Volatility transmission in emerging European foreign exchange markets V Bubák, E Kočenda, F Žikeš Journal of Banking & Finance 35 (11), 2829-2841, 2011 | 347 | 2011 |
Semi-parametric conditional quantile models for financial returns and realized volatility F Žikeš, J Baruník Journal of Financial Econometrics 14 (1), 185-226, 2015 | 78 | 2015 |
Design-free estimation of variance matrices KM Abadir, W Distaso, F Žikeš Journal of Econometrics 181 (2), 165-180, 2014 | 71 | 2014 |
A comprehensive comparison of alternative tests for jumps in asset prices M Theodosiou, F Zikes Imperial College London, 1-55, 2009 | 58* | 2009 |
Estimating the dynamics and persistence of financial networks, with an application to the sterling money market L Giraitis, G Kapetanios, A Wetherilt, F Žikeš Journal of Applied Econometrics 31 (1), 58-84, 2016 | 55 | 2016 |
OTC derivatives reform and collateral demand impact C Sidanius, F Zikes Financial Stability Paper 18 (0.0), 2012 | 54 | 2012 |
Interactions among high-frequency traders E Benos, J Brugler, E Hjalmarsson, F Zikes Journal of Financial and Quantitative Analysis 52 (4), 1375-1402, 2017 | 39 | 2017 |
Funding constraints and liquidity in two-tiered OTC markets E Benos, F Žikeš Journal of Financial Markets 39, 24-43, 2018 | 35* | 2018 |
Financial Stability Paper No 25: The structure and dynamics of the UK CDS market E Benos, A Wetherilt, F Zikes Bank of England Financial Stability Papers, 2013 | 34* | 2013 |
Financial Stability Paper No 38: Systemic risk in derivatives markets: a pilot study using CDS data R Ali, N Vause, F Zikes Bank of England Financial Stability Papers, 2016 | 26 | 2016 |
Implicit intraday interest rate in the UK unsecured overnight money market M Jurgilas, F Žikeš Journal of Financial Intermediation 23 (2), 232-254, 2014 | 26 | 2014 |
Modeling and forecasting persistent financial durations F Žikeš, J Baruník, N Shenai Econometric Reviews 36 (10), 1081-1110, 2017 | 23* | 2017 |
The evolution of price discovery in an electronic market A Chaboud, E Hjalmarsson, F Zikes Journal of Banking & Finance 130, 106171, 2021 | 22 | 2021 |
Identifying contagion in a banking network AD Morrison, M Vasios, MI Wilson, F Zikes FEDS Working Paper, 2017 | 19 | 2017 |
Tailing tail risk in the hedge fund industry W Distaso, M Fernandes, F Zikes Available at SSRN 2041525, 2012 | 15 | 2012 |
Time-varying lasso G Kapetanios, F Zikes Economics letters 169, 1-6, 2018 | 14 | 2018 |
Seasonality and Non-Trading Effect on Central European Stock Markets F Žikeš, V Bubák Czech Journal of Economics and Finance (Finance a uver) 56 (1-2), 69-79, 2006 | 14* | 2006 |
Banks as regulated traders A Falato, D Iercosan, F Zikes FEDS Working Paper No. 2019-005R1, 2019 | 12 | 2019 |
When do low-frequency measures really measure transaction costs? MR Jahan-Parvar, F Zikes | 10 | 2019 |
Dealer balance sheets and bidding behavior in the UK QE reverse auctions L Boneva, J Kastl, F Zikes Working paper, Bank of England, 2020 | 6 | 2020 |