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Filip Žikeš
Filip Žikeš
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Title
Cited by
Cited by
Year
Volatility transmission in emerging European foreign exchange markets
V Bubák, E Kočenda, F Žikeš
Journal of Banking & Finance 35 (11), 2829-2841, 2011
2672011
Semi-parametric conditional quantile models for financial returns and realized volatility
F Žikeš, J Baruník
Journal of Financial Econometrics 14 (1), 185-226, 2015
682015
Design-free estimation of variance matrices
KM Abadir, W Distaso, F Žikeš
Journal of Econometrics 181 (2), 165-180, 2014
56*2014
A comprehensive comparison of alternative tests for jumps in asset prices
M Theodosiou, F Zikes
Imperial College London, 2009
54*2009
OTC derivatives reform and collateral demand impact
C Sidanius, F Zikes
Financial Stability Paper 18 (0.0), 2012
462012
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
442016
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
Interactions among high-frequency traders
E Benos, J Brugler, E Hjalmarsson, F Zikes
Journal of Financial and Quantitative Analysis 52 (4), 1375-1402, 2017
312017
Funding constraints and liquidity in two-tiered OTC markets
E Benos, F Žikeš
Journal of Financial Markets 39, 24-43, 2018
29*2018
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
252016
Implicit intraday interest rate in the UK unsecured overnight money market
M Jurgilas, F Žikeš
Journal of Financial Intermediation 23 (2), 232-254, 2014
252014
Modeling and forecasting persistent financial durations
F Žikeš, J Baruník, N Shenai
Econometric Reviews 36 (10), 1081-1110, 2017
24*2017
Identifying contagion in a banking network
AD Morrison, M Vasios, MI Wilson, F Zikes
FEDS Working Paper, 2017
182017
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
Tailing tail risk in the hedge fund industry
W Distaso, M Fernandes, F Zikes
Available at SSRN 2041525, 2012
132012
Banks as regulated traders
A Falato, D Iercosan, F Zikes
FEDS Working Paper, 2019
102019
Time-varying lasso
G Kapetanios, F Zikes
Economics Letters 169, 1-6, 2018
102018
The evolution of price discovery in an electronic market
A Chaboud, E Hjalmarsson, F Zikes
Journal of Banking & Finance 130, 106171, 2021
82021
When do low-frequency measures really measure transaction costs?
MR Jahan-Parvar, F Zikes
62019
Trading intensity and intraday volatility on the Prague stock exchange: Evidence from an autoregressive conditional duration model
V Bubak, F Žikeš
Working Papers IES, 2005
42005
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Articles 1–20