4
H index
2
i10 index
59
Citations
Eduard Baumöhl : Citation Profile
Ekonomická Univerzita v Bratislave | RESEARCH PRODUCTION: 20 Articles 27 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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10 years (2009 - 2019). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Eduard Baumöhl. | Is cited by:
| Cites to:
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Main data
Where Eduard Baumöhl has published?
| Journals with more than one article published | # docs |
|---|---|
| Czech Journal of Economics and Finance (Finance a uver) | 3 |
| Physica A: Statistical Mechanics and its Applications | 3 |
| EconStor Open Access Articles | 3 |
| Politick ekonomie | 2 |
| Applied Economics Letters | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| MPRA Paper / University Library of Munich, Germany | 15 |
| EconStor Preprints / ZBW - Leibniz Information Centre for Economics | 4 |
| CEI Working Paper Series / Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University | 2 |
| Papers / arXiv.org | 2 |
Recent works citing Eduard Baumöhl (2019 and 2018)
| Year | Title of citing document |
|---|---|
| 2019 | A review of two decades of correlations, hierarchies, networks and clustering in financial markets. (2018). Donnat, Philippe ; Bi, Mikolaj ; Nielsen, Frank ; Marti, Gautier . In: Papers. RePEc:arx:papers:1703.00485. Full description at Econpapers || Download paper |
| 2017 | How are Africas emerging stock markets related to advanced markets? Evidence from copulas. (2017). ALAGIDEDE, PAUL ; Mensah, Jones Odei. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:1-10. Full description at Econpapers || Download paper |
| 2017 | Conditional dependence between international stock markets: A long memory GARCH-copula model approach. (2017). Mokni, Khaled ; Mansouri, Faysal. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:42-43:y:2017:i::p:116-131. Full description at Econpapers || Download paper |
| 2017 | Asymmetric and persistent responses in price volatility of fertilizers through stable and unstable periods. (2017). Lahmiri, Salim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:466:y:2017:i:c:p:405-414. Full description at Econpapers || Download paper |
| 2017 | Asymmetric MF-DCCA method based on risk conduction and its application in the Chinese and foreign stock markets. (2017). Xu, Wei ; Cao, Guangxi ; Li, Qingchen ; Han, Yan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:468:y:2017:i:c:p:119-130. Full description at Econpapers || Download paper |
| 2017 | Cointegration and causal linkages in fertilizer markets across different regimes. (2017). Lahmiri, Salim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:181-189. Full description at Econpapers || Download paper |
| 2017 | Features of spillover networks in international financial markets: Evidence from the G20 countries. (2017). Liu, Xueyong ; Wen, Shaobo ; Feng, Sida ; Chen, Zhihua ; An, Haizhong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:479:y:2017:i:c:p:265-278. Full description at Econpapers || Download paper |
| 2018 | Forecasting performance of global economic policy uncertainty for volatility of Chinese stock market. (2018). Yu, Honghai ; Sun, Wencong ; Fang, Libing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:931-940. Full description at Econpapers || Download paper |
| 2019 | The stability of Chinese stock network and its mechanism. (2019). Zhang, Weiping ; Zhuang, Xintian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:515:y:2019:i:c:p:748-761. Full description at Econpapers || Download paper |
| 2018 | The validation of Granger causality through formulation and use of finance-growth-energy indexes. (2018). Khan, Abid ; Saeed, Muhammad Daniel ; Hayat, Farah. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:81:y:2018:i:p2:p:1859-1867. Full description at Econpapers || Download paper |
| 2018 | Transport Infrastructure Development, Public Performance and Long-Run Economic Growth: A Case Study for the Eu-28 Countries. (2018). Cigu, Elena ; Toader, Elena ; Gavrilu, Anca Florentina ; AGHEORGHIESEI, Daniela Tatiana . In: Sustainability. RePEc:gam:jsusta:v:11:y:2018:i:1:p:67-:d:192688. Full description at Econpapers || Download paper |
| 2018 | Ownership Concentration and Firm Performance in European Emerging Economies: A Meta-Analysis. (2018). Iwasaki, Ichiro ; Mizobata, Satoshi. In: CEI Working Paper Series. RePEc:hit:hitcei:2018-8. Full description at Econpapers || Download paper |
| 2018 | Stock Market Contagion: a New Approach. (2018). Lyócsa, Štefan ; Horvath, Roman ; Lyocsa, Tefan. In: Open Economies Review. RePEc:kap:openec:v:29:y:2018:i:3:d:10.1007_s11079-018-9481-4. Full description at Econpapers || Download paper |
| 2018 | On the determinants of bitcoin returns: a LASSO approach. (2018). Vravosinos, Orestis ; Stengos, Thanasis ; Panagiotidis, Theodore. In: Working Paper series. RePEc:rim:rimwps:18-14. Full description at Econpapers || Download paper |
Works by Eduard Baumöhl:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2014 | Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment In: Papers. [Full Text][Citation analysis] | paper | 9 |
| 2015 | Granger causality stock market networks: Temporal proximity and preferential attachment.(2015) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 2015 | Return spillovers around the globe: A network approach In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Stability of the “returns-growth” relationship in G7: The dynamic conditional lagged correlation approach In: Borsa Istanbul Review. [Full Text][Citation analysis] | article | 0 |
| 2017 | Networks of Volatility Spillovers among Stock Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2018 | Networks of volatility spillovers among stock markets.(2018) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2016 | Networks of volatility spillovers among stock markets.(2016) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2014 | Volatility and dynamic conditional correlations of worldwide emerging and frontier markets In: Economic Modelling. [Full Text][Citation analysis] | article | 7 |
| 2019 | Network-based asset allocation strategies In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2018 | Network-based asset allocation strategies.(2018) In: EconStor Preprints. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | Similarity of emerging market returns under changing market conditions: Markets in the ASEAN-4, Latin America, Middle East, and BRICs In: Economic Systems. [Full Text][Citation analysis] | article | 1 |
| 2017 | Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2017 | Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis.(2017) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2012 | Stock market networks: The dynamic conditional correlation approach In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 11 |
| 2010 | Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 11 |
| 2011 | Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 1 |
| 2014 | Risk-Return Convergence in CEE Stock Markets: Structural Breaks and Market Volatility In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 1 |
| 2017 | Firm Survival in New EU Member States In: CEI Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Institutions and Determinants of Firm Survival in European Emerging Markets In: CEI Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2011 | The Stock Markets and Real Economic Activity In: Eastern European Economics. [Full Text][Citation analysis] | article | 1 |
| 2016 | Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance.(2018) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2009 | Asymmetric GARCH and the financial crisis: a preliminary study In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Asymmetric GARCH and the financial crisis: a preliminary study.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2009 | Stationarity of time series and the problem of spurious regression In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
| 2011 | On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Are we able to capture the EU debt crisis? Evidence from PIIGGS countries in panel unit root framework In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2011 | The instability of the correlation structure of the S&P 500 In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Breakdowns and revivals: the long-run relationship between the stock market and real economic activity in the G-7 countries In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Stock returns and real activity: the dynamic conditional lagged correlation approach In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Constructing weekly returns based on daily stock market data: A puzzle for empirical research? In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Testing the covariance stationarity of CEE stocks In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 2013 | Stock market integration between the CEE-4 and the G7 markets: Asymmetric DCC and smooth transition approach. In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
| 2013 | Volatility and dynamic conditional correlations of European emerging stock markets In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Do people gamble more in good times? Evidence from 27 European countries In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Do people gamble more in good times? Evidence from 27 European countries.(2017) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2010 | Integrácia akciových trhov: DCC MV-GARCH model In: Politická ekonomie. [Full Text][Citation analysis] | article | 0 |
| 2014 | Determinanty integrácie akciových trhov krajín V4 In: Politická ekonomie. [Full Text][Citation analysis] | article | 0 |
| 2011 | Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2014 | How smooth is the stock market integration of CEE-3? In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
| 2012 | The Real Convergence of CEE Countries: A Study of Real GDP per capita In: EconStor Open Access Articles. [Full Text][Citation analysis] | article | 0 |
| 2013 | What Drives the Stock Market Integration in the CEE-3? In: EconStor Open Access Articles. [Full Text][Citation analysis] | article | 0 |
| 2017 | Funding Structure of the European and North American Clusters: Results from an Independent Questionnaire In: EconStor Open Access Articles. [Full Text][Citation analysis] | article | 0 |
| 2018 | Social aspirations in European banks: peer-influenced risk behavior In: EconStor Preprints. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Are cryptocurrencies connected to forex? A quantile cross-spectral approach In: EconStor Preprints. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Quantile coherency networks of international stock markets In: EconStor Preprints. [Full Text][Citation analysis] | paper | 0 |
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