Bořek Vašíček

European Commission and Czech National Bank

Bořek Vašíček works currently as economist in DG Economic and Financial Affairs, European Commission dealing with macroeconomy of the euro area. Before was an Advisor to the Board and Research Coordinator at the Czech National Bank, Prague. He studied at the University of Economics in Prague and Universitat Autonoma de Barcelona, where he obtained Ph.D. degree. He regularly publishes in academic journals. His research interests include monetary policy, applied macroeconomics and international finance.

Articles by Bořek Vašíček

Original research

Systemic risk and the sovereign-bank default nexus: a network vector autoregression approach

This paper investigates European bond markets; looking at credit risk spillover effects between financial institutions and sovereigns in the euro area.

07 Dec 2015

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Alternatively you can request an individual account here