Concepedia
Statistics
Publications
20
Citations
743
H-Index
13
Active since
2004
Affiliations
Imperial College London(Current)
Bank of England
Charles University
Federal Reserve
Federal Reserve Board of Governors
Filip Žikeš is an author at Imperial College London specializing in business, financial economics, and finance.
Publications per year
2004–2021
19
Volatility transmission in emerging European foreign exchange markets
Vít Bubák, Evžen Kočenda, Filip Žikeš · Journal of Banking & Finance · 2011 · 338 citations
Business, Economics, Finance +17
Semiparametric Conditional Quantile Models for Financial Returns and Realized Volatility
Filip Žikeš, Jozef Baruník · SSRN Electronic Journal · 2013 · 45 citations · Full text
Business, Finance, Risk Management +17
Estimating the Dynamics and Persistence of Financial Networks, with an Application to the Sterling Money Market
Liudas Giraitis, George Kapetanios, Anne Wetherilt et al. · Journal of Applied Econometrics · 2015 · 43 citations
Social Sciences, Economics, Finance +17
Design-free estimation of variance matrices
Karim M. Abadir, Walter Distaso, Filip Žikeš · Journal of Econometrics · 2014 · 40 citations · Full text
Public Health, Biostatistics, Statistical Computing +11
OTC derivatives reform and collateral demand impact
Filip Žikeš · 2012 · 34 citations
Business, Business Economics, Finance +12
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