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Bibliografie

Alexis Derviz

  1. Derviz AlexisCollateral Composition, Diversification Risk, and Systemically Important Merchant Banks , Financial Aspects of Recent Trends in the Global Economy, p. 38-56 , Eds: Mirdala Rajmund [2013] Download

  1. Derviz Alexis, Raková M.Parent Influence on Loan Pricing by Czech Banks , Prague Economic Papers vol.21, 4 (2012), p. 434-449 [2012] Download
  2. Derviz AlexisFinancial Frictions and Real Implications of Macroprudential Policies , Financial Markets and Portfolio Management vol.3, 26 (2012), p. 333-368 [2012] Download DOI: 10.1007/s11408-012-0189-y
  3. Derviz AlexisInformation, Sentiment, and Price in a Fast Order-Driven Market , IUP Journal of Financial Risk Management vol.8, 3 (2011), p. 43-75 [2011] Download
  4. Derviz AlexisReal Implications of Bursting Asset Price Bubbles in Economies with Bank Credit , Finance a úvěr-Czech Journal of Economics and Finance vol.61, 1 (2011), p. 92-116 [2011]
  5. Derviz Alexis, Podpiera J.Lending Behavior of Multinational Bank Affiliates , Risk Governance and Control: Financial Markets & Institutions vol.1, 1 (2011), p. 19-36 [2011] Download
  6. Derviz AlexisFunding Costs and Loan Pricing by Multinational Bank Affiliates , Working Paper CNB vol.9, 9 (2009), p. 1-48 [2009] Download
  7. Derviz Alexis, Podpiera J.Predicting Bank CAMELS and S&P Ratings. The Case of Czech Republic , Emerging Markets Finance and Trade vol.44, 1 (2008), p. 87-101 [2008]
  8. Brůha J., Derviz AlexisMacroeconomics factors and the balanced value of the Czech Koruna/Euro Exchange rate , Finance a úvěr-Czech Journal of Economics and Finance vol.56, p. 318-343 [2006]
  9. Derviz AlexisAsset Return Dynamics and the FX Risk Premium in a Decentralized Dealer Market , European Economic Review vol.48, 4 (2004), p. 747-784 [2004]
  10. Derviz AlexisThe uncovered parity properties of the Czech Koruna , Prague Economic Papers vol.11, 1 (2002), p. 17-37 [2002]
  11. Derviz AlexisEquillibrium asset prices in a continuous time portfolio optimization model with decentralized dealership markets , Bulletin of the Czech Econometric Society vol.7, 13 (2001), p. 43-72 [2001]
  12. Derviz AlexisGeneralized asset return parity and the exchange rate in a financially open economy , Bulletin of the Czech Econometric Society vol.6, 10 (1999), p. 67-102 [1999]
  13. Derviz AlexisCurrency options and trade smoothing under an exchange rate regime collapse , Bulletin of the Czech Econometric Society vol.6, 9 (1999), p. 19-56 [1999]
  14. Derviz Alexis, Klacek J.Precautionary saving and currency substitution in an optimizing model of the Czech economy , Bulletin of the Czech Econometric Society vol.5, 5 (1998), p. 97-112 [1998]
  15. Derviz AlexisBayesian capital markets and currency crises , Bulletin České ekonometrické společnosti, p. 1-25 [1995]
  16. Derviz AlexisA SIMULA Picture of a Money-Flows Model , SIMULA Newsletter vol.19, 1 (1991), p. 5-8 [1991]
  17. Derviz Alexis, Kolář PavelA Note on Simulation of Interacting Parallel Processes in SIMULA , SIMULA Newsletter vol.18, 1 (1990), p. 11-13 [1990]

  1. Derviz AlexisBubbles, Bank Credit, and Macroprudential Policies, European Central Bank, (Frankfurt a. M 2013) Research Report 1551 [2013] Download
  2. Derviz Alexis, Podpiera J.Cross-Border Lending Contagion in Multinational Banks, Czech National Bank, (Praha 2006) Research Report 9 [2006] Download
  3. Derviz Alexis, Kadlčáková N.Business Cycle, Credit Risk and Economic Capital Determination by Commercial Banks, Bank for International Settlements, (Basel 2005) Research Report 22 [2005]
  4. Derviz AlexisExchange Rate Risks and Asset Prices in a Small Open Economy, European Central Bank, (Frankfurt am Main 2004) Research Report 314 [2004]
  5. Derviz AlexisComponents of the Czech Koruna Risk Premium in a Multiple-Dealer FX Market, Česká Národní Banka, (Praha 2003) Research Report 4 [2003]
  6. Derviz AlexisShadow asset prices and equilibria under restriction on portfolio composition and adjustment speed , Quantitative Methods in Finance 1997, p. 80-116 , Eds: Chiarella C., Platen E., Westpac, (Sydney 1997) , Quantitative Methods in Finance 1997, (Sydney, AU, 20.08.1997-03.09.1997) [1997]
  7. Derviz AlexisShadow prices and equilibria in production, export, import and investment of an open economy , Exchange Rate Movements and the Real Economy, p. 45-66 , Eds: Karadeloglou P., Papazoglou Ch., Bank of Greece, (Athens 1997) , Exchange Rate Movements and the Real Economy, (Athens, GR, 05.09.1997-08.09.1997) [1997]
  8. Derviz AlexisTransition Economies: Dynamic Bargaining in New Markets, CERGEEI, (Prague 1995) Research Report 85 [1995]
  9. Derviz AlexisStructural Change, Bargaining and Learning, University of California, (Santa Cruz 1994) Research Report 289 [1994]
  10. Derviz AlexisEvolutionary Strategies in Network Models of Industrial Dynamics, University of Economics and Business, (Athens 1993) Research Report [1993]
  11. Derviz Alexis, Weinberger J.Network Simulations for Managerial Decisions , Vybrané problémy simulačních modelů, p. 50-52 , Eds: Štefan J., VŠB, (Ostrava 1993) , Podzimní moravskoslezské kolokvium /15./, (Ostrava, CZ, 07.09.1993-09.09.1993) [1993]
  12. Derviz AlexisStrategies and Decisions in Economic Petri Nets , Second European Congress on Systems Science, p. 945-952, Afcet, (Paris 1993) , European Congress on Systems Science /2./, (Prague, CZ, 05.10.1993-08.10.1993) [1993]
  13. Derviz AlexisSimulation of Demand-Oriented Nets of Economic Agents in a Semiaggregated Environment , Modelling and Simulation of Systems, p. 119-128 , Eds: Štefan J., House of Technology, (Ostrava 1993) Acta MOSIS. vol.51 , Moravo-Silesian International Symposium on Modelling and Simulation of Systems /5./, (Olomouc, CZ, 01.06.1993-04.06.1993) [1993]
  14. Derviz AlexisNested Exchange Diagrams for Economic Modeling, The Royal Institute of Technology, (Stockholm 1992) Research Report 92-106 [1992]
  15. Derviz AlexisNet Based Models for Managerial Policies, The Royal Institute of Technology, (Stockholm 1992) Research Report 92-102 [1992]
  16. Derviz AlexisManufacturing Company Investment Policies on Three Levels of SIMULA Data Structures , Proceedings of the 18th Association of SIMULA User's Conference, p. 65-90, University of Groningen, (Groningen 1992) , ASU Conference /18./, (Noordwijkerhout, NL, 11.06.1992-12.06.1992) [1992]
  17. Derviz Alexis, Weinberger J.Simulation of Economic Models and Other Stochastic Differential Systems on LOGOS/LOGO , Proceedings of EUROLOGO '91, p. -, (Parma 1991) , EUROLOGO '91, (Parma, IT, 27.08.1991-30.08.1991) [1991]
  18. Derviz AlexisModelling economic systems in SIMULA , Proceeding of the 17th SIMULA Users Conference, p. 17-20, Association of SIMULA Users, (Plzeň 1990) , SIMULA Users Conference /17./, (Plzeň, CS, 29.08.1990-31.08.1990) [1990]
  19. Derviz Alexis, Weinberger J.Antagonistická ekonomická hra založená na kombinované simulaci v jazyce LOGOS , Vybrané problémy simulačních modelů, p. 64-66, ČSVTS, (Ostrava 1990) , Podzimní moravskoslezské kolokvium /12./, (Hradec nad Moravicí, CS, 18.09.1990-20.09.1990) [1990]
  20. Derviz AlexisSIMULA a Petriho sítě při simulaci spojovacích systémů , Modelování a simulace systémů, p. 53-57, Dům techniky ČSVTS, (Ostrava 1990) , Modelování a simulace systémů /24./, (Kopřivnice, CS, 15.05.1990-17.05.1990) [1990]
  21. Derviz Alexis, Kolář PavelO modelech číslicového řízení spojovacího procesu , Projektování, realizace a provoz mikropočítačových systémů teleinformatiky, p. 211-215, Dům techniky ČSVTS, (Brno 1990) , DROMS-TCT 90, (Brno, CS, 25.06.1990-28.06.1990) [1990]
  22. Derviz AlexisSimulace řízení spojovacího pole telefonní ústředny - , Vybrané problémy simulačních modelů, p. 22-24, ČSVTS, (Ostrava 1989) , Podzimní severomoravské kolokvium SISY /11./, (Krnov, CS, 05.09.1989-07.09.1989) [1989]
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