8
H index
7
i10 index
141
Citations
Ekonomická Univerzita v Bratislave (70% share) | 8 H index 7 i10 index 141 Citations RESEARCH PRODUCTION: 27 Articles 33 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
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: |
Year | Title of citing document |
---|---|
2020 | A 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. Full description at Econpapers || Download paper |
2020 | Where 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. Full description at Econpapers || Download paper |
2020 | Temporal 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. Full description at Econpapers || Download paper |
2020 | The Reinsurance Network Among U.S. Propertyââ¬âCasualty 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. Full description at Econpapers || Download paper |
2020 | A timeâfrequency 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. Full description at Econpapers || Download paper |
2020 | Going 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. Full description at Econpapers || Download paper |
2020 | Emerging 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. Full description at Econpapers || Download paper |
2020 | Investigating 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. Full description at Econpapers || Download paper |
2020 | Time-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. Full description at Econpapers || Download paper |
2020 | How 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. Full description at Econpapers || Download paper |
2020 | Spatial 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. Full description at Econpapers || Download paper |
2020 | Spillovers 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. Full description at Econpapers || Download paper |
2020 | Identifying 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. Full description at Econpapers || Download paper |
2020 | News 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. Full description at Econpapers || Download paper |
2020 | Spatial 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. Full description at Econpapers || Download paper |
2020 | Tail 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. Full description at Econpapers || Download paper |
2020 | Extreme 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. Full description at Econpapers || Download paper |
2020 | Spatial 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. Full description at Econpapers || Download paper |
2020 | Stock 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. Full description at Econpapers || Download paper |
2020 | The 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. Full description at Econpapers || Download paper |
2020 | Volatility 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. Full description at Econpapers || Download paper |
2020 | Corruption and equity market performance: International comparative evidence. (2020). , Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x1930575x. Full description at Econpapers || Download paper |
2020 | DCCA and DMCA correlations of cryptocurrency markets. (2020). KriÃ
¡toufek, 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. Full description at Econpapers || Download paper |
2020 | Connectedness of financial institutions in Europe: A network approach across quantiles. (2020). LyÃÆÃ³csa, Ã
 tefan ; Deev, Oleg ; Lyocsa, Tefan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:550:y:2020:i:c:s0378437119322320. Full description at Econpapers || Download paper |
2020 | For evil news rides fast, while good news baits later?ââ¬âA 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. Full description at Econpapers || Download paper |
2020 | Transfer 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. Full description at Econpapers || Download paper |
2020 | Bank survival in Central and Eastern Europe. (2020). KoÄenda, Evžen ; Iwasaki, Ichiro ; Koenda, Even. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:860-878. Full description at Econpapers || Download paper |
2021 | Creating the illicit capital flows network in Europe â Do the net errors and omissions follow an economic pattern?. (2021). Å iraÅová, 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. Full description at Econpapers || Download paper |
2020 | Systemic 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. Full description at Econpapers || Download paper |
2020 | The 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. Full description at Econpapers || Download paper |
2020 | EU 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. Full description at Econpapers || Download paper |
2020 | Does 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. Full description at Econpapers || Download paper |
2020 | A 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. Full description at Econpapers || Download paper |
2020 | Legal 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. Full description at Econpapers || Download paper |
2020 | Legal 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. Full description at Econpapers || Download paper |
2020 | Central 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. Full description at Econpapers || Download paper |
2020 | Bank Survival in Central and Eastern Europe. (2020). KoÃÂenda, EvÃ
¾en ; Iwasaki, Ichiro ; Kocenda, Evzen . In: KIER Working Papers. RePEc:kyo:wpaper:1022. Full description at Econpapers || Download paper |
2020 | Distressed Acquisitions Evidence from European Emerging Markets. (2020). Shida, Yoshisada ; KoÃÂenda, EvÃ
¾en ; Iwasaki, Ichiro. In: KIER Working Papers. RePEc:kyo:wpaper:1031. Full description at Econpapers || Download paper |
2020 | The 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. Full description at Econpapers || Download paper |
2020 | Spatial 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2014 | Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment In: Papers. [Full Text][Citation analysis] | paper | 23 |
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: 23 | article | |
2015 | Return spillovers around the globe: A network approach In: Papers. [Full Text][Citation analysis] | paper | 8 |
2019 | Return spillovers around the globe: A network approach.(2019) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
2014 | Stability of the ââ¬Åreturns-growthââ¬Â 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 | 12 |
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: 12 | 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: 12 | paper | |
2019 | Institutions and determinants of firm survival in European emerging markets In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 11 |
2018 | Institutions and Determinants of Firm Survival in European Emerging Markets.(2018) In: CEI Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2019 | Institutions and determinants of firm survival in European emerging markets.(2019) In: Working and Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2014 | Volatility and dynamic conditional correlations of worldwide emerging and frontier markets In: Economic Modelling. [Full Text][Citation analysis] | article | 11 |
2019 | Network-based asset allocation strategies In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
2018 | Network-based asset allocation strategies.(2018) In: EconStor Preprints. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | 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 |
2020 | Firm survival in new EU member states In: Economic Systems. [Full Text][Citation analysis] | article | 8 |
2017 | Firm Survival in New EU Member States.(2017) In: CEI Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2019 | Firm survival in new EU member states.(2019) In: Working and Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2017 | Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis In: Finance Research Letters. [Full Text][Citation analysis] | article | 4 |
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: 4 | paper | |
2019 | Are cryptocurrencies connected to forex? A quantile cross-spectral approach In: Finance Research Letters. [Full Text][Citation analysis] | article | 12 |
2018 | Are cryptocurrencies connected to forex? A quantile cross-spectral approach.(2018) In: EconStor Preprints. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2019 | Quantile coherency networks of international stock markets In: Finance Research Letters. [Full Text][Citation analysis] | article | 5 |
2019 | Quantile coherency networks of international stock markets.(2019) In: EconStor Preprints. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2020 | Fear of the coronavirus and the stock markets In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
2020 | Fear of the coronavirus and the stock markets.(2020) In: EconStor Preprints. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | 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 |
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 | 4 |
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: 4 | 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 krajÃn 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 |
2019 | Social aspirations in European banks: peer-influenced risk behaviour In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2018 | Social aspirations in European banks: peer-influenced risk behavior.(2018) In: EconStor Preprints. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
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 | 1 |
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 |
2020 | Stablecoins as a crypto safe haven? Not all of them! In: EconStor Preprints. [Full Text][Citation analysis] | paper | 0 |
2020 | From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks In: EconStor Preprints. [Full Text][Citation analysis] | paper | 0 |
2020 | Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector In: EconStor Preprints. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team