Vit Bubak : Citation Profile


Are you Vit Bubak?

Univerzita Karlova v Praze

3

H index

1

i10 index

125

Citations

RESEARCH PRODUCTION:

7

Articles

7

Papers

RESEARCH ACTIVITY:

   16 years (2003 - 2019). See details.
   Cites by year: 7
   Journals where Vit Bubak has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 2 (1.57 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbu105
   Updated: 2021-01-23    RAS profile: 2020-04-11    
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Relations with other researchers


Works with:

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

Is cited by:

Antonakakis, Nikolaos (9)

Kočenda, Evžen (6)

Soucek, Michael (5)

Do, Hung (3)

Khalifa, Ahmed (3)

Vacha, Lukas (3)

Chatziantoniou, Ioannis (3)

Gabauer, David (3)

Filis, George (3)

Baruník, Jozef (3)

Hirayama, Kenjiro (2)

Cites to:

Bollerslev, Tim (10)

Engle, Robert (10)

Andersen, Torben (9)

Diebold, Francis (6)

Melvin, Michael (4)

Kočenda, Evžen (4)

Taylor, Mark (3)

Horvath, Roman (3)

Gallo, Giampiero (3)

Corsi, Fulvio (3)

Easley, David (3)

Main data


Where Vit Bubak has published?


Journals with more than one article published# docs
Czech Journal of Economics and Finance (Finance a uver)3

Working Papers Series with more than one paper published# docs
Working Papers IES / Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies3

Recent works citing Vit Bubak (2021 and 2020)


YearTitle of citing document
2020Dimension Reduction for High Dimensional Vector Autoregressive Models. (2020). Hecq, Alain ; Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2009.03361.

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2020The prevalence of undernutrition and associated factors among preschool children: Evidence from Pakistan Demographic and Health Survey 2017–18. (2020). Patel, Kamalesh Kumar ; Naz, Lubna ; Uzoma, Ifeoma Evan. In: Children and Youth Services Review. RePEc:eee:cysrev:v:119:y:2020:i:c:s0190740920320028.

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2020The Tobit cointegrated vector autoregressive model: An application to the currency market. (2020). Welfe, Aleksander ; Grabowski, Wojciech. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:88-100.

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2020Volatility transmission between oil prices and banks stock prices as a new source of instability: Lessons from the United States experience. (2020). Ehouman, Yao Axel. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:198-217.

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2020Measuring extreme risk spillovers across international stock markets: A quantile variance decomposition analysis. (2020). Su, Xianfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819304085.

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2020Volatility interdependence on foreign exchange markets: The contribution of cross-rates. (2020). Kinkyo, Takuji. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301807.

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2020Volatility spillovers in commodity markets: A large t-vector autoregressive approach. (2020). Wilms, Ines ; Barbaglia, Luca ; Croux, Christophe. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303500.

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2020Spillover effects of RMB exchange rate among B&R countries: Before and during COVID-19 event. (2020). Luo, YU ; Wei, Zhixi ; Guo, Kun ; Huang, Zili. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612320315968.

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2020Examining stress in Asian currencies: A perspective offered by high frequency financial market data. (2020). Treepongkaruna, Sirimon ; Matei, Marius ; Dungey, Mardi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120300846.

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2020Dynamic exchange rate dependences: The effect of the U.S.-China trade war. (2020). Lien, Donald ; Xu, Yingying. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:68:y:2020:i:c:s1042443120301220.

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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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2020Impact of stock market trading on currency market volatility spillovers. (2020). Yelkenci, Tezer ; AYDOAN, Berna ; Baklaci, Hasan Fehmi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919307287.

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2020Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions. (2020). Antonakakis, Nikolaos ; Gabauer, David ; Chatziantoniou, Ioannis. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:84-:d:349823.

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2020Volatility impulse response analysis for DCC‐GARCH models: The role of volatility transmission mechanisms. (2020). Gabauer, David. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:5:p:788-796.

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Works by Vit Bubak:


YearTitleTypeCited
2010Volatility Transmission in Emerging European Foreign Exchange Markets In: CESifo Working Paper Series.
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paper114
2011Volatility transmission in emerging European foreign exchange markets.(2011) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 114
article
2011Volatility Transmission in Emerging European Foreign Exchange Markets.(2011) In: William Davidson Institute Working Papers Series.
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This paper has another version. Agregated cites: 114
paper
2019Closing the rural-urban gap in child malnutrition: Evidence from Paraguay, 1997–2012 In: Economics & Human Biology.
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article1
2010Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market In: Czech Economic Review.
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article0
2010Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market.(2010) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2010Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market.(2010) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2006Seasonality and Non-Trading Effect on Central European Stock Markets (in English) In: Czech Journal of Economics and Finance (Finance a uver).
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article3
2006Trading Intensity and Intraday Volatility on the Prague Stock Exchange: Evidence from an Autoregressive Conditional Duration Model (in English) In: Czech Journal of Economics and Finance (Finance a uver).
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article0
2009Distribution and Dynamics of Central-European Exchange Rates: Evidence from Intraday Data In: Czech Journal of Economics and Finance (Finance a uver).
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article5
2005Trading Intensity and Intraday Volatility on the Prague Stock Exchange: Evidence from an Autoregressive Conditional Duration Model In: Working Papers IES.
[Citation analysis]
paper0
2006The Price Impact of Stock Trades: Evidence from the Prague Stock Exchange In: Working Papers IES.
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paper0
2008Value-at-Risk on Central and Eastern European Stock Markets: An Empirical Investigation Using GARCH Models In: Working Papers IES.
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paper1
2003Informative value of firm capital structure In: Prague Economic Papers.
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article1

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