Eduard Baumöhl : Citation Profile

Are you Eduard Baumöhl?

Ekonomická Univerzita v Bratislave (45% share)
Technická Univerzita v Košiciach (10% share)
Slovenská Akadémia Vied (45% share)

12

H index

13

i10 index

289

Citations

RESEARCH PRODUCTION:

33

Articles

38

Papers

RESEARCH ACTIVITY:

   13 years (2009 - 2022). See details.
   Cites by year: 22
   Journals where Eduard Baumöhl has often published
   Relations with other researchers
   Recent citing documents: 110.    Total self citations: 33 (10.25 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba835
   Updated: 2023-03-25    RAS profile: 2023-03-01    
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Relations with other researchers

Works with:

Výrost, Tomáš (20)

Lyócsa, Štefan (14)

Kočenda, Evžen (10)

Iwasaki, Ichiro (6)

Shahzad, Syed Jawad Hussain (4)

Bouri, Elie (2)

Molnár, Peter (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 (23)

Kočenda, Evžen (19)

Lyócsa, Štefan (8)

Shida, Yoshisada (8)

Maghyereh, Aktham (7)

Deev, Oleg (6)

Výrost, Tomáš (5)

Yoon, Seong-Min (5)

Bouri, Elie (5)

Shahzad, Syed Jawad Hussain (5)

Vo, Xuan Vinh (4)

Cites to:

Engle, Robert (62)

Kočenda, Evžen (47)

Výrost, Tomáš (31)

Lyócsa, Štefan (30)

Sheppard, Kevin (28)

Hanousek, Jan (27)

lucey, brian (26)

Horvath, Roman (23)

Perron, Pierre (23)

Bekaert, Geert (21)

Diebold, Francis (20)

Main data

Where Eduard Baumöhl has published?

Journals with more than one article published# docs
Finance Research Letters5
EconStor Open Access Articles and Book Chapters4
Czech Journal of Economics and Finance (Finance a uver)4
Applied Economics Letters3
Economic Modelling3
Physica A: Statistical Mechanics and its Applications3
Economic Systems2
Eastern European Economics2
Politická 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 Economics11
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 (2022 and 2021)

YearTitle of citing document
2021Optimal Algorithmic Monetary Policy. (2021). Liu, Yulin ; Zhang, Luyao. In: Papers. RePEc:arx:papers:2104.07888.

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2021Portfolio optimization with idiosyncratic and systemic risks for financial networks. (2021). Han, Jihui ; Wang, Chao ; Chen, Lin ; Zhao, Longfeng ; Yang, Yajie. In: Papers. RePEc:arx:papers:2111.11286.

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2022Lead-lag detection and network clustering for multivariate time series with an application to the US equity market. (2022). Reinert, Gesine ; Cucuringu, Mihai ; Bennett, Stefanos. In: Papers. RePEc:arx:papers:2201.08283.

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2021The Influence of Uncertainty on Market Efficiency: Evidence from Selected European Financial Markets. (2021). Paskaleva, Mariya ; Stoykova, Ani. In: Economic Studies journal. RePEc:bas:econst:y:2021:i:8:p:175-198.

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2022A shot in the arm: stimulus packages and firm performance during Covid-19. (2022). Moore, Tomoe ; Mirzaei, Ali ; Igan, Deniz. In: BIS Working Papers. RePEc:bis:biswps:1014.

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2022Spatial effects of institutional quality on firm performance: evidence from Vietnam. (2022). Huynh, The Nguyen. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:36:y:2022:i:2:p:89-105.

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2022Market segmentation and firm survival. (2022). Ni, Jinlan ; Lyu, Xinjun ; Yuan, Jia. In: Growth and Change. RePEc:bla:growch:v:53:y:2022:i:3:p:1243-1266.

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2021WHERE DO WE STAND IN CRYPTOCURRENCIES ECONOMIC RESEARCH? A SURVEY BASED ON HYBRID ANALYSIS. (2021). Fernandez Bariviera, Aurelio ; Meredizsola, Ignasi. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:377-407.

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2021Distressed Acquisitions: Evidence from European Emerging Markets. (2021). Kočenda, Evžen ; Iwasaki, Ichiro ; Shida, Yoshisada. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9026.

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2021The Effect of the COVID-19 Pandemic on Stock Prices with the Event Window Approach: A Case Study of State Gas Companies, in the Energy Sector. (2021). , Supriyanto. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-19.

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2022Asymmetry and conduction direction of the interdependent structure between cryptocurrency and US dollar, renminbi, and gold markets. (2022). Ling, Meijun ; Cao, Guangxi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921010250.

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2021Cryptocurrencies vs. US dollar: Evidence from causality in quantiles analysis. (2021). Mokni, Khaled ; Ajmi, Ahdi Noomen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:238-252.

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2022Exploring risks in syndicated loan networks: Evidence from real estate investment trusts. (2022). Kanno, Masayasu. In: Economic Modelling. RePEc:eee:ecmode:v:115:y:2022:i:c:s0264999322001997.

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2021Revisiting the roles of cryptocurrencies in stock markets: A quantile coherency perspective. (2021). Mu, Jinqi ; Wang, Jieru ; Lie, Jiayi ; Jiang, Yonghong. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:21-34.

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2021Network-augmented time-varying parametric portfolio selection: Evidence from the Chinese stock market. (2021). Jiang, Cuixia ; Li, Mengting ; Xu, Qifa. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001224.

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2022The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets: Evidence from the time-frequency co-movements. (2022). Maitra, Debasish ; Dash, Saumya Ranjan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200064x.

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2022Multiscale features of extreme risk spillover networks among global stock markets. (2022). Zhu, Huiming ; You, Wanhai ; Zhao, Wanru ; Ren, Yinghua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001012.

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2022On the role of institutional factors in shaping working capital management policies: Empirical evidence from European listed firms. (2022). Afloarei, Anca Elena ; Anton, Sorin Gabriel. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:2:s0939362522000383.

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2022Interconnectedness between convertible bonds and underlying stocks in the Chinese capital market: A multilayer network perspective. (2022). Wang, Gang-Jin ; Xie, Chi ; Ling, Yu-Xiu. In: Emerging Markets Review. RePEc:eee:ememar:v:52:y:2022:i:c:s1566014122000292.

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2022Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities. (2022). Nepal, Rabindra ; Paltrinieri, Andrea ; Naeem, Muhammad Abubakr ; Farid, Saqib. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001384.

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2021Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; al Rababa, Abdel Razzaq ; Mensi, Walid. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001675.

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2021The impact of extreme structural oil-price shocks on clean energy and oil stocks. (2021). Abdoh, Hussein ; Maghyereh, Aktham. In: Energy. RePEc:eee:energy:v:225:y:2021:i:c:s0360544221004588.

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2021Multidimensional risk spillovers among crude oil, the US and Chinese stock markets: Evidence during the COVID-19 epidemic. (2021). Lu, Tuantuan ; Wei, YU ; Tang, Yong ; Zhu, Pengfei. In: Energy. RePEc:eee:energy:v:231:y:2021:i:c:s036054422101197x.

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2021Stock market reaction to COVID-19: Evidence from U.S. Firms’ International exposure. (2021). Au Yong, Hue Hwa ; Laing, Elaine. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521920302969.

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2021Time-varying pattern causality inference in global stock markets. (2021). Liu, Siyao ; An, Sufang ; Gao, Xiangyun ; Wu, Tao. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001423.

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2021Hunting the quicksilver: Using textual news and causality analysis to predict market volatility. (2021). Dionisio, Andreia ; Banerjee, Ameet Kumar ; Mahapatra, Biplab ; Pradhan, H K. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001800.

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2022Measuring systemic risk contribution of global stock markets: A dynamic tail risk network approach. (2022). Sun, Qingru ; Huang, Shupei ; Gao, Xiangyun ; Wang, ZE ; Di, Zengru ; Tang, Renwu ; Chen, Zhihua. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003118.

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2021A crypto safe haven against Bitcoin. (2021). Hoang, Lai T ; Baur, Dirk G. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319312632.

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2021Tail dependence between gold and Islamic securities. (2021). Abdoh, Hussein ; Maghyereh, Aktham. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320300921.

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2021Are Islamic gold-backed cryptocurrencies different?. (2021). Yarovaya, Larisa ; ben Hamida, Hela ; Aloui, Chaker. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320302907.

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2021Bitcoin and liquidity risk diversification. (2021). Zantour, Ahlem ; Guesmi, Khaled ; Ghabri, Yosra. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s154461232030012x.

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2021Causal relationship among cryptocurrencies: A conditional quantile approach. (2021). Park, Sung Y. ; Nguyen, Canh ; Canh, Nguyen Phuc ; Kim, Myeong Jun. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320316937.

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2021COVID-19: Fear of pandemic and short-term IPO performance. (2021). Saha, Pritam ; Mazumder, Sharif. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000581.

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2022Using a hedging network to minimize portfolio risk. (2022). Zareei, Abalfazl ; Moreno, David ; Mayoral, Silvia. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001252.

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2022Bitcoin and integration patterns in the forex market. (2022). Virk, Nader. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001732.

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2022COVID–19 media coverage and ESG leader indices. (2022). Umar, Zaghum ; Boubaker, Sabri ; Akhtaruzzaman, MD. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002440.

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2022The network structure of overnight index swap rates. (2022). Uddin, Ajim ; Taylor, Stephen ; Fang, Ming. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004141.

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2022The looming crisis in the Chinese stock market? Left-tail exposure analysis of Chinese stocks to Evergrande. (2022). Vrost, Toma ; Lyocsa, Tefan ; Deev, Oleg. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003762.

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2022The Russo-Ukrainian war and financial markets: the role of dependence on Russian commodities. (2022). Sene, Babacar ; Bassene, Theophile ; Marcelin, Isaac ; Lo, Gaye-Del. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004007.

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2022The role of investor attention in global asset price variation during the invasion of Ukraine. (2022). Horvath, Matu ; Staek, Daniel ; Halouskova, Martina. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004755.

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2021Two decades of contagion effect on stock markets: Which events are more contagious?. (2021). Smaga, Pawe ; Kurowski, Ukasz ; Rogowicz, Karol ; Iwanicz-Drozdowska, Magorzata. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s157230892100067x.

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2022Euclidean (dis)similarity in financial network analysis. (2022). Esmalifalak, Hamidreza. In: Global Finance Journal. RePEc:eee:glofin:v:53:y:2022:i:c:s1044028321000144.

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2022Pandemic-induced fear and stock market returns: Evidence from China. (2022). Fang, Tong ; Liu, Peng ; Su, Zhi. In: Global Finance Journal. RePEc:eee:glofin:v:54:y:2022:i:c:s1044028321000429.

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2022Modelling the quantile cross-coherence between exchange rates: Does the COVID-19 pandemic change the interlinkage structure?. (2022). Vo, Xuan Vinh ; Alkhataybeh, Ahmad ; El-Nader, Ghaith ; al Rababa, Abdel Razzaq ; Ur, Mobeen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001992.

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2022Does the world smile together? A network analysis of global index option implied volatilities. (2022). Tang, Jing ; Ryu, Doojin ; Han, Qian ; Chen, Jing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443121002018.

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2022The size of good and bad volatility shocks does matter for spillovers. (2022). Bouri, Elie ; Harb, Etienne. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001020.

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2022Firms’ ESG reputational risk and market longevity: A firm-level analysis for the United States. (2022). POLEMIS, MICHAEL ; Konstantios, Dimitrios ; Giaka, Maria ; Fafaliou, Irene. In: Journal of Business Research. RePEc:eee:jbrese:v:149:y:2022:i:c:p:161-177.

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2023Flow and Ebb: Factors affecting SMEs to exit from the DRP market during pandemic. (2023). Xia, Chengcheng ; Yang, YI ; Zhang, Hengyuan. In: Journal of Business Research. RePEc:eee:jbrese:v:154:y:2023:i:c:s0148296322008128.

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2021Non-commercial goals and financial performance of state-owned enterprises – some evidence from the electricity sector in the EU countries. (2021). Kabaciski, Bartosz ; Matuszak, Piotr. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:49:y:2021:i:4:p:1068-1087.

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2021Distressed acquisitions: Evidence from European emerging markets. (2021). Kočenda, Evžen ; Iwasaki, Ichiro ; Shida, Yoshisada ; Koenda, Even. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:49:y:2021:i:4:p:962-990.

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2021Night trading with futures in China: The case of Aluminum and Copper. (2021). Todorova, Neda ; Klein, Tony. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002191.

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2021Quantile connectedness among gold, gold mining, silver, oil and energy sector uncertainty indexes. (2021). Yoon, Seong-Min ; Vo, Xuan Vinh ; Lee, Yun-Jung ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s030142072100458x.

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2022Forecasting stock market volatility using commodity futures volatility information. (2022). Guo, Xiaozhu ; Liu, Guangqiang. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s030142072100489x.

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2022Can dimensional reduction technology make better use of the information of uncertainty indices when predicting volatility of Chinese crude oil futures?. (2022). Chen, Zhonglu ; Li, Xiafei ; Bai, Jiancheng ; Yan, Xiang. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005286.

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2022Extreme dependence between structural oil shocks and stock markets in GCC countries. (2022). Maghyereh, Aktham ; Abdoh, Hussein. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000757.

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2022Impact of financial instability on international crude oil volatility: New sight from a regime-switching framework. (2022). Umar, Muhammad ; Liang, Chao ; Wang, LU ; Hong, Yanran. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001155.

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2022The price volatility of natural resource commodity and global economic policy uncertainty: Evidence from US economy. (2022). Nan, Xiaoli ; Huang, Yongming ; Zhang, Feng. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001726.

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2022Who are the influencers in the commodity markets during COVID-19?. (2022). Khan, Khalid ; Koseoglu, Sinem Derindere ; Su, Chiwei. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003002.

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2022Time-frequency connectedness between energy and nonenergy commodity markets during COVID-19: Evidence from China. (2022). Peng, Yun ; Chen, Hao ; Xu, Chao. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003191.

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2022Effective energy commodity risk management on Indonesia. (2022). Kuntadi, Cris. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003208.

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2022Dynamic forecast error variance decomposition as risk management process for the Gulf Cooperation Council oil portfolios. (2022). Bigerna, Simona ; Derrico, Maria Chiara ; Polinori, Paolo. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003816.

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2022Dynamic frequency volatility spillovers and connectedness between strategic commodity and stock markets: US-based sectoral analysis. (2022). Vo, Xuan Vinh ; Alomari, Mohammad ; al Rababa, Abdel Razzaq ; Mensi, Walid ; Kang, Sang Hoon. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004196.

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2022Covid-19 and oil and gold price volatilities: Evidence from China market. (2022). Cong, Phan The ; Maneengam, Apichit ; Yen-Ku, Kuo ; Xiaozhong, Cui ; Wisetsri, Worakamol ; Ageli, Mohammed Moosa ; Quynh, Nguyen Ngoc. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004676.

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2022Is Tether a safe haven of safe haven amid COVID-19? An assessment against Bitcoin and oil using improved measures of risk. (2022). Muchtadi-Alamsyah, Intan ; Suprijanto, Djoko ; Hakim, Arief ; Syuhada, Khreshna ; Arbi, Lukman. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005542.

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2021Effect of coronavirus fear on the performance of Australian stock returns: Evidence from an event study. (2021). Ranjeeni, Kumari ; Naidu, Dharmendra. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:66:y:2021:i:c:s0927538x21000275.

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2021The construction of multilayer stock network model. (2021). Jiang, Cheng ; Qu, Shuai ; Chen, Wei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120309067.

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2021Information flow between bitcoin and other financial assets. (2021). Yang, Jae-Suk ; Jang, Kwahngsoo ; Park, Sang Jin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:566:y:2021:i:c:s037843712030902x.

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2021Multiscale and partial correlation networks analysis of risk connectedness in global equity markets. (2021). Zhai, Kaikai ; You, Wanhai ; Zhao, Wanru ; Ren, Yinghua. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:573:y:2021:i:c:s0378437121001837.

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2021Bitcoin versus high-performance technology stocks in diversifying against global stock market indices. (2021). Chan, Stephen ; Chu, Jeffrey ; Zhang, Yuanyuan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:580:y:2021:i:c:s0378437121004349.

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2022Construction and robustness of directed-weighted financial stock networks via meso-scales. (2022). Rong, Hang ; Wang, Xianjia ; Tu, Lilan ; Su, Qingqing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:605:y:2022:i:c:s0378437122006045.

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2022On the interdependence between biofuel, fossil fuel and agricultural food prices: Evidence from quantile tests. (2022). Yoon, Seong-Min. In: Renewable Energy. RePEc:eee:renene:v:199:y:2022:i:c:p:536-545.

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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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2021Network diffusion of international oil volatility risk in Chinas stock market: Quantile interconnectedness modelling and shock decomposition analysis. (2021). Xia, Xiaohua ; Li, Ziruo ; Huang, Jionghao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:1-39.

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2021COVID-19, stock market and sectoral contagion in US: a time-frequency analysis. (2021). Costa, Antonio ; Matos, Paulo ; da Silva, Cristiano. In: Research in International Business and Finance. RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000210.

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2021The historic oil price fluctuation during the Covid-19 pandemic: What are the causes?. (2021). LE, Thai-Ha ; Tu, Anh. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001100.

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2022Forecasting volatility of Bitcoin. (2022). Molnár, Peter ; Polasik, Micha ; Molnar, Peter ; Lind, Andrea Falk ; Bergsli, Lykke Overland. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001616.

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2022Financial Risk Meter for emerging markets. (2022). Hardle, Wolfgang Karl ; Althof, Michael ; ben Amor, Souhir. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002154.

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2022Return and volatility spillovers between energy and BRIC markets: Evidence from quantile connectedness. (2022). Vigne, Samuel A ; Naeem, Muhammad Abubakr ; Karim, Sitara ; Billah, Mabruk. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s027553192200068x.

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2022Return and volatility linkages between international energy markets and Chinese commodity market. (2022). Shang, Zezhong ; Li, Jian Feng ; Sun, Guanglin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:179:y:2022:i:c:s0040162522001743.

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2022Foreign to all but fluent in many: The effect of multinationality on shock resilience. (2022). Mullner, Jakob ; Puhr, Harald. In: Journal of World Business. RePEc:eee:worbus:v:57:y:2022:i:6:s109095162200061x.

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2021Earnings Management in Frontier Market: Do Institutional Settings Matter?. (2021). Safari, Maryam ; Yapa, Prem ; Martens, Wil. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:1:p:17-:d:493355.

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2021Is It Possible to Forecast the Price of Bitcoin?. (2021). Goutte, Stéphane ; Chevallier, Julien ; Guegan, Dominique. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:2:p:24-420:d:564101.

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2021Bitcoin and Portfolio Diversification: A Portfolio Optimization Approach. (2021). Al-Mohamad, Somar ; Rashid, Audil ; Bakry, Walid ; El-Kanj, Nasser. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:282-:d:579498.

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2022.

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2023.

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2021The Impact of COVID-19 on the Dynamic Topology and Network Flow of World Stock Markets. (2021). Yao, Hongxing ; Memon, Bilal Ahmed. In: JOItmC. RePEc:gam:joitmc:v:7:y:2021:i:4:p:241-:d:695841.

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2021Predictive Role of Ex Ante Strategic Firm Characteristics for Sustainable Initial Public Offering (IPO) Survival. (2021). Shaharuddin, Shahrin Saaid ; Ismail, Izlin ; Ahmad, Iftikhar. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:14:p:8063-:d:597236.

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2021Impacts, Systemic Risk and National Response Measures Concerning COVID-19—The Island Case Studies of Iceland and Greenland. (2021). Johannsdottir, Lara ; Cook, David. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:15:p:8470-:d:604000.

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2022COVID-19 in US Economy: Structural Analysis and Policy Proposals. (2022). Soklis, George ; Liargovas, Panagiotis ; Apostolopoulos, Nikolaos ; Rodousakis, Nikolaos. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:13:p:7925-:d:851374.

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2021Institutions, Financial Development, and Small Business Survival: Evidence from European Emerging Markets. (2021). Kočenda, Evžen ; Iwasaki, Ichiro ; Shida, Yoshisada ; Koenda, Even. In: CEI Working Paper Series. RePEc:hit:hitcei:2020-10.

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2021Distressed Acquisitions Evidence from European Emerging Markets. (2021). Kočenda, Evžen ; Iwasaki, Ichiro ; Shida, Yoshisada ; Koenda, Even. In: RRC Working Paper Series. RePEc:hit:rrcwps:90.

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2021Network Interdependence and Optimization of Bank Portfolios from Developed and Emerging Asia Pacific Countries. (2021). Yoon, Seong-Min ; Kang, Sanghoon ; Hernandez, Jose Arreola ; Arreolahernandez, Jose ; McIver, Ron P. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:4:d:10.1007_s10690-021-09339-3.

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2021A New Dynamic Mixture Copula Mechanism to Examine the Nonlinear and Asymmetric Tail Dependence Between Stock and Exchange Rate Returns. (2021). Chang, Kuang-Liang. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:4:d:10.1007_s10614-020-09981-5.

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2021Institutions and corporate financial distress in Central and Eastern Europe. (2021). Stef, Nicolae. In: European Journal of Law and Economics. RePEc:kap:ejlwec:v:52:y:2021:i:1:d:10.1007_s10657-021-09702-9.

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2022Changes in co-movement and risk transmission between South Asian stock markets amidst the development of regional co-operation. (2022). Power, David M ; Tantisantiwong, Nongnuch ; Khan, Muhammad Niaz. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:36:y:2022:i:1:d:10.1007_s11408-021-00386-4.

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2022Institutions, financial development, and small business survival: evidence from European emerging markets. (2022). Kočenda, Evžen ; Iwasaki, Ichiro ; Koenda, Even ; Shida, Yoshisada. In: Small Business Economics. RePEc:kap:sbusec:v:58:y:2022:i:3:d:10.1007_s11187-021-00470-z.

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2021Analysis of GDP per Capita Convergence Speed in the Member States of the European Union. (2021). Chirila, Ciprian . In: Ovidius University Annals, Economic Sciences Series. RePEc:ovi:oviste:v:xxi:y:2021:i:2:p:101-108.

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2021RETURN SPILLOVER BETWEEN THE U.S., JAPANESE, AND INDONESIAN STOCK MARKET DURING COVID-19. (2021). Nizar, Nurhuda ; Endarto, Eko ; Dewi, Helena ; Kurniasari, Florentina. In: Business Excellence and Management. RePEc:rom:bemann:v:11:y:2021:i:5:p:196-207.

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2021Nonparametric regression with warped wavelets and strong mixing processes. (2021). Morettin, Pedro A ; Porto, Rogerio F ; Gomez, Luz M. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:73:y:2021:i:6:d:10.1007_s10463-021-00789-0.

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2021Temporal mixture ensemble models for probabilistic forecasting of intraday cryptocurrency volume. (2021). Antulov-Fantulin, Nino ; Lillo, Fabrizio ; Guo, Tian. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00344-9.

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2022Global risks, the macroeconomy, and asset prices. (2022). Costola, Michele ; Donadelli, Michael ; Gerotto, Luca ; Gufler, Ivan. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:5:d:10.1007_s00181-022-02205-9.

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More than 100 citations found, this list is not complete...

Works by Eduard Baumöhl:

YearTitleTypeCited
2014Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment In: Papers.
[Full Text][Citation analysis]		paper35
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.
[Full Text][Citation analysis]		paper12
2019Return spillovers around the globe: A network approach.(2019) In: Economic Modelling.
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2014Stability of the “returns-growth” relationship in G7: The dynamic conditional lagged correlation approach In: Borsa Istanbul Review.
[Full Text][Citation analysis]		article0
2017Networks of Volatility Spillovers among Stock Markets In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper24
2018Networks of volatility spillovers among stock markets.(2018) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 24		article
2016Networks of volatility spillovers among stock markets.(2016) In: KIER Working Papers.
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This paper has another version. Agregated cites: 24		paper
2019Institutions and determinants of firm survival in European emerging markets In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article23
2018Institutions 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: 23		paper
2019Institutions and determinants of firm survival in European emerging markets.(2019) In: Working and Discussion Papers.
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2022Measuring systemic risk in the global banking sector: A cross-quantilogram network approach In: Economic Modelling.
[Full Text][Citation analysis]		article2
2022Measuring systemic risk in the global banking sector: A cross-quantilogram network approach.(2022) In: EconStor Open Access Articles and Book Chapters.
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2014Volatility and dynamic conditional correlations of worldwide emerging and frontier markets In: Economic Modelling.
[Full Text][Citation analysis]		article15
2019Network-based asset allocation strategies In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article9
2018Network-based asset allocation strategies.(2018) In: EconStor Preprints.
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This paper has another version. Agregated cites: 9		paper
2015Similarity 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]		article1
2020Firm survival in new EU member states In: Economic Systems.
[Full Text][Citation analysis]		article13
2017Firm Survival in New EU Member States.(2017) In: CEI Working Paper Series.
[Full Text][Citation analysis]
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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.
[Full Text][Citation analysis]		article11
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.
[Full Text][Citation analysis]		article37
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.
[Full Text][Citation analysis]		article17
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.
[Full Text][Citation analysis]		article16
2020Fear of the coronavirus and the stock markets.(2020) In: EconStor Preprints.
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2022YOLO trading: Riding with the herd during the GameStop episode In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2021YOLO trading: Riding with the herd during the GameStop episode.(2021) In: EconStor Preprints.
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2021Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks In: Resources Policy.
[Full Text][Citation analysis]		article14
2021Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks.(2021) In: Post-Print.
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2021Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks.(2021) In: EconStor Preprints.
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2012Stock market networks: The dynamic conditional correlation approach In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article15
2010Stock 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]		article13
2011Volatility 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]		article1
2014Risk-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]		article1
2021Guest Editors’ Introduction to the Special Issue In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article0
2022How Firms Survive in European Emerging Markets: A Survey In: Working Papers IES.
[Full Text][Citation analysis]		paper0
2022How Firms Survive in European Emerging Markets: A Survey.(2022) In: Eastern European Economics.
[Full Text][Citation analysis]
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2011The Stock Markets and Real Economic Activity In: Eastern European Economics.
[Full Text][Citation analysis]		article3
2016Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance In: Working Papers.
[Full Text][Citation analysis]		paper5
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.
[Full Text][Citation analysis]		paper0
2009Asymmetric GARCH and the financial crisis: a preliminary study.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
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2009Stationarity of time series and the problem of spurious regression In: MPRA Paper.
[Full Text][Citation analysis]		paper4
2011On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2011Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2011Are we able to capture the EU debt crisis? Evidence from PIIGGS countries in panel unit root framework In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2011The instability of the correlation structure of the S&P 500 In: MPRA Paper.
[Full Text][Citation analysis]		paper0
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.
[Full Text][Citation analysis]		paper1
2012Testing the covariance stationarity of CEE stocks In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2013Stock market integration between the CEE-4 and the G7 markets: Asymmetric DCC and smooth transition approach. In: MPRA Paper.
[Full Text][Citation analysis]		paper4
2013Volatility and dynamic conditional correlations of European emerging stock markets In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2016Do people gamble more in good times? Evidence from 27 European countries In: MPRA Paper.
[Full Text][Citation analysis]		paper0
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.
[Full Text][Citation analysis]		article0
2014Determinanty integrácie akciových trhov krajín V4 In: Politická ekonomie.
[Full Text][Citation analysis]		article0
2011Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2019Social aspirations in European banks: peer-influenced risk behaviour In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
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.
[Full Text][Citation analysis]		paper1
2012The Real Convergence of CEE Countries: A Study of Real GDP per capita In: EconStor Open Access Articles and Book Chapters.
[Full Text][Citation analysis]		article1
2013What Drives the Stock Market Integration in the CEE-3? In: EconStor Open Access Articles and Book Chapters.
[Full Text][Citation analysis]		article1
2017Funding Structure of the European and North American Clusters: Results from an Independent Questionnaire In: EconStor Open Access Articles and Book Chapters.
[Full Text][Citation analysis]		article0
2020Stablecoins as a crypto safe haven? Not all of them! In: EconStor Preprints.
[Full Text][Citation analysis]		paper1
2020From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks In: EconStor Preprints.
[Full Text][Citation analysis]		paper2
2020Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector In: EconStor Preprints.
[Full Text][Citation analysis]		paper1
2021Socioeconomic factors and shifts in ideological orientation among political parties: Parliamentary elections in Slovakia from 1998 to 2020 In: EconStor Preprints.
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