Eduard Baumöhl : Citation Profile


Are you Eduard Baumöhl?

Ekonomická Univerzita v Bratislave

4

H index

2

i10 index

59

Citations

RESEARCH PRODUCTION:

20

Articles

27

Papers

RESEARCH ACTIVITY:

   10 years (2009 - 2019). See details.
   Cites by year: 5
   Journals where Eduard Baumöhl has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 15 (20.27 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pba835
   Updated: 2019-04-20    RAS profile: 2019-04-10    
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Relations with other researchers


Works with:

Lyócsa, Štefan (18)

Výrost, Tomᚠ(8)

Kočenda, Evžen (5)

Iwasaki, Ichiro (2)

Horvath, Roman (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Eduard Baumöhl.

Is cited by:

Olbrys, Joanna (3)

Výrost, Tomᚠ(3)

Brida, Juan (2)

Deisting, Florent (2)

Lyócsa, Štefan (2)

Tabak, Benjamin (2)

Gómez, David (2)

Sensoy, Ahmet (2)

Komarek, Lubos (2)

Komarkova, Zlatuse (2)

Hlaváček, Michal (2)

Cites to:

Engle, Robert (47)

Kočenda, Evžen (38)

Sheppard, Kevin (22)

Hanousek, Jan (21)

Mantegna, Rosario (19)

Perron, Pierre (18)

Granger, Clive (18)

Lyócsa, Štefan (17)

Horvath, Roman (17)

Výrost, Tomᚠ(16)

Bekaert, Geert (15)

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 Applications3
EconStor Open Access Articles3
Politick ekonomie2
Applied Economics Letters2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany15
EconStor Preprints / ZBW - Leibniz Information Centre for Economics4
CEI Working Paper Series / Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University2
Papers / arXiv.org2

Recent works citing Eduard Baumöhl (2019 and 2018)


YearTitle of citing document
2019A 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.

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2017How 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.

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2017Conditional 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.

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2017Asymmetric 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.

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2017Asymmetric 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.

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2017Cointegration 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.

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2017Features 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.

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2018Forecasting 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.

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2019The 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.

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2018The 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.

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2018Transport 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.

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2018Ownership 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.

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2018Stock 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.

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2018On the determinants of bitcoin returns: a LASSO approach. (2018). Vravosinos, Orestis ; Stengos, Thanasis ; Panagiotidis, Theodore. In: Working Paper series. RePEc:rim:rimwps:18-14.

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Works by Eduard Baumöhl:


YearTitleTypeCited
2014Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment In: Papers.
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2015Granger causality stock market networks: Temporal proximity and preferential attachment.(2015) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 9
article
2015Return spillovers around the globe: A network approach In: Papers.
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paper0
2014Stability of the “returns-growth” relationship in G7: The dynamic conditional lagged correlation approach In: Borsa Istanbul Review.
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article0
2017Networks of Volatility Spillovers among Stock Markets In: CESifo Working Paper Series.
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paper2
2018Networks of volatility spillovers among stock markets.(2018) In: Physica A: Statistical Mechanics and its Applications.
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article
2016Networks of volatility spillovers among stock markets.(2016) In: KIER Working Papers.
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paper
2014Volatility and dynamic conditional correlations of worldwide emerging and frontier markets In: Economic Modelling.
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article7
2019Network-based asset allocation strategies In: The North American Journal of Economics and Finance.
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article0
2018Network-based asset allocation strategies.(2018) In: EconStor Preprints.
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This paper has another version. Agregated cites: 0
paper
2015Similarity of emerging market returns under changing market conditions: Markets in the ASEAN-4, Latin America, Middle East, and BRICs In: Economic Systems.
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article1
2017Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis In: Finance Research Letters.
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article1
2017Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis.(2017) In: MPRA Paper.
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This paper has another version. Agregated cites: 1
paper
2012Stock market networks: The dynamic conditional correlation approach In: Physica A: Statistical Mechanics and its Applications.
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article11
2010Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects In: Czech Journal of Economics and Finance (Finance a uver).
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article11
2011Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group In: Czech Journal of Economics and Finance (Finance a uver).
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article1
2014Risk-Return Convergence in CEE Stock Markets: Structural Breaks and Market Volatility In: Czech Journal of Economics and Finance (Finance a uver).
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article1
2017Firm Survival in New EU Member States In: CEI Working Paper Series.
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paper0
2018Institutions and Determinants of Firm Survival in European Emerging Markets In: CEI Working Paper Series.
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paper1
2011The Stock Markets and Real Economic Activity In: Eastern European Economics.
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article1
2016Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance In: Working Papers.
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paper0
2018Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance.(2018) In: The European Journal of Finance.
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article
2009Asymmetric GARCH and the financial crisis: a preliminary study In: MPRA Paper.
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2009Asymmetric GARCH and the financial crisis: a preliminary study.(2009) In: MPRA Paper.
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2009Stationarity of time series and the problem of spurious regression In: MPRA Paper.
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paper3
2011On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries In: MPRA Paper.
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2011Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries In: MPRA Paper.
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paper1
2011Are we able to capture the EU debt crisis? Evidence from PIIGGS countries in panel unit root framework In: MPRA Paper.
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2011The instability of the correlation structure of the S&P 500 In: MPRA Paper.
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2012Breakdowns and revivals: the long-run relationship between the stock market and real economic activity in the G-7 countries In: MPRA Paper.
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2012Stock returns and real activity: the dynamic conditional lagged correlation approach In: MPRA Paper.
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2012Constructing weekly returns based on daily stock market data: A puzzle for empirical research? In: MPRA Paper.
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2012Testing the covariance stationarity of CEE stocks In: MPRA Paper.
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2013Stock market integration between the CEE-4 and the G7 markets: Asymmetric DCC and smooth transition approach. In: MPRA Paper.
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2013Volatility and dynamic conditional correlations of European emerging stock markets In: MPRA Paper.
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2016Do people gamble more in good times? Evidence from 27 European countries In: MPRA Paper.
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2017Do people gamble more in good times? Evidence from 27 European countries.(2017) In: Applied Economics Letters.
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2010Integrácia akciových trhov: DCC MV-GARCH model In: Politická ekonomie.
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article0
2014Determinanty integrácie akciových trhov krajín V4 In: Politická ekonomie.
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2011Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets In: Applied Economics Letters.
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2014How smooth is the stock market integration of CEE-3? In: William Davidson Institute Working Papers Series.
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2012The Real Convergence of CEE Countries: A Study of Real GDP per capita In: EconStor Open Access Articles.
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2013What Drives the Stock Market Integration in the CEE-3? In: EconStor Open Access Articles.
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2017Funding Structure of the European and North American Clusters: Results from an Independent Questionnaire In: EconStor Open Access Articles.
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2018Social aspirations in European banks: peer-influenced risk behavior In: EconStor Preprints.
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2018Are cryptocurrencies connected to forex? A quantile cross-spectral approach In: EconStor Preprints.
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2019Quantile coherency networks of international stock markets In: EconStor Preprints.
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