Eduard Baumöhl : Citation Profile


Are you Eduard Baumöhl?

Ekonomická Univerzita v Bratislave (70% share)
Technická Univerzita v Košiciach (30% share)

8

H index

7

i10 index

141

Citations

RESEARCH PRODUCTION:

27

Articles

33

Papers

RESEARCH ACTIVITY:

   11 years (2009 - 2020). See details.
   Cites by year: 12
   Journals where Eduard Baumöhl has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 25 (15.06 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba835
   Updated: 2021-02-20    RAS profile: 2021-02-02    
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Relations with other researchers


Works with:

Lyócsa, Štefan (14)

Výrost, Tomᚠ(13)

Kočenda, Evžen (9)

Iwasaki, Ichiro (6)

Shahzad, Syed Jawad Hussain (4)

Molnár, Peter (2)

Horvath, Roman (2)

Bouri, Elie (2)

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

Is cited by:

Iwasaki, Ichiro (13)

Kočenda, Evžen (9)

Lyócsa, Štefan (6)

Wang, Gang-Jin (4)

Kim, Byung-Yeon (4)

Výrost, Tomᚠ(3)

Horvath, Roman (3)

Olbrys, Joanna (3)

Lu, Yang (3)

Ferreira, Paulo (3)

Deev, Oleg (2)

Cites to:

Engle, Robert (52)

Kočenda, Evžen (44)

Hanousek, Jan (27)

Sheppard, Kevin (25)

lucey, brian (21)

Výrost, Tomᚠ(19)

Bekaert, Geert (19)

Horvath, Roman (19)

Mantegna, Rosario (19)

Granger, Clive (18)

Perron, Pierre (18)

Main data


Where Eduard Baumöhl has published?


Journals with more than one article published# docs
Finance Research Letters4
Applied Economics Letters3
Physica A: Statistical Mechanics and its Applications3
EconStor Open Access Articles3
Czech Journal of Economics and Finance (Finance a uver)3
Politická ekonomie2
Economic Systems2
Economic Modelling2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany15
EconStor Preprints / ZBW - Leibniz Information Centre for Economics8
Papers / arXiv.org2
CEI Working Paper Series / Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University2
Working and Discussion Papers / Research Department, National Bank of Slovakia2

Recent works citing Eduard Baumöhl (2021 and 2020)


YearTitle of citing document
2020A review of two decades of correlations, hierarchies, networks and clustering in financial markets. (2019). Bi, Mikolaj ; Nielsen, Frank ; Marti, Gautier ; Donnat, Philippe . In: Papers. RePEc:arx:papers:1703.00485.

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2020Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis. (2020). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi. In: Papers. RePEc:arx:papers:2003.09723.

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2020Temporal mixture ensemble models for intraday volume forecasting in cryptocurrency exchange markets. (2020). Lillo, Fabrizio ; Guo, Tian ; Antulov-Fantulin, Nino. In: Papers. RePEc:arx:papers:2005.09356.

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2020The Reinsurance Network Among U.S. Property–Casualty Insurers: Microstructure, Insolvency Risk, and Contagion. (2020). Weiss, Mary A ; Sun, Tao ; Cummins, David J ; Chen, Hua. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:2:p:253-284.

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2020A time–frequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets. (2020). Gubareva, Mariya ; Umar, Zaghum. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303312.

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2020Going by the numbers : Learning and modeling COVID-19 disease dynamics. (2020). Campbell, Roy H ; Basu, Sayantani. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:138:y:2020:i:c:s0960077920305361.

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2020Emerging market corporate leverage and global financial conditions. (2020). Alter, Adrian ; Elekdag, Selim. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300341.

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2020Investigating the dynamic relationship between cryptocurrencies and conventional assets: Implications for financial investors. (2020). Charfeddine, Lanouar ; Maouchi, Youcef ; Benlagha, Noureddine. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:198-217.

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2020Time-varying dependence in European equity markets: A contagion and investor sentiment driven analysis. (2020). Pochea, Maria Miruna ; Nioi, Mihai. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:133-147.

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2020How helpful are social networks in finding a job along the economic cycle? Evidence from immigrants in France. (2020). Moreno Galbis, Eva ; Wolff, Francois-Charles ; MORENOGALBIS, EVA ; Herault, Arnaud. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:12-32.

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2020Spatial spillover effects and risk contagion around G20 stock markets based on volatility network. (2020). Lu, Yang ; Zhuang, Xintian ; Zhang, Weiping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302815.

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2020Spillovers and diversification potential of bank equity returns from developed and emerging America. (2020). Yoon, Seong-Min ; Hussain, Syed Jawad ; Kang, Sang Hoon ; Hernandez, Jose Arreola. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301169.

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2020Identifying influential energy stocks based on spillover network. (2020). Sun, Qingru ; Tang, Renwu ; Gao, Xiangyun ; Wang, ZE. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918305179.

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2020News sentiment in the cryptocurrency market: An empirical comparison with Forex. (2020). Zhang, S. Sarah ; Hyde, Stuart ; Rognone, Lavinia. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s105752192030106x.

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2020Spatial linkage of volatility spillovers and its explanation across G20 stock markets: A network framework. (2020). Zhuang, Xintian ; Zhang, Weiping ; Wang, Jian ; Lu, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521919305381.

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2020Tail dependence between Bitcoin and financial assets: Evidence from a quantile cross-spectral approach. (2020). Abdoh, Hussein ; Maghyereh, Aktham. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301897.

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2020Extreme spillovers across Asian-Pacific currencies: A quantile-based analysis. (2020). Vo, Xuan Vinh ; Bouri, Elie ; Saeed, Tareq ; Lucey, Brian. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302489.

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2020Spatial connectedness of volatility spillovers in G20 stock markets: Based on block models analysis. (2020). Wu, Dongmei ; Zhuang, Xintian ; Zhang, Weiping. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319304805.

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2020Stock market oscillations during the corona crash: The role of fear and uncertainty. (2020). Molnár, Peter ; Lyócsa, Štefan ; Molnar, Peter ; Lyocsa, Tefan. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320309818.

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2020The tail dependence structure between investor sentiment and commodity markets. (2020). Abdoh, Hussein ; Maghyereh, Aktham. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720302828.

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2020Volatility connectedness in global foreign exchange markets. (2020). Wang, Gang-Jin ; Wen, Tiange. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:54:y:2020:i:c:s1042444x20300062.

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2020Corruption and equity market performance: International comparative evidence. (2020). , Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x1930575x.

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2020DCCA and DMCA correlations of cryptocurrency markets. (2020). Krištoufek, Ladislav ; Ferreira, Paulo ; de Area, Eder Johnson. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119321168.

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2020Connectedness of financial institutions in Europe: A network approach across quantiles. (2020). Lyócsa, Štefan ; Deev, Oleg ; Lyocsa, Tefan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:550:y:2020:i:c:s0378437119322320.

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2020For evil news rides fast, while good news baits later?—A network based analysis in Chinese stock market. (2020). An, Biao ; Sun, Yafei ; Gao, Ting ; Borjigin, Sumuya. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:551:y:2020:i:c:s0378437120302843.

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2020Transfer entropy calculation for short time sequences with application to stock markets. (2020). Yang, Huijie ; Qiu, LU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:559:y:2020:i:c:s0378437120305860.

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2020Bank survival in Central and Eastern Europe. (2020). Kočenda, Evžen ; Iwasaki, Ichiro ; Koenda, Even. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:860-878.

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2021Creating the illicit capital flows network in Europe – Do the net errors and omissions follow an economic pattern?. (2021). Širaňová, Mária ; Fisera, Boris ; Tiruneh, Menbere Workie ; Siranova, Maria. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:955-973.

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2020Systemic risk, economic policy uncertainty and firm bankruptcies: Evidence from multivariate causal inference. (2020). Shchepeleva, Maria ; Stolbov, Mikhail. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919302570.

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2020The Impact of the COVID-19 Pandemic on the U.S. Economy: Evidence from the Stock Market. (2020). Thorbecke, Willem. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:10:p:233-:d:422459.

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2020EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients. (2020). TILFANI, Oussama ; Ferreira, Paulo ; el Boukfaoui, My Youssef ; Dionisio, Andreia. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:5:p:91-:d:354926.

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2020Does Bitcoin Hedge Commodity Uncertainty?. (2020). Nguyen, Thang X ; Poch, Kongchheng ; Hoang, Khanh. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:6:p:119-:d:369078.

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2020A Weighted and Directed Perspective of Global Stock Market Connectedness: A Variance Decomposition and GERGM Framework. (2020). Ma, Ding ; Chen, Rui ; Zhang, Yizhuo. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:11:p:4605-:d:367434.

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2020Legal forms, organizational architecture, and firm failure: A large survival analysis of Russian corporations. (2020). Iwasaki, Ichiro ; Kim, Byung-Yeon. In: CEI Working Paper Series. RePEc:hit:hitcei:2020-1.

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2020Legal forms, organizational architecture, and firm failure: a large survival analysis of Russian corporations. (2020). Iwasaki, Ichiro ; Kim, Byung-Yeon. In: European Journal of Law and Economics. RePEc:kap:ejlwec:v:49:y:2020:i:2:d:10.1007_s10657-020-09644-8.

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2020Central Bank Communication and Financial Market Comovements in the Euro Area. (2020). Horvath, Roman ; Gertler, Pavel ; Jonaova, Julia . In: Open Economies Review. RePEc:kap:openec:v:31:y:2020:i:2:d:10.1007_s11079-019-09561-7.

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2020Bank Survival in Central and Eastern Europe. (2020). Kočenda, Evžen ; Iwasaki, Ichiro ; Kocenda, Evzen . In: KIER Working Papers. RePEc:kyo:wpaper:1022.

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2020Distressed Acquisitions Evidence from European Emerging Markets. (2020). Shida, Yoshisada ; Kočenda, Evžen ; Iwasaki, Ichiro. In: KIER Working Papers. RePEc:kyo:wpaper:1031.

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2020The volatility spillover effects among risk appetite indexes: insight from the VIX and the rise. (2020). Alola, Andrew Adewale ; Skenderoglu, Omer ; Akdag, Saffet. In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:13:y:2020:i:1:d:10.1007_s12076-020-00244-3.

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2020Spatial spillover effects and risk contagion around G20 stock markets based on volatility network. (2020). Lu, Yang ; Zhuang, Xintian ; Zhang, Weiping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302815.

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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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2015Return spillovers around the globe: A network approach In: Papers.
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2019Return spillovers around the globe: A network approach.(2019) In: Economic Modelling.
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article
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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paper12
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
2019Institutions and determinants of firm survival in European emerging markets In: Journal of Corporate Finance.
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article11
2018Institutions and Determinants of Firm Survival in European Emerging Markets.(2018) In: CEI Working Paper Series.
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2019Institutions and determinants of firm survival in European emerging markets.(2019) In: Working and Discussion Papers.
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2014Volatility and dynamic conditional correlations of worldwide emerging and frontier markets In: Economic Modelling.
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article11
2019Network-based asset allocation strategies In: The North American Journal of Economics and Finance.
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article1
2018Network-based asset allocation strategies.(2018) In: EconStor Preprints.
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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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2020Firm survival in new EU member states In: Economic Systems.
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article8
2017Firm Survival in New EU Member States.(2017) In: CEI Working Paper Series.
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2019Firm survival in new EU member states.(2019) In: Working and Discussion Papers.
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2017Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis In: Finance Research Letters.
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article4
2017Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis.(2017) In: MPRA Paper.
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2019Are cryptocurrencies connected to forex? A quantile cross-spectral approach In: Finance Research Letters.
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2018Are cryptocurrencies connected to forex? A quantile cross-spectral approach.(2018) In: EconStor Preprints.
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2019Quantile coherency networks of international stock markets In: Finance Research Letters.
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2019Quantile coherency networks of international stock markets.(2019) In: EconStor Preprints.
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2020Fear of the coronavirus and the stock markets In: Finance Research Letters.
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2020Fear of the coronavirus and the stock markets.(2020) In: EconStor Preprints.
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2012Stock market networks: The dynamic conditional correlation approach In: Physica A: Statistical Mechanics and its Applications.
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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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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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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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2011The Stock Markets and Real Economic Activity In: Eastern European Economics.
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2016Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance In: Working Papers.
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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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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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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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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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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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2019Social aspirations in European banks: peer-influenced risk behaviour In: Applied Economics Letters.
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2018Social aspirations in European banks: peer-influenced risk behavior.(2018) In: EconStor Preprints.
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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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2020Stablecoins as a crypto safe haven? Not all of them! In: EconStor Preprints.
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2020From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks In: EconStor Preprints.
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2020Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector In: EconStor Preprints.
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