H-Index & Metrics Top Publications

H-Index & Metrics

Discipline name H-index Citations Publications World Ranking National Ranking
Economics and Finance H-index 31 Citations 5,577 113 World Ranking 1993 National Ranking 2

Overview

What is he best known for?

The fields of study he is best known for:

  • Statistics
  • Finance
  • Macroeconomics

His primary scientific interests are in Volatility, Exchange rate, Macroeconomics, Monetary economics and Eastern european. Volatility is a primary field of his research addressed under Econometrics. His studies link Interest rate parity with Econometrics.

Evžen Kočenda combines subjects such as Implied volatility, Foreign exchange, Realized variance and Index with his study of Exchange rate. When carried out as part of a general Monetary economics research project, his work on Inflation and Interest rate is frequently linked to work in Convergence and Interim, therefore connecting diverse disciplines of study. His Eastern european research incorporates elements of International comparisons, Transition countries, Economic geography, Convergence and Regional integration.

His most cited work include:

  • Effects of Privatization and Ownership in Transition Economies (621 citations)
  • Volatility transmission in emerging European foreign exchange markets (218 citations)
  • Interdependence between Eastern and Western European stock markets: Evidence from intraday data (129 citations)

What are the main themes of his work throughout his whole career to date?

Evžen Kočenda focuses on Monetary economics, Volatility, Exchange rate, Econometrics and Panel data. His Monetary economics research includes themes of Spillover effect and Liberian dollar. Evžen Kočenda has included themes like Stock market index, Foreign exchange market and Financial market in his Volatility study.

His Exchange rate study necessitates a more in-depth grasp of Macroeconomics. Many of his research projects under Macroeconomics are closely connected to Eastern european with Eastern european, tying the diverse disciplines of science together. His Econometrics research is multidisciplinary, incorporating perspectives in Currency basket, Monte Carlo method, Financial crisis and Portfolio.

He most often published in these fields:

  • Monetary economics (26.67%)
  • Volatility (25.10%)
  • Exchange rate (25.49%)

What were the highlights of his more recent work (between 2015-2021)?

  • Monetary economics (26.67%)
  • Volatility (25.10%)
  • Econometrics (21.96%)

In recent papers he was focusing on the following fields of study:

His scientific interests lie mostly in Monetary economics, Volatility, Econometrics, Financial crisis and Foreign exchange market. In the field of Monetary economics, his study on Inflation targeting and Inflation overlaps with subjects such as European debt crisis. His Volatility study deals with the bigger picture of Financial economics.

The Panel data and Real gross domestic product research Evžen Kočenda does as part of his general Econometrics study is frequently linked to other disciplines of science, such as Eu countries and Nowcasting, therefore creating a link between diverse domains of science. His studies in Financial crisis integrate themes in fields like Exchange rate and Stock market. His work in Foreign exchange market covers topics such as Portfolio which are related to areas like Investment.

Between 2015 and 2021, his most popular works were:

  • Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers (96 citations)
  • Asymmetric volatility connectedness on the forex market (68 citations)
  • Gold, oil, and stocks: Dynamic correlations (65 citations)

In his most recent research, the most cited papers focused on:

  • Statistics
  • Finance
  • Macroeconomics

Evžen Kočenda mostly deals with Monetary economics, Volatility, Financial crisis, Econometrics and Proportional hazards model. His Monetary economics study incorporates themes from Capital adequacy ratio, Sovereignty and Credit risk. Evžen Kočenda has researched Volatility in several fields, including Foreign exchange market and Stock market.

His work carried out in the field of Econometrics brings together such families of science as Market liquidity and Portfolio. His Proportional hazards model study integrates concerns from other disciplines, such as Emerging markets and Corporate governance. Exchange rate is a subfield of Macroeconomics that he investigates.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Top Publications

Effects of Privatization and Ownership in Transition Economies

Saul Estrin;Jan Hanousek;Evzen Kocenda;Jan Svejnar.
Journal of Economic Literature (2009)

825 Citations

Volatility transmission in emerging European foreign exchange markets

Vít Bubák;Evžen Kočenda;Filip Žikeš.
Journal of Banking and Finance (2011)

265 Citations

Macroeconomic Convergence in Transition Countries

Evžen Kočenda;Evžen Kočenda;Evžen Kočenda.
Journal of Comparative Economics (2001)

229 Citations

Direct and Indirect Effects of FDI in Emerging European Markets: A Survey and Meta-analysis

Jan Hanousek;Evžen Kočenda;Mathilde Maurel.
Economic Systems (2011)

210 Citations

Interdependence between Eastern and Western European stock markets: Evidence from intraday data

Balázs Égert;Evžen Kočenda.
Economic Systems (2007)

205 Citations

The reaction of asset prices to macroeconomic announcements in new EU markets: Evidence from intraday data

Jan Hanousek;Jan Hanousek;Jan Hanousek;Evžen Kočenda;Ali M. Kutan.
Journal of Financial Stability (2009)

149 Citations

Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers

Jozef Baruník;Evžen Kočenda;Lukáš Vácha.
Journal of Financial Markets (2016)

140 Citations

Origin and concentration

Jan Hanousek;Evžen Kočenda;Jan Svejnar.
Economics of Transition (2007)

127 Citations

Exchange rate volatility and regime change: A Visegrad comparison

Evžen Kočenda;Evžen Kočenda;Evžen Kočenda;Juraj Valachy.
Journal of Comparative Economics (2006)

120 Citations

Time-varying synchronization of European stock markets

Balázs Égert;Evžen Kočenda.
Empirical Economics (2011)

113 Citations

Profile was last updated on December 6th, 2021.
Research.com Ranking is based on data retrieved from the Microsoft Academic Graph (MAG).
The ranking h-index is inferred from publications deemed to belong to the considered discipline.

If you think any of the details on this page are incorrect, let us know.

Contact us

Top Scientists Citing Evžen Kočenda

William L. Megginson

William L. Megginson

University of Oklahoma

Publications: 26

Guglielmo Maria Caporale

Guglielmo Maria Caporale

Brunel University London

Publications: 23

Ali M. Kutan

Ali M. Kutan

Southern Illinois University Edwardsville

Publications: 20

Nikolaos Antonakakis

Nikolaos Antonakakis

Webster Vienna Private University

Publications: 20

Jarko Fidrmuc

Jarko Fidrmuc

Zeppelin University

Publications: 19

Sang Hoon Kang

Sang Hoon Kang

Pusan National University

Publications: 14

Aviral Kumar Tiwari

Aviral Kumar Tiwari

Rajagiri College of Social Sciences

Publications: 12

Jan Svejnar

Jan Svejnar

Columbia University

Publications: 12

Shawkat Hammoudeh

Shawkat Hammoudeh

Drexel University

Publications: 12

Saul Estrin

Saul Estrin

London School of Economics and Political Science

Publications: 12

Elie Bouri

Elie Bouri

Lebanese American University

Publications: 11

Syed Jawad Hussain Shahzad

Syed Jawad Hussain Shahzad

Montpellier Business School

Publications: 11

Walid Mensi

Walid Mensi

Sultan Qaboos University

Publications: 9

Rangan Gupta

Rangan Gupta

University of Pretoria

Publications: 9

Brian M. Lucey

Brian M. Lucey

Trinity College Dublin

Publications: 9

Something went wrong. Please try again later.