Details about Zlatuse Komarkova

Access statistics for papers by Zlatuse Komarkova.

Last updated 2020-11-23. Update your information in the RePEc Author Service.

Short-id: pko250

Working Papers

2017

1. Longer-term Yield Decomposition: An Analysis of the Czech Government Yield Curve
   Working Papers, Czech National Bank, Research and Statistics Department View citations (1)
   See also Chapter Decomposition of the Czech government bond yield curve, Occasional Publications - Chapters in Edited Volumes, Czech National Bank, Research and Statistics Department (2017) View citations (1) (2017)
   Journal Article The Czech Government Yield Curve Decomposition at the Lower Bound, Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences (2019) View citations (1) (2019)

2014

2. Similarity and Clustering of Banks: Application to the Credit Exposures of the Czech Banking Sector
   Research and Policy Notes, Czech National Bank, Research and Statistics Department

2013

3. Identification of Asset Price Misalignments on Financial Markets With Extreme Value Theory
   Working Papers, Czech National Bank, Research and Statistics Department
   See also Journal Article Identification of Asset Price Misalignments on Financial Markets With Extreme Value Theory, Emerging Markets Finance and Trade, Taylor & Francis Journals (2016) View citations (1) (2016)

2012

4. Macroprudential Policy and Its Instruments in a Small EU Economy
   Research and Policy Notes, Czech National Bank, Research and Statistics Department View citations (10)
5. Models for Stress Testing in the Insurance Sector
   Research and Policy Notes, Czech National Bank, Research and Statistics Department View citations (1)

2011

6. Models for Stress Testing Czech Banks' Liquidity Risk
   Working Papers, Czech National Bank, Research and Statistics Department View citations (2)

2010

7. Financial Integration at Times of Financial Instability
   Working Papers, Czech National Bank, Research and Statistics Department View citations (6)
   See also Journal Article Financial Integration at Times of Financial Instability, Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences (2013) View citations (15) (2013)
   Chapter Financial Integration at Times of Financial (In)Stability, Occasional Publications - Chapters in Edited Volumes, Czech National Bank, Research and Statistics Department (2010) View citations (2) (2010)

2008

8. Financial Integration of Stock Markets among New EU Member States and the Euro Area
   The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations (2)
   Also in Working Papers, Czech National Bank, Research and Statistics Department (2007) View citations (15)
   Economic Research Papers, University of Warwick - Department of Economics (2008) View citations (1)
   See also Journal Article Financial Integration of Stock Markets among New EU Member States and the Euro Area, Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences (2007) View citations (45) (2007)

2005

9. Current Account Reversals and Growth: The Direct Effect Central and Eastern Europe 1923-2000
   The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations (2)
10. Current Account Reversals and Growth: The Direct Effect Central and Eastern Europe 1993-2000
    Economic Research Papers, University of Warwick - Department of Economics View citations (1)

Journal Articles

2020

1. A Liquidity Risk Stress-Testing Framework with Basel Liquidity Standards
   Prague Economic Papers, 2020, 2020, (3), 251-273

2019

2. The Czech Government Yield Curve Decomposition at the Lower Bound
   Czech Journal of Economics and Finance (Finance a uver), 2019, 69, (1), 2-36 View citations (1)
   See also Chapter Decomposition of the Czech government bond yield curve, Occasional Publications - Chapters in Edited Volumes, 2017, 125-134 (2017) View citations (1) (2017)
   Working Paper Longer-term Yield Decomposition: An Analysis of the Czech Government Yield Curve, Working Papers (2017) View citations (1) (2017)

2016

3. Identification of Asset Price Misalignments on Financial Markets With Extreme Value Theory
   Emerging Markets Finance and Trade, 2016, 52, (11), 2595-2609 View citations (1)
   See also Working Paper Identification of Asset Price Misalignments on Financial Markets With Extreme Value Theory, Working Papers (2013) (2013)
4. Liquidity Stress Testing with Second-Round Effects: Application to the Czech Banking Sector
   Czech Journal of Economics and Finance (Finance a uver), 2016, 66, (1), 32-49 View citations (1)

2013

5. Analysis of Sovereign Risk Market Indicators: The Case of the Czech Republic
   Czech Journal of Economics and Finance (Finance a uver), 2013, 63, (1), 5-24 View citations (6)
6. Convergence of Returns on Chinese and Russian Stock Markets with World Markets: National and Sectoral Perspectives
   National Institute Economic Review, 2013, 223, (1), R16-R34 View citations (3)
7. Financial Integration at Times of Financial Instability
   Czech Journal of Economics and Finance (Finance a uver), 2013, 63, (1), 25-45 View citations (15)
   See also Working Paper Financial Integration at Times of Financial Instability, Working Papers (2010) View citations (6) (2010)
   Chapter Financial Integration at Times of Financial (In)Stability, Occasional Publications - Chapters in Edited Volumes, 2010, 102-109 (2010) View citations (2) (2010)
8. Loan Loss Provisioning in Selected European Banking Sectors: Do Banks Really Behave in a Procyclical Way?
   Czech Journal of Economics and Finance (Finance a uver), 2013, 63, (4), 308-326 View citations (10)

2011

9. Monetary Policy in a Small Economy after Tsunami: A New Consensus on the Horizon?
   Czech Journal of Economics and Finance (Finance a uver), 2011, 61, (1), 5-33 View citations (16)

2009

10. Liquidity Risk and Banks’ Bidding Behavior: Evidence from the Global Financial Crisis
    Czech Journal of Economics and Finance (Finance a uver), 2009, 59, (6), 577-592 View citations (6)

2007

11. Financial Integration of Stock Markets among New EU Member States and the Euro Area
    Czech Journal of Economics and Finance (Finance a uver), 2007, 57, (7-8), 341-362 View citations (45)
    See also Working Paper Financial Integration of Stock Markets among New EU Member States and the Euro Area, The Warwick Economics Research Paper Series (TWERPS) (2008) View citations (2) (2008)
12. Integrace devizových trhů vybraných nových členských zemí Evropské unie
    (Integration of the foreign exchange markets of the selected EU new member states)
    Politická ekonomie, 2007, 2007, (3) View citations (1)

Books

2018

1. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2018
   Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department
2. Interest Rates, vol 16
   Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department

2017

3. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2017
   Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department

2016

4. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2016
   Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department

2015

5. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2015
   Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department

2014

6. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2014
   Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department
7. Macroprudential Research: Selected Issues, vol 12
   Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department
8. Stress-Testing Analyses of the Czech Financial System, vol 12
   Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department

2013

9. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2013
   Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department

2012

10. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2012
    Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department

2011

11. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2011
    Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department
12. Macro-Financial Linkages: Theory and Applications, vol 9
    Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department

2010

13. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2010
    Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department

2009

14. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2009
    Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department
15. CNB Economic Research Bulletin: Financial and Global Stability Issues, vol 7
    Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department View citations (1)

2008

16. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2008
    Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department

2007

17. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2007
    Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department

2006

18. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2006
    Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department

Chapters

2020

1. The Relationship between Capital and Liquidity Prudential Instruments
   Czech National Bank, Research and Statistics Department View citations (1)
2. Vulnerable growth: Bayesian GDP-at-Risk
   Czech National Bank, Research and Statistics Department

2017

3. Decomposition of the Czech government bond yield curve
   Chapter Thematic Article 3 in CNB Financial Stability Report 2016/2017, 2017, pp 125-134 View citations (1)
   See also Journal Article The Czech Government Yield Curve Decomposition at the Lower Bound, Charles University Prague, Faculty of Social Sciences (2019) View citations (1) (2019)
   Working Paper Longer-term Yield Decomposition: An Analysis of the Czech Government Yield Curve, Czech National Bank, Research and Statistics Department (2017) View citations (1) (2017)

2016

4. Could the Czech Insurance Sector Be a Source of Systemic Risk?
   Chapter Thematic Article 1 in CNB Financial Stability Report 2015/2016, 2016, pp 116-126 View citations (1)
5. The Relationship between Liquidity Risk and Credit Risk in The CNB's Liquidity Stress Tests
   Chapter Thematic Article 2 in CNB Financial Stability Report 2015/2016, 2016, pp 127-136

2014

6. Collateralization and Financial Stability
   Chapter Thematic Article 3 in CNB Financial Stability Report 2013/2014, 2014, pp 137-147 View citations (2)

2013

7. Fiscal sustainability and financial stability
   Chapter Thematic Article 2 in CNB Financial Stability Report 2012/2013, 2013, pp 103-112 View citations (2)

2012

8. How To Identify Systemically Important Financial Institutions
   Chapter Thematic Article 1 in CNB Financial Stability Report 2011/2012, 2012, pp 100-111 View citations (11)
9. Impacts Of The Sovereign Default Crisis On The Czech Financial Sector
   Chapter Thematic Article 3 in CNB Financial Stability Report 2011/2012, 2012, pp 118-128

2011

10. Financial Stability, Systemic Risk and Macroprudential Policy
    Chapter Thematic Article 1 in CNB Financial Stability Report 2010/2011, 2011, pp 96-111 View citations (17)

2010

11. Financial Integration at Times of Financial (In)Stability
    Chapter Thematic Article 2 in CNB Financial Stability Report 2009/2010, 2010, pp 102-109 View citations (2)
    See also Journal Article Financial Integration at Times of Financial Instability, Charles University Prague, Faculty of Social Sciences (2013) View citations (15) (2013)
    Working Paper Financial Integration at Times of Financial Instability, Czech National Bank, Research and Statistics Department (2010) View citations (6) (2010)

2009

12. Instruments for Curbing Fluctuations in Lending over the Business Cycle
    Chapter Thematic Article 1 in CNB Financial Stability Report 2008/2009, 2009, pp 72-81 View citations (8)