Conference Proceedings 2015

Authors' name Title Page
Philip Molyneux Are Banks Public Utilities (Keynote Presentation)  
Jan Frait Financial Cycle and Macroprudential Policy (Keynote Presentation)

 

     
  Title Page  
 

Contents

iii
Martin Boďa
Vlastimil Farkašovský
Emília Zimková
Technical Efficiency and Profitability in Retail Production of Bank Branches 1

Yetkin Çinar
Türkmen Göksel

Measuring the Economic Impacts of 2000 – 2001 Financial Crisis and Reforms in Turkish Banking Sector via Synthetic Control Method 14
Anna Czapkiewicz
Tomasz Wójtowicz
Intraday Contagion and Tail Dependence between Stock Markets in Frankfurt, Vienna and Warsaw 22
Liběna Černohorská
Viktor Prokop
Profitability Analysis of Selected Czech Banks and Their Foreign Owners 32
Jan Černohorský
Viktor Prokop
The Relationship of Concentration and Profitability in Banking Markets 40
Oleg Deev
Martin Hodula
The Impact of the ECB Monetary Policy on Systemic Risk Changes in Eurozone 50
Liliana Donath
Veronica Mihuțescu Cerna
Ionela Oprea
Financial Cycles and Macroprudential Intervention in Selected Central and Eastern European Countries 60
Johannes Kabderian Dreyer
Peter Alfons Schmid
Does the Euro enhance Economic Growth? EU and EZ Growth Effects following the Introduction of the Euro 72
Aysa Ipek Erdogan Determinants of the Perceived Difficulty in Paying off Bank Loans: Evidence from Turkish SMEs 84
Ela Golemi Analysis of the Effects of Macroprudential Measures on GDP’s Trend – Simulation Using A Macro Financial Model For Albania 91
Christopher A. Hartwell Foreign Banks and the Business Environment in Transition: A Cointegration Approach 97
Tomáš Heryán
Lumír Kulhánek
Differences among Volatility Patterns of Visegrad Countries’ Stock Markets

109

Tomáš Heryán
Roman Matousek
Impact of Monetary Policy on the Bank Lending Channel in Old EMU and New EU Countries: Evidence from Period 1999-2012 116
Filip Chybalski The Multidimensional Adequacy and Efficiency of European Pension Systems: the Ranking and Relationships 128
Magdalena Jasiniak The Companies’ Internationalization in Transition Economies: the Case of Poland 140
Veronika Kajurová Integration of Markets for Sovereign Bonds in the European Union 146
Svatopluk Kapounek
Zuzana Kučerová
Macroeconomic Shocks’ Responses of Small and Large Banks in the Bank-Based Countries? 154
Gábor Dávid Kiss Conventional and Unconventional Balance Sheet Practices and its Impact on Currency Stability 166
Pavla Klepková Vodová Determinants of Sensitivity of Czech Commercial Banks to the Bank Run 178
Agata Kliber
Piotr Płuciennik
Vulnerability of the Czech and Slovak Economies to the Transmission of Crises – the Case of the Hungarian and Greek Turmoil 185
Kristína Kočišová Banking Stability Index: A Cross-Country Study 197
Jana Kotlebová
Mária Širaňová
When Credit Matters – Possible Room for ECB’s Success in Quantitative Easing from Selected EA Members’ Point of View 209
Aleš Kresta Study on the Applicability of Technical Analysis in the Czech Stock Market 221
Dagmar Linnertová Analysis of Short Sale Determinants along Particular NASDAQ Sectors 230
Edyta Marcinkiewicz More Beveridgean or Bismarckian? A Comparative Analysis of Pension Systems in Selected CEE Countries 241
Alexandra Marcinová
Radek Jurčík
Influence of Transparent Procurement Procedure to the Final Price of Public Contracts in Relation to Small and Medium Size Enterprises 253
Rajmund Mirdala Inflation Expectations and Expected Real Interest Rates as Determinants of Nominal Interest Rates in PIGS 259
Danuše Nerudová
Veronika Solilová
Mandatory CCTB Implementation in EU28: The Impact of the First Implementation Stage on the Tax Bases in the Czech Republic 269
Martina Novotná Survival Analysis of Corporate Defaults in the Czech Construction Sector 277
Iveta Palečková Relationship between Profitability and Efficiency in the Czech Banking Sector 286
Anita Pavković
Jakša Krišto
Tina Oreški
Quantification of Central Bank Supervisory Power 292
Sergey Petrov
Oksana Kashina
Revealing of Stockholders’ Expectations Using Price-Dividend Dependence in Developed and in Emerging Markets 301
Raluca-Elena Pop Evaluating the Forecasting Performance of a DSGE-VAR Model for Romania 311
Lenka Přečková Evaluation of the Insurance Activity Development within Vienna Insurance Group and Generali CEE Holding in Czech Insurance Market 322
Petra Růčková Effect of Liquidity and Profitability on Use of Debt Finance Sources in Manufacturing Industry’s Companies in V4 Countries 333
Carlo Vaz Sampaio
Fernando Seabra
Eastern Europe Integration vs. Mercosul: Asymmetric Exchange Rate Impacts on Exports after Regional Integration 342
Sefer Sener
Çiğdem Börke Tunalı
Financial Development-Economic Growth Nexus: The Case of Eastern European Countries 348
Veronika Solilová
Danuše Nerudová
Proposal of Transfer Pricing Rule for SMEs: Case Study of the Czech Republic 356
Daniel Stavárek Real Exchange Rates Behavior in Selected EU Member States: Assessment of the Financial Crisis Effect 366
Irena Szarowská Quality of Public Finance and Government Expenditure in the Czech Republic 375
Markéta Šeligová Factors Affecting the Supply of Loans to Businesses in the Czech Republic 385
Jana Šimáková The Role of CZK/PLN Exchange Rate in the Context of Foreign Trade between Czechia and Poland 392
Monika Šulganová The Lag Length Structure of Banking Determinants of Non-performing Loans in the Czech Republic. 400
Lucie Tomanová Firms’ Exchange Rate Exposure and Hedging: The Case of Romania 411
Tomáš Urbanovský The Effect of Inflation Differential on the Nominal Exchange Rate: The Case of USA and Canada 422