MOLNÁR, Peter. SME default prediction: A systematic methodology-focused review. Journal of Small Business Management [online]. 2024, roč. 62, č. 6, s. 2847–2905. eISSN 1540-627X. ISSN 0047-2778. DOI: 10.1080/00472778.2023.2277426.
[IF a AIS 2023: 5.300 | 1.247] [SJR 2023: 1.632]
[FORD-AIS-Q 2023: Q1 D2 (50200)]

CHERAGHALI, Hamid, MOLNÁR, Peter. SME default prediction: A systematic methods evaluation. Journal of Small Business Management [online]. 2024, č. 1–52. eISSN 1540-627X. ISSN 0047-2778. DOI: 10.1080/00472778.2024.2390500.
[IF a AIS 2023: 5.300 | 1.247] [SJR 2023: 1.632]
[FORD-AIS-Q 2023: Q1 D2 (50200)]

CHERAGHALI, Hamid, MOLNÁR, Peter, STORSVEEN, Mattis, VELIQI, Florent. The impact of cryptocurrency-related cyberattacks on return, volatility, and trading volume of cryptocurrencies and traditional financial assets. International Review of Financial Analysis [online]. 2024, roč. 95, č. čl. 103439. 13 s. eISSN 1873-8079. ISSN 1057-5219. DOI: 10.1016/j.irfa.2024.103439. Dostupné také z: https://www.sciencedirect.com/science/article/pii/S1057521924003715?via%3Dihub.
[IF a AIS 2023: 7.500 | 1.326] [SJR 2023: 1.832]
[FORD-AIS-Q 2023: Q1 D2 (50200)]

JANKULÁR, Pavel. Risk-return Portfolio Level Trade-off for Czech Banks. Prague Economic Papers [online]. 2024, roč. 33, č. 2, s. 187–219. eISSN 2336-730X. ISSN 1210-0455. DOI: 10.18267/j.pep.859. Dostupné také z: https://pep.vse.cz/pdfs/pep/2024/02/03.pdf.
[IF a AIS 2023: 0.600 | 0.102] [SJR 2023: 0.212]
[FORD-AIS-Q 2023: Q4 (50200)]

KASSOURI, Yacouba. Capital flight and public health outcomes in Africa. Health Economics [online]. 2024, roč. 33, č. 3, s. 576–593. eISSN 1099-1050. ISSN 1057-9230. DOI: 10.1002/hec.4789.
[IF a AIS 2023: 2.000 | 1.251] [SJR 2023: 1.144]
[FORD-AIS-Q 2023: Q1 D2 (30300, 50200)]

KASSOURI, Yacouba. The labor market impact of inflation uncertainty: Evidence from Sub-Saharan Africa. International Review of Economics & Finance [online]. 2024, roč. 89, s. 1514–1528. eISSN 1873-8036. ISSN 1059-0560. DOI: 10.1016/j.iref.2023.09.005. Dostupné také z: https://www.sciencedirect.com/science/article/abs/pii/S105905602300360X. Volume 89, Part A.
[IF a AIS 2023: 4.800 | 0.749] [SJR 2023: 1.093]
[FORD-AIS-Q 2023: Q2 (50200)]

KASSOURI, Yacouba. The Rise of Transnational Financial Crimes and Tropical Deforestation. Environmental and Resource Economics [online]. 2024, roč. 87, č. 10, s. 2795–2831. eISSN 1573-1502. ISSN 0924-6460. DOI: 10.1007/s10640-024-00905-7.
[IF a AIS 2023: 3.200 | 1.039] [SJR 2023: 1.328]
[FORD-AIS-Q 2023: Q1 D2 (50700)]

KOCOGLU, Mustafa, NGHIEM, Xuan-Hoa, BARAK, Dogan, BRŮNA, Karel, JAHANGER, Atif. Can forests realize the carbon neutrality dream? Evidence from a global sample. Journal of Environmental Management [online]. 2024, roč. 366, č. čl. 121827. 18 s. eISSN 1095-8630. ISSN 0301-4797. DOI: 10.1016/j.jenvman.2024.121827. Dostupné také z: https://www.sciencedirect.com/science/article/abs/pii/S0301479724018139?via%3Dihub.
[IF a AIS 2023: 8.000 | 1.290] [SJR 2023: 1.771]
[FORD-AIS-Q 2023: Q1 D2 (10500)]

MALOVANÁ, Simona, HODULA, Martin, BAJZÍK, Josef, GRIC, Zuzana. Bank capital, lending, and regulation: A meta-analysis. Journal of Economic Surveys [online]. 2024, roč. 38, č. 3, s. 823–851. eISSN 1467-6419. ISSN 0950-0804. DOI: 10.1111/joes.12560.
[IF a AIS 2023: 5.900 | 2.447] [SJR 2023: 2.630]
[FORD-AIS-Q 2023: Q1 D1 (50200)]

MALOVANÁ, Simona, HODULA, Martin, GRIC, Zuzana, BAJZÍK, Josef. Borrower-based macroprudential measures and credit growth: How biased is the existing literature? Journal of Economic Surveys [online]. 2024, č. 1–37. eISSN 1467-6419. ISSN 0950-0804. DOI: 10.1111/joes.12608.
[IF a AIS 2023: 5.900 | 2.447] [SJR 2023: 2.630]
[FORD-AIS-Q 2023: Q1 D1 (50200)]

MALOVANÁ, Simona, HODULA, Martin, GRIC, Zuzana. Researching the Research: A Central Banking Edition. International Journal of Central Banking [online]. 2024, roč. 20, č. 1, s. 263–323. ISSN 1815-4654. Dostupné z: https://www.ijcb.org/journal/ijcb24q1a7.pdf.
[IF a AIS 2023: 1.400 | 1.235] [SJR 2023: 1.466]
[FORD-AIS-Q 2023: Q1 (50200)]

MISUND, Bard, MOLNÁR, Peter, NGUYEN, Quan Minh, TOTLAND, Elin. Impact of rent taxation on Norwegian salmon farming companies. Aquaculture Economics & Management [online]. 2024. 20 s. eISSN 1551-8663. ISSN 1365-7305. DOI: 10.1080/13657305.2024.2342268.
[IF a AIS 2023: 3.800 | 0.635] [SJR 2023: 1.029]
[FORD-AIS-Q 2023: Q1 D2 (40100)]

PADHAN, Hemachandra, KOCOGLU, Mustafa, TIWARI, Aviral Kumar, HAOUAS, Ilham. Economic activities, dry bulk freight, and economic policy uncertainties as drivers of oil prices: A tail-behaviour time-varying causality perspective. Energy Economics [online]. 2024, roč. 138, č. čl. 107845. 16 s. eISSN 1873-6181. ISSN 0140-9883. DOI: 10.1016/j.eneco.2024.107845. Dostupné také z: https://www.sciencedirect.com/science/article/abs/pii/S014098832400553X?via%3Dihub.
[IF a AIS 2023: 13.600 | 2.112] [SJR 2023: 3.555]
[FORD-AIS-Q 2023: Q1 D1 (50200)]

PASTUCHA, Filip. The Real Equilibrium Exchange Rate of the Czech Koruna – the BEER Approach. Statistika [online]. 2024, roč. 104, č. 3, s. 278–291. eISSN 1804-8765. ISSN 0322-788X. DOI: 10.54694/stat.2023.50. Dostupné také z: https://csu.gov.cz/docs/107508/a9734f62-a19b-f268-9669-1ecf6dd054df/32019724q3_pastucha_analyses.pdf?version=1.0.
[IF a AIS 2023: 0.300 | 0.019] [SJR 2023: 0.156]
[FORD-AIS-Q 2023: Q4 (50200)]

SMRČKOVÁ, Martina, BRŮNA, Karel. Explaining Implausible Results in Shadow Economy Estimation Using MIMIC Models. Statistika [online]. 2024, roč. 104, č. 3, s. 249–277. eISSN 1804-8765. ISSN 0322-788X. DOI: 10.54694/stat.2024.12.
[IF a AIS 2023: 0.300 | 0.019] [SJR 2023: 0.156]
[FORD-AIS-Q 2023: Q4 (50200)]

SZABO, Milan. Connected but fragile: Fund-to-fund holdings and redemptions. Borsa Istanbul Review [online]. 2024, roč. 24, č. 6, s. 1287–1304. eISSN 2214-8469. ISSN 2214-8450. DOI: 10.1016/j.bir.2024.07.011. Dostupné také z: https://www.sciencedirect.com/science/article/pii/S2214845024001170.
[IF a AIS 2023: 6.300 | 0.906] [SJR 2023: 1.040]
[FORD-AIS-Q 2023: Q2 (50200)]

SZABO, Milan. Cyclical investment behaviour of investment funds: its heterogeneity and drivers. Macroeconomics and Finance in Emerging Market Economies [online]. 2024, s. 1–22. eISSN 1752-0851. ISSN 1752-0843. DOI: 10.1080/17520843.2024.2380565.
[IF a AIS 2023: 1.100 | 0.149] [SJR 2023: 0.279]
[FORD-AIS-Q 2023: Q4 (50200)]

SZABO, Milan. Disciplining growth-at-risk models with survey of professional forecasters and Bayesian quantile regression. Journal of Forecasting [online]. 2024, roč. 43, č. 6, s. 1975–1981. eISSN 1099-131X. ISSN 0277-6693. DOI: 10.1002/for.3120.
[IF a AIS 2023: 3.400 | 0.782] [SJR 2023: 0.885]
[FORD-AIS-Q 2023: Q2 (50200)]

TRAN, Dung Viet, HUSSAIN, Nazim, NGUYEN, Duc Khuong, NGUYEN, Trung Duc. How do depositors respond to banks‘ discretionary behaviors? Evidence from market discipline, deposit insurance, and scale effects. International Review of Financial Analysis [online]. 2024, roč. 93, č. čl. 103205. 14 s. eISSN 1873-8079. ISSN 1057-5219. DOI: 10.1016/j.irfa.2024.103205. Dostupné také z: https://www.sciencedirect.com/science/article/pii/S1057521924001376?via%3Dihub.
[IF a AIS 2023: 7.500 | 1.326] [SJR 2023: 1.832]
[FORD-AIS-Q 2023: Q1 D2 (50200)]

TRAN, Van Quang, MÁLEK, Jiří. The Effect of the Pandemic and the War in Ukraine on the Riskiness of Financial Investments in Three Central European Countries. Eastern European Economics [online]. 2024, roč. 62, č. 4, s. 409–428. eISSN 1557-9298. ISSN 0012-8775. DOI: 10.1080/00128775.2023.2278809.
[IF a AIS 2023: 1.300 | 0.346] [SJR 2023: 0.345]
[FORD-AIS-Q 2023: Q3 (50200)]

WANG, Jiqiang, DAI, Peng-Fei, CHEN, Xihui Haviour, NGUYEN, Duc Khuong. Examining the linkage between economic policy uncertainty, coal price, and carbon pricing in China: Evidence from pilot carbon markets. Journal of Environmental Management [online]. 2024, roč. 352, č. čl. 120003. 16 s. eISSN 1095-8630. ISSN 0301-4797. DOI: 10.1016/j.jenvman.2023.120003. Dostupné také z: https://www.sciencedirect.com/science/article/abs/pii/S0301479723027913.
[IF a AIS 2023: 8.000 | 1.290] [SJR 2023: 1.771]
[FORD-AIS-Q 2023: Q1 D2 (10500)]

YAO, Shouyu, SENSOY, Ahmet, NGUYEN, Duc Khuong, LI, Tong. Investor attention and cryptocurrency market liquidity: a double-edged sword. Annals of Operations Research [online]. 2024, roč. 334, s. 815–856. eISSN 1572-9338. ISSN 0254-5330. DOI: 10.1007/s10479-022-04915-w.
[IF a AIS 2023: 4.400 | 0.860] [SJR 2023: 1.019]
[FORD-AIS-Q 2023: Q2 (50200)]

ZHAI, Pengxiang, WU, Fei, JI, Qiang, NGUYEN, Duc Khuong. From fears to recession? Time-frequency risk contagion among stock and credit default swap markets during the COVID pandemic. International Journal of Finance & Economics [online]. 2024, roč. 29, č. 1, s. 551–580. eISSN 1099-1158. ISSN 1076-9307. DOI: 10.1002/ijfe.2698.
[IF a AIS 2023: 2.800 | 0.493] [SJR 2023: 0.730]
[FORD-AIS-Q 2023: Q2 (50200)]

Články v časopise (Scopus)

AWAN, Ashar, KOCOGLU, Mustafa, TUNC, Ahmet, TIWARI, Aviral Kumar, YUSOFF, Nora Yusma bte Mohamed. Nuclear energy, human capital, and urbanization tackling environmental concerns in India: evidence from QARDL and quantile co-integration. Environment, Development and Sustainability [online]. 2024. 24 s. eISSN 1573-2975. DOI: 10.1007/s10668-024-04789-x.
[SJR 2023: 0.889]
[FORD-SJR-Q 2023: Q1 D2 (50700)]

TÁBORSKÝ, František. Consumer price index, real estate price weight and monetary policy in the Czech Republic. International Journal of Economic Policy in Emerging Economies [online]. 2024, roč. 19, č. 2, s. 123–140. eISSN 1752-0460. ISSN 1752-0452. DOI: 10.1504/IJEPEE.2024.138468.
[SJR 2023: 0.253]
[FORD-SJR-Q 2023: Q3 (50200)]

Příspěvky ve sborníku z konference sledované ve Scopusu

ČASTA, Martin. Identifying Supply and Demand Shocks Using Dynamic Principal Component Analysis. In: Financial Markets and Corporate Reporting under Geopolitical Risks: 2022 & 2023 Annual Conference on Finance and Accounting (ACFA) [online]. Praha, 01.05.2023 – 02.05.2023. Cham : Springer Nature Switzerland AG, 2024, s. 1–16. Springer Proceedings in Business and Economics. ISBN 978-3-031-62997-6. eISSN 2198-7254. ISSN 2198-7246. DOI: 10.1007/978-3-031-62998-3_1.

Články v časopise – nerecenzované

MANDEL, Martin, TOMŠÍK, Vladimír. Státní dluh a reforma penzijních fondů. Bankovnictví. 2024, roč. 31, č. 1, s. 42–45. ISSN 1212-4273.

Výzkumné zprávy – reporty

BRŮNA, Karel, MANDEL, Martin, PAVEL, Jan, ARLTOVÁ, Markéta, TRAN, Van Quang, ŠÍMA, Ondřej. Analýza a vyhodnocení stávajícího modelového rámce měnové politiky ČNB v širším kontextu fiskální a makroobezřetnostní politiky a výsledná doporučení změn tohoto modelového rámce. [Výzkumná zpráva]. Praha : Fakulta financí a účetnictví, katedra měnové teorie a politiky, katedra veřejných financí, 2024. 117 s.

Oponentské posudky

BRŮNA, Karel. posudek „BAJZÍK, Josef, Essays on International and Financial Economics. Praha : Institute of Economic Studies, Faculty of Social Sciences, Charles University, 2024.” Praha : Katedra měnové teorie a politiky VŠE v Praze, 2024. 4 s.