Mgr. Václav Brož, Ph.D.
Mgr. Václav Brož, Ph.D.
Působiště:
- Katedra makroekonomie a ekonometrie, IES
E-mail: vaclav.broz@fsv.cuni.cz
ORCID ID: 0000-0001-7393-2165
Jsem lektorem ekonomie a financí s praktickými zkušenostmi z oblasti makroobezřetnostní politiky a odbornými zájmy v oblasti sankcí / donucovacích opatření, bankovnictví a inflace. Moje práce byly publikovány mimo jiné v časopise Journal of International Money and Finance.
Odborná praxe
- 2024+ Institute of Economic Studies, Faculty of Social Sciences, Charles University, Lecturer and Coordinator of the PPE programme
- 2022-2025 Prague City University, Principal Lecturer and Research Lead
- 2017-2021 Financial Stability Department, Czech National Bank, Head of Financial Institutions Unit, Analyst, Junior Research Specialist
Vzdělání
- 2012-2020 Ph.D., Mgr., Bc., Economics and Finance, Institute of Economic Studies, Faculty of Social Sciences, Charles University
- 2016-2017 Erasmus, Econometrics, Faculty of Business and Economics, University of Amsterdam
Rok vydání
Monografie
Kapitoly v monografiích
Články
- BROŽ, Václav - KOČENDA, Evžen. Dynamics and factors of inflation convergence in the European union. Journal of International Money and Finance. 2018, 86(September), 93-111. ISSN 0261-5606. UT-WOS link
- BROŽ, Václav - HLAVÁČEK, Michal. What Drives the Distributional Dynamics of Client Interest Rates on Consumer Loans in the Czech Republic?. Finance a úvěr. 2019, 69(3), 275-297. ISSN 0015-1920. UT-WOS link
- BROŽ, Václav - PFEIFER, Lukáš. Are risk weights of banks in the Czech Republic procyclical? Evidence from wavelet analysis. Journal of Central Banking Theory and Practice. 2021, 10(1), 113-139. ISSN 1800-9581. UT-WOS link
- BROŽ, Václav - KOČENDA, Evžen. Mortgage-related bank penalties and systemic risk among U.S. banks. Journal of International Money and Finance. 2022, 122(April), 1-24. ISSN 0261-5606. UT-WOS link
- BROŽ, Václav - TEPLÝ, Petr. From collapse to contagion: How bank failures influence stock markets. North American Journal of Economics and Finance. 2025, 79(July 2025), ISSN 1062-9408. UT-WOS link
- MALOVANÁ, Simona - KOLCUNOVÁ, Dominika - BROŽ, Václav. Does monetary policy influence banks' risk weights under the internal ratings-based approach?. Economic Systems. 2019, 43(2), nestránkováno. ISSN 0939-3625. UT-WOS link
Příspěvky v konferenčních sbornících
I'm open to supervise bachelor theses both for the IES and PPE programs and master theses for IES programs in line with my research interests (enforcement actions, banks, inflation).
Please see the detailed topics in the SIS.
Some examples:
- An analysis of an impact of enforcement actions / penalties
- Topics related to analyses of the Czech / European banking sectors
- The market reaction to SEC announcements: does politics matter?
- Factors of volatility spillovers between rare earth metals amid geopolitical and trade policy uncertainty
- Factors of volatility spillovers between oil products amid geopolitical uncertainty
- Factors of market reaction to layoff announcements
- Debt-ceiling negotiations, government shutdowns and connectedness across financial markets: evidence from the U.S.
- Volatility and Frequency Connectedness Between Banks and Other Parts of the Financial System (Private Credit, Bonds, ...)
- A Reassessment of Inflation Convergence in the European Union in 2010s and 2020s
- Share buybacks & returns: a meta analysis
2018–2019: GA UK 1250218, Grant Agency of the Charles University: Fines in the US banks and systemic risk: an asymmetric volatility spillover approach
- Aplikovaný výzkum časových řad (R Studio, Stata)
- Analýzy v ekonomii a financích (finanční regulace, sankce, bankovnictví, makroobezřetnostní politika, měnová politika)
Sankce a vynucovací opatření, bankovnictví, inflace