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Informative value of firm capital structure
Bauer, Patrik; Bubák, Vít - In: Prague economic papers : a bimonthly journal of … 12 (2003) 3, pp. 233-248
Persistent link: https://www.econbiz.de/10001792429
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Volatility transmission in emerging European foreign exchange markets
Bubák, Vít; Kočenda, Evžen; Žikeš, Filip - In: Journal of banking & finance 35 (2011) 11, pp. 2829-2841
Persistent link: https://www.econbiz.de/10009373151
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Distribution and dynamics of Central-European exchange rates : evidence from intraday data
Bubák, Vít; Žikeš, Filip - In: Finance a úvěr 59 (2009) 4, pp. 334-359
Persistent link: https://www.econbiz.de/10009696650
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Time-varying Lasso
Kapetanios, George; Zikes, Filip - In: Economics letters 169 (2018), pp. 1-6
Persistent link: https://www.econbiz.de/10012019554
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Semi-parametric conditional quantile models for financial returns and realized volatility
Zikes, Filip; Barunik, Jozef - In: Journal of financial econometrics : official journal of … 14 (2016) 1, pp. 185-226
Persistent link: https://www.econbiz.de/10011588557
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Interactions among high-frequency traders
Benos, Evangelos; Brugler, James; Hjalmarsson, Erik; … - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 4, pp. 1375-1402
Persistent link: https://www.econbiz.de/10011927918
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When do low-frequency measures really measure effective spreads? : evidence from equity and foreign exchange markets
Jahan-Parvar, Mohammad R.; Zikes, Filip - In: The review of financial studies 36 (2023) 10, pp. 4190-4232
Persistent link: https://www.econbiz.de/10014392048
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The evolution of price discovery in an electronic market
Chaboud, Alain; Hjalmarsson, Erik; Zikes, Filip - In: Journal of banking & finance 130 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10013164855