References:

Acharya, V. V., Drechsler, I., Schnabl, P. (2014). A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk. The Journal of Finance, 69(6), 2689–2739, https://doi.org/10.1111/jofi.12206
Adrian, T., Shin, H. S. (2009). Money, Liquidity, and Monetary Policy. American Economic Review, 99(2), 600–605, https://doi.org/10.1257/aer.99.2.600
Ang, A., Longstaff, F. A. (2013). Systemic Sovereign Credit Risk: Lessons from the US and
Europe. Journal of Monetary Economics, 60(5), 493–510, https://doi.org/10.1016/j.jmoneco.2013.04.007
Augustin, P., Subrahmanyam, M. G., Tang, D. Y., Wang, S. Q. (2014). Credit Default Swaps:
A Survey. Foundations and Trends in Finance, 9(1–2), 1–196,
https://doi.org/10.1561/0500000040
Bahadir, B., Valev, N. (2017). Catching up or Drifting Apart: Convergence of Household and
Business Credit in Europe. International Review of Economics & Finance, 47, 101–114,
https://doi.org/10.1016/j.iref.2016.10.006
Beirne, J., Fratzscher, M. (2013). The Pricing of Sovereign Risk and Contagion During the
European Sovereign Debt Crisis. Journal of International Money and Finance, 34, 60–82,
https://doi.org/10.1016/j.jimonfin.2012.11.004
BIS (2001). The New Basel Capital Accord: an Explanatory Note. Basel: Bank for International Settlements. Dostupné z: https://www.bis.org/publ/bcbsca01.pdf
Brůha, J., Brůhová-Foltýnová, H., Píša, V. (2015). Motor Fuel Taxation in Central Europe and International Tax Competition: Simulation of Motor Fuel Tax Harmonization,
in Kreiser, L., ed., Carbon Pricing: Design, Critical Issues in Environmental Taxation.
Cheltenham: Edward Elgar Publishing, pp. 159–174. ISBN 978-17-853-6022-0,
https://doi.org/10.4337/9781785360237.00023
Campolongo, F., Marchesi, M., De Lisa, R. (2011). The Potential Impact of Banking Crises
on Public Finances. OECD Journal: Financial Market Trends, 2(23), 73–84,
https://doi.org/10.1787/fmt-2011-5k9cswn0nhbr
Caporin, M., Pelizzon, L., Ravazzolo, F., Rigobon, R. (2015). Measuring Sovereign Contagion in Europe. SAFE. Working Paper No. 103., https://doi.org/10.2139/ssrn.2606508. Dostupné z: http://ssrn.com/abstract=2606508
Correa, R., Lee, K-H., Sapriza, H., Suarez, G. (2014). Sovereign Credit Risk, Banks’ Government Support, and Bank Stock Returns around the World. Journal of Money, Credit and Banking, 46(s1), 93–121, https://doi.org/10.1111/jmcb.12080
Claessens, S., van Horen, N. (2014). Foreign Banks: Trends, Impact and Financial Stability. Journal of Money, Credit and Banking, 46(s1), 295–326, https://doi.org/10.1111/jmcb.12092
Daniels, M. J., Hogan, J. W. (2014). Bayesian Methods, in Molenberghs, G., Fitzmaurice, G., Kenward, M. G., Tsiatis, A., Verbeke, G., eds., Handbook of Missing Data Methodology.
London: Chapman and Hall/CRC, pp. 91–116. ISBN 978-1-439-85461-7.
De Haas, R., Ferreira, D., Taci, A. (2010). What Determines the Composition of Banks’ Loan
Portfolios? Evidence from Transition Countries. Journal of Banking & Finance, 34(2),
388–398, https://doi.org/10.1016/j.jbankfin.2009.08.005
European Commission (2012). Facts and Figures on State Aid in the EU Member States. Brusel: European Commission. Dostupné z: http://eur-lex.europa.eu/LexUriServ/LexUriServ.
do?uri=SWD:2012:0443:FIN:EN:PDF
Fink, G., Haiss, P. R., Orlowski, L. T., Salvatore, D. (1998). Central European Banks and Stock Exchanges: Capacity Building and Institutional Development. European Management
Journal, 16(4), 431–446, https://doi.org/10.1016/s0263-2373(98)00020-6
Frenkel, M., Karmann, A., Scholtens, B. (2004). Sovereign Risk and Financial Crises. Berlin/ Heidelberg: Springer. ISBN 978-3-642-06080-9.
Gätjen, R., Schienle, M. (2015). Measuring Connectedness of Euro Area Sovereign Risk. SFB 649. Discussion Paper No. 2015-019. Dostupné z: http://edoc.hu-berlin.de/series/sfb-649-
papers/2015-19/PDF/19.pdf
Gelman, A., Carlin, J., Stern, H., Dunson, D., Vehtari, A., Rubin, D. (2014). Bayesian Data Analysis. Boca Raton, Florida: CRC Press. ISBN 978-1439840955.
Gerlach, S., Schulz, A., Wolff, G. B. (2010). Banking and Sovereign Risk in the Euro Area. CEPR. Discussion Paper 7833. Dostupné z: http://econpapers.repec.org/paper/cprceprdp/7833.htm
Gómez-Puig, M., Sosvilla-Rivero, S., Singh, M. K. (2015). Sovereigns and Banks in the Euro Area: a Tale of Two Crises. Research Institute of Applied Economics. Working Paper 2015/04 1/52. Dostupné z: http://www.ub.edu/irea/working_papers/2015/201504.pdf
Greenberg, E. (2008). Introduction to Bayesian Econometrics. Cambridge: Cambridge University Press. ISBN 978-0-521-85871-7.
Hallerberg, M., Wolff, G. B. (2008). Fiscal Institutions, Fiscal Policy and Sovereign Risk Premia in EMU. Public Choice, 136(3–4), 379–396, https://doi.org/10.1007/s11127-008-9301-2
Hausman, J. A. (1978). Specification Tests in Econometrics. Econometrica, 46(6), 1251–1271, https://doi.org/10.2307/1913827
Heinz, F. F., Sun, Y. (2014). Sovereign CDS Spreads in Europe: The Role of Global Risk Aversion, Economic Fundamentals, Liquidity, and Spillovers. IMF. Working Paper No. 14/17.
Dostupné z: https://www.imf.org/external/pubs/cat/longres.aspx?sk=41285.0, https://doi.
org/10.5089/9781484393017.001
Klinger, T., Teplý, P. (2016). The Nexus between Systemic Risk and Sovereign Crises. Czech
Journal of Economics and Finance, 66(1), 50–69.
Komárková, Z., Dingová, V., Komárek, L. (2013). Fiskální udržitelnost a finanční stabilita. Zpráva o finanční stabilitě, 104–113.
Mehrez, G., Kaufmann, D. (2000). Transparency, Liberalization, and Banking Crisis. World Bank. Policy Research Working Paper No. 2289. Dostupné z: https://ssrn.com/abstract=258976, https://doi.org/10.1596/1813-9450-2286
Poghosyan, T. (2014). Long-run and Short-run Determinants of Sovereign Bond Yields in
Advanced Economies. Economic Systems, 38(1), 100–114, https://doi.org/10.1016/j.
ecosys.2013.07.008
Ratnovski, L. (2015). How Much Capital Should Banks Have? in Danielsson, J., ed., Post-Crisis Banking Regulation. London: CEPR Press, pp. 65–72. Centre for Economic Policy Research. ISBN 978-1-907142-83-3.
Reichlin, L. (2014). Monetary Policy and Banks in the Euro Area: The Tale of Two Crises. Journal of Macroeconomics, 39, 387–400, https://doi.org/10.1016/j.jmacro.2013.09.012
Remolona, E. M., Scatigna, M., Wu, E. (2008). The Dynamic Pricing of Sovereign Risk in Emerging Markets: Fundamentals and Risk Aversion. The Journal of Fixed Income, 17(4), 57–71, https://doi.org/0.3905/jfi.2008.705542