3
H index
1
i10 index
125
Citations
Vit Bubak : Citation Profile
Univerzita Karlova v Praze | RESEARCH PRODUCTION: 7 Articles 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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16 years (2003 - 2019). 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:
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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 Studies | 3 |
Recent works citing Vit Bubak (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2020 | Dimension Reduction for High Dimensional Vector Autoregressive Models. (2020). Hecq, Alain ; Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2009.03361. Full description at Econpapers || Download paper |
| 2020 | The 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. Full description at Econpapers || Download paper |
| 2020 | The 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. Full description at Econpapers || Download paper |
| 2020 | Volatility 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. Full description at Econpapers || Download paper |
| 2020 | Measuring 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. Full description at Econpapers || Download paper |
| 2020 | Volatility 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. Full description at Econpapers || Download paper |
| 2020 | Volatility 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. Full description at Econpapers || Download paper |
| 2020 | Spillover 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. Full description at Econpapers || Download paper |
| 2020 | Examining 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. Full description at Econpapers || Download paper |
| 2020 | Dynamic 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. 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 | Impact 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. Full description at Econpapers || Download paper |
| 2020 | Refined 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. Full description at Econpapers || Download paper |
| 2020 | Volatility impulse response analysis for DCCâ€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. Full description at Econpapers || Download paper |
Works by Vit Bubak:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | Volatility Transmission in Emerging European Foreign Exchange Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 114 |
| 2011 | Volatility transmission in emerging European foreign exchange markets.(2011) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 114 | article | |
| 2011 | Volatility Transmission in Emerging European Foreign Exchange Markets.(2011) In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 114 | paper | |
| 2019 | Closing the rural-urban gap in child malnutrition: Evidence from Paraguay, 1997–2012 In: Economics & Human Biology. [Full Text][Citation analysis] | article | 1 |
| 2010 | Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market In: Czech Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2010 | Forecasting 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 | |
| 2010 | Forecasting 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 | |
| 2006 | Seasonality and Non-Trading Effect on Central European Stock Markets (in English) In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 3 |
| 2006 | Trading 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). [Full Text][Citation analysis] | article | 0 |
| 2009 | Distribution and Dynamics of Central-European Exchange Rates: Evidence from Intraday Data In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 5 |
| 2005 | Trading Intensity and Intraday Volatility on the Prague Stock Exchange: Evidence from an Autoregressive Conditional Duration Model In: Working Papers IES. [Citation analysis] | paper | 0 |
| 2006 | The Price Impact of Stock Trades: Evidence from the Prague Stock Exchange In: Working Papers IES. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Value-at-Risk on Central and Eastern European Stock Markets: An Empirical Investigation Using GARCH Models In: Working Papers IES. [Full Text][Citation analysis] | paper | 1 |
| 2003 | Informative value of firm capital structure In: Prague Economic Papers. [Full Text][Citation analysis] | article | 1 |
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