Eduard Baumöhl : Citation Profile


Are you Eduard Baumöhl?

Národná Banka Slovenska (50% share)
Ekonomická Univerzita v Bratislave (50% share)

5

H index

3

i10 index

91

Citations

RESEARCH PRODUCTION:

26

Articles

30

Papers

RESEARCH ACTIVITY:

   11 years (2009 - 2020). See details.
   Cites by year: 8
   Journals where Eduard Baumöhl has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 21 (18.75 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pba835
   Updated: 2020-05-16    RAS profile: 2020-04-06    
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Relations with other researchers


Works with:

Lyócsa, Štefan (18)

Výrost, Tomᚠ(12)

Kočenda, Evžen (9)

Iwasaki, Ichiro (6)

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:

Iwasaki, Ichiro (11)

Kočenda, Evžen (5)

Výrost, Tomᚠ(3)

Lyócsa, Štefan (3)

Olbrys, Joanna (3)

Brida, Juan (2)

Gómez, David (2)

Gupta, Priyanshi (2)

Horvath, Roman (2)

Şensoy, Ahmet (2)

Živkov, Dejan (2)

Cites to:

Engle, Robert (47)

Kočenda, Evžen (27)

Sheppard, Kevin (22)

Lyócsa, Štefan (19)

Mantegna, Rosario (19)

Granger, Clive (18)

Perron, Pierre (18)

Výrost, Tomᚠ(18)

Bekaert, Geert (18)

lucey, brian (17)

Horvath, Roman (17)

Main data


Where Eduard Baumöhl has published?


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

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany15
EconStor Preprints / ZBW - Leibniz Information Centre for Economics5
CEI Working Paper Series / Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University2
Working and Discussion Papers / Research Department, National Bank of Slovakia2
Papers / arXiv.org2

Recent works citing Eduard Baumöhl (2020 and 2019)


YearTitle of citing document
2019A 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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2019Privatization, Firms and Ownership. (2019). Koenda, Even. In: ifo DICE Report. RePEc:ces:ifodic:v:17:y:2019:i:03:p:13-16.

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2019Ask CARL: Forecasting tail probabilities for energy commodities. (2019). Leccadito, Arturo ; Algieri, Bernardina. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319302786.

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2019Identifying the peak point of systemic risk in international crude oil importing trade. (2019). Dong, Gaogao ; Du, Ruijin ; Stanley, Eugene H ; Zhang, Xin ; Zhao, Longfeng ; Wang, Yougui ; Tian, Lixin. In: Energy. RePEc:eee:energy:v:176:y:2019:i:c:p:281-291.

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2019The role of bitcoin in well diversified portfolios: A comparative global study. (2019). Moro, Andrea ; Kajtazi, Anton. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:143-157.

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2019What can explain the price, volatility and trading volume of Bitcoin?. (2019). Molnár, Peter ; Molnar, Peter ; Aalborg, Halvor Aarhus ; de Vries, Jon Erik. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:255-265.

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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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2018Dynamics and causalities of atmospheric and oceanic data identified by complex networks and Granger causality analysis. (2018). Charakopoulos, A K ; Karakasidis, T E ; Katsouli, G A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:495:y:2018:i:c:p:436-453.

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2018SAD and stock returns revisited: Nonlinear analysis based on MF-DCCA and Granger test. (2018). Ruan, Qingsong ; Yang, Haiquan ; Lv, Dayong ; Zhang, Manqian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:1009-1022.

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2018Assessing the relevance of individual characteristics for the structure of similarity networks in new social strata in Shanghai. (2018). Wang, Luo-Qing ; Xu, Yong-Xiang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:881-889.

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2019Identifying influential nodes based on fluctuation conduction network model. (2019). Wang, ZE ; Chen, Zhihua ; Sun, Qingru ; Liu, Xueyong ; Tang, Renwu ; Gao, Xiangyun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:355-369.

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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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2019The impact of trade intensity and Market characteristics on asymmetric volatility, spillovers and asymmetric spillovers: Evidence from the response of international stock markets to US shocks. (2019). Park, Jin Suk ; Newaz, Mohammad Khaleq. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:79-94.

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2019Multiscale Volatility Transmission and Portfolio Construction Between the Baltic Stock Markets. (2019). Živkov, Dejan ; Manic, Slavica ; Urakovic, Jasmina. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:69:y:2019:i:2:p:211-235.

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2019The Turn of the Month Effect on CEE Stock Markets. (2019). Kotlebova, Jana ; Arendas, Peter. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:4:p:57-:d:272661.

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2019Contagion Effect in Cryptocurrency Market. (2019). Pereira, Eder ; Ferreira, Paulo. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:115-:d:247119.

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2019Effects of Technological Innovation Network Embeddedness on the Sustainable Development Capability of New Energy Enterprises. (2019). Yu, Yueqi ; Su, Yi. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:20:p:5814-:d:278401.

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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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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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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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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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2019Bank Survival in Central and Eastern Europe. (2019). Kocenda, Evzen ; Iwasaki, Ichiro ; Koenda, Even. In: Working Papers. RePEc:ost:wpaper:382.

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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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2018The effects of markets, uncertainty and search intensity on bitcoin returns. (2018). Vravosinos, Orestis ; Stengos, Thanasis ; Panagiotidis, Theodore. In: Working Paper series. RePEc:rim:rimwps:18-39.

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2019Modeling the impulse response complex network for studying the fluctuation transmission of price indices. (2019). Wen, Shaobo ; Gao, Xiangyun ; Sun, Qingru ; Wang, ZE ; Feng, Sida. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:14:y:2019:i:4:d:10.1007_s11403-018-0231-x.

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2019Quantile information share. (2019). Lien, Donald ; Wang, Zijun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:1:p:38-55.

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2017Extreme risk spillover network: application to financial institutions. (2017). Wang, Gang-Jin ; Stanley, Eugene H ; He, Kaijian ; Xie, Chi. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:9:p:1417-1433.

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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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paper17
2015Granger causality stock market networks: Temporal proximity and preferential attachment.(2015) In: Physica A: Statistical Mechanics and its Applications.
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article
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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2019Institutions and determinants of firm survival in European emerging markets In: Journal of Corporate Finance.
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article7
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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article9
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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article1
2020Firm survival in new EU member states In: Economic Systems.
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article5
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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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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article4
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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2012Stock market networks: The dynamic conditional correlation approach In: Physica A: Statistical Mechanics and its Applications.
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2018Networks of volatility spillovers among stock markets In: Physica A: Statistical Mechanics and its Applications.
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2016Networks of volatility spillovers among stock markets.(2016) In: KIER Working Papers.
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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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article1
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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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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2017Do people gamble more in good times? Evidence from 27 European countries 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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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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2020Stablecoins as a crypto safe haven? Not all of them! In: EconStor Preprints.
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