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National Repository of Grey Literature

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	Monetary Transmission and Asset - Liability management by financial institutions in transitional economies - implications for czech monetary policy Derviz, Alexis The paper deals with the transmission of monetary policy within the financial sector. The objective is to link an optimizing stochastic model of portfolio decisions by a representative financial institution with a number of features that this optimizing behavior implies for monetary transmission and credit conditions in a transitional economy. The main example is the intermediation performance of Czech financial sector in the years 1993 to 1999. Fulltext: PDF Detailed record
	Generalized asset return parity and the exchange rate in a financially open economy Derviz, Alexis This paper examines the parity conditions between assets denominated in different currencies, traded in a well-integrated segment of the international capital market, and derives the consequences for exchange rate expectations. The main objective is to assess the uncovered asset return parity for the Czech koruna exchange rate. Fulltext: nusl-123886_1 - PDF Image: nusl-123886_2 - PDF; nusl-123886_3 - PDF Detailed record
	Global Economic Outlook - May 2011 Babecká, Oxana ; Klíma, Milan ; Hošek, Jan ; Benecká, Soňa ; Derviz, Alexis Výhledy HDP, inflace, předstihových ukazatelů, úrokových sazeb, měnových kurzů a cen komodit. V rámci rubriky „Zaostřeno na…“ obsahuje zpráva analýzu Vítězové a poražení ekonomické krize pohledem evropských investorů. Fulltext: PDF Detailed record
	Přeshraniční úvěrová nákaza v nadnárodních bankách Derviz, Alexis ; Podpiera, J. Lending contagion in multinational banks is studied theoretically and empirically. In the proposed model, contagion arises due to shareholder-manager delegation and precautionary motives. Empirically, more than one half of the multinational banks in our representative sample show signs of lending contagion. Detailed record
	FOREX Microstructure, Invisible price Determinants, and the Central Bank's Understanding of Exchange Rate Formation Derviz, Alexis Detailed record
	Components of the Czech Koruna Risk Premium in a Multiple-Dealer FX Market Derviz, Alexis Detailed record
	Strategic Outcomes of Credit Negotiation and Prudential Capital Regulations Derviz, Alexis ; Kadlčáková, N. Detailed record
	Methodological Problems of Quantitative Credit Risk Modeling in the Czech Economy Derviz, Alexis ; Kadlčáková, N. Detailed record
	Adjoint Processes of the Portfolio Optimization Problem and Equilibrium Asset Prices Derviz, Alexis Detailed record
	A Shadow Asset Pricing Approach to the Analysis of Financial Markets' Equilibria in an Open Economy Derviz, Alexis Detailed record

National Repository of Grey Literature : 41 records found   22 - 31  jump to record:

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