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Václav Brož
(Vaclav Broz)

Personal Details

First Name:Vaclav
Middle Name:
Last Name:Broz
Suffix:
RePEc Short-ID:pbr729
[This author has chosen not to make the email address public]
http://ies.fsv.cuni.cz/cs/staff/broz
Terminal Degree:2020 Institut ekonomických studií; Univerzita Karlova v Praze (from RePEc Genealogy)

Affiliation

School of Business
Prague City University

Praha, Czech Republic
https://www.praguecityuniversity.cz/cz/school-of-business
RePEc:edi:sbpcucz (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Václav Brož & Evžen Kocenda, 2021. "Mortgage-Related Bank Penalties and Systemic Risk among U.S. Banks," CESifo Working Paper Series 9463, CESifo.
  2. Vaclav Broz & Michal Hlavacek, 2018. "What Drives the Distributional Dynamics of Client Interest Rates on Consumer Loans in the Czech Republic? A Bank-level Analysis," Working Papers 2018/6, Czech National Bank.
  3. Vaclav Broz & Evzen Kocenda, 2017. "Dynamics and Factors of Inflation Convergence in the European Union," Working Papers IES 2017/24, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Nov 2017.
  4. Simona Malovana & Dominika Kolcunova & Vaclav Broz, 2017. "Does Monetary Policy Influence Banks' Perception of Risks?," Working Papers 2017/9, Czech National Bank.
  5. Vaclav Broz & Lukas Pfeifer & Dominika Kolcunova, 2017. "Are the Risk Weights of Banks in the Czech Republic Procyclical? Evidence from Wavelet Analysis," Working Papers 2017/15, Czech National Bank.

Articles

  1. Brož, Václav & Kočenda, Evžen, 2022. "Mortgage-related bank penalties and systemic risk among U.S. banks," Journal of International Money and Finance, Elsevier, vol. 122(C).
  2. Václav Brož & Lukáš Pfeifer, 2021. "Are risk weights of banks in the Czech Republic procyclical? Evidence from wavelet analysis," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(1), pages 113-139.
  3. Václav Brož & Michal Hlavácek, 2019. "What Drives the Distributional Dynamics of Client Interest Rates on Consumer Loans in the Czech Republic?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 69(3), pages 275-297, June.
  4. Malovaná, Simona & Kolcunová, Dominika & Brož, Václav, 2019. "Does monetary policy influence banks’ risk weights under the internal ratings-based approach?," Economic Systems, Elsevier, vol. 43(2), pages 1-1.
  5. Brož, Václav & Kočenda, Evžen, 2018. "Dynamics and factors of inflation convergence in the European union," Journal of International Money and Finance, Elsevier, vol. 86(C), pages 93-111.

Chapters

  1. Libor Holub & Tomas Konecny & Lukas Pfeifer & Vaclav Broz, 2020. "The CNB's approach to releasing the countercyclical capital buffer," Occasional Publications - Chapters in Edited Volumes,, Czech National Bank.
  2. Vaclav Broz & Michal Hlavacek, 2018. "Consumer credit in the Czech Republic: What does its current growth imply for financial stability?," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2017/2018, chapter 0, pages 148-156, Czech National Bank.
  3. Simona Malovana & Dominika Kolcunova & Vaclav Broz, 2018. "The effect of accommodative monetary policy on the risk weights applied by domestic banks," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2017/2018, chapter 0, pages 136-147, Czech National Bank.

Books


    RePEc:cnb:ocpubv:rb16/2 is not listed on IDEAS
    RePEc:cnb:ocpubv:rb16/1 is not listed on IDEAS

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Václav Brož & Evžen Kocenda, 2021. "Mortgage-Related Bank Penalties and Systemic Risk among U.S. Banks," CESifo Working Paper Series 9463, CESifo.

    Cited by:

    1. Kučerová, Zuzana & Pakši, Daniel & Koňařík, Vojtěch, 2024. "Macroeconomic fundamentals and attention: What drives european consumers’ inflation expectations?," Economic Systems, Elsevier, vol. 48(1).
    2. Evžen Kočenda & Michala Moravcová & Evžen Kocenda, 2024. "Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities," CESifo Working Paper Series 10889, CESifo.

  2. Vaclav Broz & Michal Hlavacek, 2018. "What Drives the Distributional Dynamics of Client Interest Rates on Consumer Loans in the Czech Republic? A Bank-level Analysis," Working Papers 2018/6, Czech National Bank.

    Cited by:

  3. Vaclav Broz & Evzen Kocenda, 2017. "Dynamics and Factors of Inflation Convergence in the European Union," Working Papers IES 2017/24, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Nov 2017.

    Cited by:

    1. Jérôme Creel & Mehdi El Herradi, 2024. "Income inequality and monetary policy in the euro area," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 332-355, January.
    2. Ansgar Belke & Jens Klose, 2019. "Forecasting ECB Policy Rates with Different Monetary Policy Rules," ROME Working Papers 201906, ROME Network.
    3. Lodge, David & Pérez, Javier J. & Albrizio, Silvia & Everett, Mary & De Bandt, Olivier & Georgiadis, Georgios & Ca' Zorzi, Michele & Lastauskas, Povilas & Carluccio, Juan & Parrága, Susana & Carvalho,, 2021. "The implications of globalisation for the ECB monetary policy strategy," Occasional Paper Series 263, European Central Bank.
    4. Tiago Trancoso & Sofia Gomes, 2024. "How does inflation propagate among CPI components? Evidence from the euro area," Economics and Business Letters, Oviedo University Press, vol. 13(2), pages 58-67.
    5. Hakan Yilmazkuday, 2022. "Inflation convergence over time: Sector‐level evidence within Europe," International Finance, Wiley Blackwell, vol. 25(2), pages 183-217, August.
    6. Liu, Tie-Ying & Lee, Chien-Chiang, 2021. "Global convergence of inflation rates," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    7. Maurer, Rainer, 2022. "Price levels in the European Monetary Union: Even tradables follow independent random walks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
    8. Saygılı, Hülya, 2023. "How do real and monetary integrations affect inflation dynamics?," International Economics, Elsevier, vol. 174(C), pages 18-27.

  4. Simona Malovana & Dominika Kolcunova & Vaclav Broz, 2017. "Does Monetary Policy Influence Banks' Perception of Risks?," Working Papers 2017/9, Czech National Bank.

    Cited by:

    1. Pavel Jankulár, 2024. "Risk-return Portfolio Level Trade-off for Czech Banks," Prague Economic Papers, Prague University of Economics and Business, vol. 2024(2), pages 187-219.
    2. Malovaná, Simona & Kolcunová, Dominika & Brož, Václav, 2019. "Does monetary policy influence banks’ risk weights under the internal ratings-based approach?," Economic Systems, Elsevier, vol. 43(2), pages 1-1.

  5. Vaclav Broz & Lukas Pfeifer & Dominika Kolcunova, 2017. "Are the Risk Weights of Banks in the Czech Republic Procyclical? Evidence from Wavelet Analysis," Working Papers 2017/15, Czech National Bank.

    Cited by:

    1. Lukas Pfeifer, 2021. "Usability of capital buffers under a binding leverage ratio requirement," Occasional Publications - Chapters in Edited Volumes,, Czech National Bank.
    2. Pfeifer, Lukáš & Hodula, Martin, 2018. "A profit-to-provisioning approach to setting the countercyclical capital buffer: the Czech example," ESRB Working Paper Series 82, European Systemic Risk Board.
    3. Malovaná, Simona & Kolcunová, Dominika & Brož, Václav, 2019. "Does monetary policy influence banks’ risk weights under the internal ratings-based approach?," Economic Systems, Elsevier, vol. 43(2), pages 1-1.
    4. Simona Malovana & Dominika Kolcunova & Vaclav Broz, 2018. "The effect of accommodative monetary policy on the risk weights applied by domestic banks," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2017/2018, chapter 0, pages 136-147, Czech National Bank.
    5. Pfeifer, Lukáš & Hodula, Martin, 2021. "A profit-to-provisioning approach to setting the countercyclical capital buffer," Economic Systems, Elsevier, vol. 45(1).
    6. Amila Žunić & Kemal Kozarić & Emina Žunić Dželihodžić, 2021. "Non-Performing Loan Determinants and Impact of COVID-19: Case of Bosnia and Herzegovina," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(3), pages 5-22.
    7. Lukas Pfeifer & Martin Hodula & Libor Holub & Zdenek Pikhart, 2018. "The Leverage Ratio and Its Impact on Capital Regulation," Working Papers 2018/15, Czech National Bank.

Articles

  1. Brož, Václav & Kočenda, Evžen, 2022. "Mortgage-related bank penalties and systemic risk among U.S. banks," Journal of International Money and Finance, Elsevier, vol. 122(C).
    See citations under working paper version above.
  2. Václav Brož & Lukáš Pfeifer, 2021. "Are risk weights of banks in the Czech Republic procyclical? Evidence from wavelet analysis," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(1), pages 113-139.
    See citations under working paper version above.
  3. Václav Brož & Michal Hlavácek, 2019. "What Drives the Distributional Dynamics of Client Interest Rates on Consumer Loans in the Czech Republic?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 69(3), pages 275-297, June.

    Cited by:

    1. Dominika Ehrenbergerova & Martin Hodula & Zuzana Rakovska, 2020. "Does Capital-Based Regulation Affect Bank Pricing Policy?," Working Papers 2020/5, Czech National Bank.

  4. Malovaná, Simona & Kolcunová, Dominika & Brož, Václav, 2019. "Does monetary policy influence banks’ risk weights under the internal ratings-based approach?," Economic Systems, Elsevier, vol. 43(2), pages 1-1.

    Cited by:

    1. Zhong, Changbiao & Xie, Lijuan & Shi, Yu & Xu, Xiangyun, 2023. "Macro-prudential policy, its alignment with monetary policy and house price growth: A cross-country study," The Quarterly Review of Economics and Finance, Elsevier, vol. 90(C), pages 51-62.
    2. Chen, Yunping & Chen, Huanhuan & Li, Guorong & Jiao, Dongdan & Xu, Xiangyun, 2021. "Time-varying effect of macro-prudential policies on household credit growth: Evidence from China," Economic Analysis and Policy, Elsevier, vol. 72(C), pages 241-254.

  5. Brož, Václav & Kočenda, Evžen, 2018. "Dynamics and factors of inflation convergence in the European union," Journal of International Money and Finance, Elsevier, vol. 86(C), pages 93-111.
    See citations under working paper version above.

Chapters

  1. Libor Holub & Tomas Konecny & Lukas Pfeifer & Vaclav Broz, 2020. "The CNB's approach to releasing the countercyclical capital buffer," Occasional Publications - Chapters in Edited Volumes,, Czech National Bank.

    Cited by:

    1. Lukas Pfeifer, 2021. "Usability of capital buffers under a binding leverage ratio requirement," Occasional Publications - Chapters in Edited Volumes,, Czech National Bank.
    2. Dominika Ehrenbergerova & Martin Hodula & Zuzana Rakovska, 2020. "Does Capital-Based Regulation Affect Bank Pricing Policy?," Working Papers 2020/5, Czech National Bank.

Books

    Sorry, no citations of books recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (6) 2018-01-22 2018-04-02 2018-05-14 2019-12-09 2020-03-23 2022-01-24. Author is listed
  2. NEP-CBA: Central Banking (6) 2018-01-22 2018-01-29 2018-04-02 2018-05-14 2019-12-09 2020-03-23. Author is listed
  3. NEP-MAC: Macroeconomics (5) 2018-01-22 2018-01-29 2018-04-02 2018-05-14 2018-09-03. Author is listed
  4. NEP-RMG: Risk Management (4) 2018-04-02 2019-12-09 2020-03-23 2022-01-24. Author is listed
  5. NEP-EEC: European Economics (3) 2018-01-22 2018-01-29 2018-05-14. Author is listed
  6. NEP-LAW: Law and Economics (3) 2019-12-09 2020-03-23 2022-01-24. Author is listed
  7. NEP-MON: Monetary Economics (3) 2018-01-22 2018-01-29 2018-05-14. Author is listed
  8. NEP-TRA: Transition Economics (3) 2018-04-02 2018-05-14 2018-09-03. Author is listed
  9. NEP-FMK: Financial Markets (1) 2020-03-23
  10. NEP-ORE: Operations Research (1) 2019-12-09

Corrections

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