Filip Zikes

Time-varying Lasso

George Kapetanios, Filip Zikes, G. Kapetanios, 2018, Economics Letters.

Financial Stability Paper No 18: OTC derivatives reform and collateral demand impact

Filip Zikes, Che Sidanius, 2012 .

Systemic Risk in Derivatives Markets: A Pilot Study Using CDS Data

Filip Zikes, Robleh Ali, Filip Žikeš, 2016 .

OTC derivatives reform and collateral demand impact

Filip Zikes, Filip Žikeš, 2012 .

Volatility Transmission in Emerging European Foreign Exchange Markets

Filip Zikes, Evžen Kočenda, Filip Žikeš, 2010, SSRN Electronic Journal.

Interactions among High-Frequency Traders

Filip Zikes, Erik Hjalmarsson, Evangelos Benos, 2015, Journal of Financial and Quantitative Analysis.