Alexis Derviz

Journal articles

1. Derviz Alexis, Podpiera J.: Predicting Bank CAMELS and S&P Ratings. The Case of Czech Republic , Emerging Markets Finance and Trade vol.44, 1 (2008), p. 87-101 (2008)
2. Brůha J., Derviz Alexis: Macroeconomics factors and the balanced value of the Czech Koruna/Euro Exchange rate , Finance a úvěr-Czech Journal of Economics and Finance vol.56, p. 318-343 (2006)
3. Derviz Alexis: Asset Return Dynamics and the FX Risk Premium in a Decentralized Dealer Market , European Economic Review vol.48, 4 (2004), p. 747-784 (2004)
4. Derviz Alexis: The uncovered parity properties of the Czech Koruna , Prague Economic Papers vol.11, 1 (2002), p. 17-37 (2002)
5. Derviz Alexis: Equillibrium asset prices in a continuous time portfolio optimization model with decentralized dealership markets , Bulletin of the Czech Econometric Society vol.7, 13 (2001), p. 43-72 (2001)
6. Derviz Alexis: Monetary transmission and asset-liability management by financial institutions in transitional economies. Implications for the Czech monetary policy , Focus on Transition, p. 30-66 (2000)
7. Derviz Alexis: Currency options and trade smoothing under an exchange rate regime collapse , Bulletin of the Czech Econometric Society vol.6, 9 (1999), p. 19-56 (1999)
8. Derviz Alexis: Generalized asset return parity and the exchange rate in a financially open economy , Bulletin of the Czech Econometric Society vol.6, 10 (1999), p. 67-102 (1999)
9. Derviz Alexis, Klacek J.: Precautionary saving and currency substitution in an optimizing model of the Czech economy , Bulletin of the Czech Econometric Society vol.5, 5 (1998), p. 97-112 (1998)
10. Derviz Alexis: Bayesian capital markets and currency crises , Bulletin České ekonometrické společnosti, p. 1-25 (1995)
11. Derviz Alexis, Kolář Pavel: Nahlédnutí do problematiky velkých systémů aneb mají matematické konstrukce co pohledávat v ekonomických analýzách? , Akcionář vol.3, 22 (1992), p. 8-9 (1992)
12. Derviz Alexis: A SIMULA Picture of a Money-Flows Model , SIMULA Newsletter vol.19, 1 (1991), p. 5-8 (1991)
13. Derviz Alexis, Kolář Pavel: A Note on Simulation of Interacting Parallel Processes in SIMULA , SIMULA Newsletter vol.18, 1 (1990), p. 11-13 (1990)

Other publications

1. Derviz Alexis, Podpiera J.: Cross-Border Lending Contagion in Multinational Banks, Czech National Bank, (Praha 2006) Research Report 9 (2006) Download
2. Derviz Alexis, Kadlčáková N.: Business Cycle, Credit Risk and Economic Capital Determination by Commercial Banks, Bank for International Settlements, (Basel 2005) Research Report 22 (2005)
3. Derviz Alexis: Exchange Rate Risks and Asset Prices in a Small Open Economy, European Central Bank, (Frankfurt am Main 2004) Research Report 314 (2004)
4. Derviz Alexis: Components of the Czech Koruna Risk Premium in a Multiple-Dealer FX Market, Česká Národní Banka, (Praha 2003) Research Report 4 (2003)
5. Derviz Alexis, Kadlčáková N., Kobzová L.: Credit Risk, Systemic Uncertainties and Economic Capital Requirements for an Artificial Bank Loan Portfolio, Czech National Bank, (Praha 2003) Research Report 9 (2003)
6. Derviz Alexis: FOREX Microstructure, Invisible price Determinants, and the Central Bank's Understanding of Exchange Rate Formation, Czech National Bank, (Praha 2003) Research Report 6 (2003)
7. Derviz Alexis, Kadlčáková N.: Strategic Outcomes of Credit Negotiation and Prudential Capital Regulations, CERGEEI, (Praha 2002) Research Report 82 (2002)
8. Derviz Alexis, Kadlčáková N.: Methodological Problems of Quantitative Credit Risk Modeling in the Czech Economy, ČNB, (Praha 2001) Research Report 39 (2001)
9. Derviz Alexis: Adjoint Processes of the Portfolio Optimization Problem and Equilibrium Asset Prices, ÚTIA AV ČR, (Praha 1999) Research Report 1954 (1999) Download
10. Derviz Alexis: Shadow asset prices and equilibria under restriction on portfolio composition and adjustment speed , Quantitative Methods in Finance 1997, p. 80-116 , Eds: Chiarella C., Platen E., Westpac, (Sydney 1997) , Quantitative Methods in Finance 1997, (Sydney, AU, 20.08.1997-03.09.1997) (1997)
11. Derviz Alexis: Shadow prices and equilibria in production, export, import and investment of an open economy , Exchange Rate Movements and the Real Economy, p. 45-66 , Eds: Karadeloglou P., Papazoglou Ch., Bank of Greece, (Athens 1997) , Exchange Rate Movements and the Real Economy, (Athens, GR, 05.09.1997-08.09.1997) (1997)
12. Derviz Alexis: A Shadow Asset Pricing Approach to the Analysis of Financial Markets' Equilibria in an Open Economy, ÚTIA AV ČR, (Praha 1996) Research Report 1886 (1996)
13. Derviz Alexis: Transition Economies: Dynamic Bargaining in New Markets, CERGEEI, (Prague 1995) Research Report 85 (1995)
14. Derviz Alexis: Structural Change, Bargaining and Learning, University of California, (Santa Cruz 1994) Research Report 289 (1994)
15. Derviz Alexis: Evolutionary Strategies in Network Models of Industrial Dynamics, University of Economics and Business, (Athens 1993) Research Report (1993)
16. Derviz Alexis, Weinberger J.: Network Simulations for Managerial Decisions , Vybrané problémy simulačních modelů, p. 50-52 , Eds: Štefan J., VŠB, (Ostrava 1993) , Podzimní moravskoslezské kolokvium /15./, (Ostrava, CZ, 07.09.1993-09.09.1993) (1993)
17. Derviz Alexis: Simulation of Demand-Oriented Nets of Economic Agents in a Semiaggregated Environment , Modelling and Simulation of Systems, p. 119-128 , Eds: Štefan J., House of Technology, (Ostrava 1993) Acta MOSIS. vol.51 , Moravo-Silesian International Symposium on Modelling and Simulation of Systems /5./, (Olomouc, CZ, 01.06.1993-04.06.1993) (1993)
18. Derviz Alexis: Strategies and Decisions in Economic Petri Nets , Second European Congress on Systems Science, p. 945-952, Afcet, (Paris 1993) , European Congress on Systems Science /2./, (Prague, CZ, 05.10.1993-08.10.1993) (1993)
19. Derviz Alexis: Ivestment and Knowledge Transfer in a MOSES Economy. An Approach Based on Net Theory and Object Oriented Programming, Industriens Utreduings Institut, (Stockholm 1992) Research Report 421 (1992)
20. Derviz Alexis: Manufacturing Company Investment Policies on Three Levels of SIMULA Data Structures , Proceedings of the 18th Association of SIMULA User's Conference, p. 65-90, University of Groningen, (Groningen 1992) , ASU Conference /18./, (Noordwijkerhout, NL, 11.06.1992-12.06.1992) (1992)
21. Derviz Alexis: Nested Exchange Diagrams for Economic Modeling, The Royal Institute of Technology, (Stockholm 1992) Research Report 92-106 (1992)
22. Derviz Alexis: Net Based Models for Managerial Policies, The Royal Institute of Technology, (Stockholm 1992) Research Report 92-102 (1992)
23. Derviz Alexis, Weinberger J.: Simulation of Economic Models and Other Stochastic Differential Systems on LOGOS/LOGO , Proceedings of EUROLOGO '91, p. -, (Parma 1991) , EUROLOGO '91, (Parma, IT, 27.08.1991-30.08.1991) (1991)
24. Derviz Alexis, Weinberger J.: Antagonistická ekonomická hra založená na kombinované simulaci v jazyce LOGOS , Vybrané problémy simulačních modelů, p. 64-66, ČSVTS, (Ostrava 1990) , Podzimní moravskoslezské kolokvium /12./, (Hradec nad Moravicí, CS, 18.09.1990-20.09.1990) (1990)
25. Derviz Alexis: Modelling economic systems in SIMULA , Proceeding of the 17th SIMULA Users Conference, p. 17-20, Association of SIMULA Users, (Plzeň 1990) , SIMULA Users Conference /17./, (Plzeň, CS, 29.08.1990-31.08.1990) (1990)
26. Derviz Alexis, Kolář Pavel: O modelech číslicového řízení spojovacího procesu , Projektování, realizace a provoz mikropočítačových systémů teleinformatiky, p. 211-215, Dům techniky ČSVTS, (Brno 1990) , DROMS-TCT 90, (Brno, CS, 25.06.1990-28.06.1990) (1990)
27. Derviz Alexis: SIMULA a Petriho sítě při simulaci spojovacích systémů , Modelování a simulace systémů, p. 53-57, Dům techniky ČSVTS, (Ostrava 1990) , Modelování a simulace systémů, (Kopřivnice, CS, 15.05.1990-17.05.1990) (1990)
28. Derviz Alexis: Simulace řízení spojovacího pole telefonní ústředny - , Vybrané problémy simulačních modelů, p. 22-24, ČSVTS, (Ostrava 1989) , Podzimní severomoravské kolokvium SISY /11./, (Krnov, CS, 05.09.1989-07.09.1989) (1989)