WorldCat Identities

Buzková, Petra 1965-

Overview
Works: 5 works in 6 publications in 3 languages and 10 library holdings
Genres: Interviews 
Roles: Author, Interviewee
Classifications: DB2247.B89,
Publication Timeline
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Most widely held works about Petra Buzková
 
Most widely held works by Petra Buzková
Marginal regression analysis of longitudinal data with irregular, biased sampling by Petra Buzková( Book )

1 edition published in 2004 in English and held by 2 WorldCat member libraries worldwide

Permutation and parametric bootstrap tests for gene-gene and gene-environment interactions by Petra Buzková( )

1 edition published in 2011 in English and held by 1 WorldCat member library worldwide

Has the relationship between market and model CDS price changed during the EMU debt crisis? by Petra Buzková( )

1 edition published in 2014 in English and held by 1 WorldCat member library worldwide

Basic purpose of a credit default swap (CDS) is to protect its buyer against a default of a reference entity. During the ongoing EMU debt crisis this purpose was questioned when Greek default was postponed continuously and actions of European public authorities gave rise to speculations that Greece could effectively default without CDS protection payment being triggered. In this article we examine whether this development in Greek case influenced CDS price of EMU member states in general, i.e. whether investors' trust in this instrument decreased. Our presumption is that if there are no uncertainties about the CDS contract conditions, market price of a CDS should be closely related to its modelled risk-neutral fair price. In the first part of the article we use adopted reduced form CDS valuation model to obtain model CDS price which is compared to market CDS price in the second part of the article using two methods: heteroskedasticity- and autocorrelation-robust estimates and Johansen cointegration test. The main finding of this article is that the relationship between market and model CDS price mostly weakened during the crisis. More interestingly, using the first method it weakened in case of all riskier countries such as Portugal, Italy, Ireland, Spain and Belgium and this trend is not confirmed in case of safer countries such as Finland, France, Netherlands and Austria. In both methods we take into account a role of counterparty and liquidity risk and conclude that whereas counterparty risk role increased during the crisis, liquidity risk does not seem to play an important role in CDS market price determination
Petra Buzková by Petra Buzková( Book )

1 edition published in 1998 in Czech and held by 1 WorldCat member library worldwide

Kobieta płaci większą cenę by Petra Buzková( )

1 edition published in 2006 in Polish and held by 1 WorldCat member library worldwide

 
Audience Level
0
Audience Level
1
  Kids General Special  
Audience level: 0.93 (from 0.83 for Marginal r ... to 0.99 for Kobieta pł ...)

Alternative Names
Petra Buzková česká ministryně školství, mládeže a tělovýchovy ČR, místopředsedkyně PSP ČR, členka českého Parlamentu (1992-1996), členka českého Parlamentu (1996-1998), členka českého Parlamentu (1998-2002), členka českého Parlamentu (2002–2006), členka České Ná

Petra Buzková česká ministryně školství, mládeže a tělovýchovy ČR, místopředsedkyně PSP ČR, poslankyně (1992–2006), členka České Ná

Petra Buzková Czech minister of education, youth and sport of the CR, vice chairman of Chamber of Deputies of Parliament CR, member of Czech Parliament (1992–2002), member of Czech P

Petra Buzková czech minister of education, youth and sport of the CR, vice chairman of chamber of desputies of Parliament CR, member of Czech Parliament (1992-1996), member of Czech Parliament (1996-1998), member of Czech Parliament (1998-2002), member of Czech P

Petra Buzková czeska polityk, prawniczka

Petra Buzková politica uit Tsjechië

Languages
English (3)

Czech (2)

Polish (1)