Štefan Lyócsa : Citation Profile


Are you Štefan Lyócsa?

Ekonomická Univerzita v Bratislave

3

H index

0

i10 index

24

Citations

RESEARCH PRODUCTION:

16

Articles

18

Papers

RESEARCH ACTIVITY:

   8 years (2009 - 2017). See details.
   Cites by year: 3
   Journals where Štefan Lyócsa has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 12 (33.33 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ply50
   Updated: 2017-04-22    RAS profile: 2017-03-22    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Baumohl, Eduard (19)

Výrost, Tomᚠ(8)

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

Is cited by:

Výrost, Tomᚠ(3)

Tabak, Benjamin (2)

Niţoi, Mihai (2)

Şensoy, Ahmet (2)

Spulbar, Cristi (2)

Komarek, Lubos (1)

Gómez, David (1)

Papadimitriou, Theophilos (1)

Brida, Juan (1)

Hamori, Shigeyuki (1)

Hlaváček, Michal (1)

Cites to:

Engle, Robert (41)

Baumohl, Eduard (24)

Sheppard, Kevin (20)

Granger, Clive (18)

Bollerslev, Tim (17)

Mantegna, Rosario (17)

Výrost, Tomᚠ(17)

Perron, Pierre (17)

Horvath, Roman (16)

Kočenda, Evžen (15)

Schwert, G. (13)

Main data


Where Štefan Lyócsa has published?


Journals with more than one article published# docs
Czech Journal of Economics and Finance (Finance a uver)4
Economic Modelling2
Physica A: Statistical Mechanics and its Applications2
EconStor Open Access Articles2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany12
Papers / arXiv.org2

Recent works citing Štefan Lyócsa (2017 and 2016)


YearTitle of citing document
2016Network analysis of returns and volume trading in stock markets: The Euro Stoxx case. (2016). Gómez, David ; Brida, Juan ; Seijas, Maria Nela ; Matesanz, David . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:444:y:2016:i:c:p:751-764.

Full description at Econpapers || Download paper

2016Bank supervision using the Threshold-Minimum Dominating Set. (2016). Papadimitriou, Theophilos ; Gogas, Periklis ; Matthaiou, Maria-Artemis . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:451:y:2016:i:c:p:23-35.

Full description at Econpapers || Download paper

2016A financial network perspective of financial institutions’ systemic risk contributions. (2016). Yao, Shuang ; Uryasev, Stan ; Zhuang, Xin-Tian . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:456:y:2016:i:c:p:183-196.

Full description at Econpapers || Download paper

2016Time-varying causal network of the Korean financial system based on firm-specific risk premiums. (2016). Chang, Woojin ; Cho, Poongjin ; Song, Jae Wook ; Ko, Bonggyun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:458:y:2016:i:c:p:287-302.

Full description at Econpapers || Download paper

2016Volatility and correlation-based systemic risk measures in the US market. (2016). Civitarese, Jamil . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:459:y:2016:i:c:p:55-67.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Return and volatility interdependences in up and down markets across developed and emerging countries. (2016). Kundu, Srikanta ; Sarkar, Nityananda . In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:297-311.

Full description at Econpapers || Download paper

2016Simultaneity of Crime Incidence in Mindanao. (2016). Madanlo, Lalaine ; Tamayo, Adrian ; Murcia, John Vianne . In: MPRA Paper. RePEc:pra:mprapa:72648.

Full description at Econpapers || Download paper

2016The Relationship between Bank Efficiency and Risk and Productivity Patterns in the Romanian Banking System. (2016). Spulbar, Cristi ; Niţoi, Mihai. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2016:i:1:p:39-53.

Full description at Econpapers || Download paper

Works by Štefan Lyócsa:


YearTitleTypeCited
2014Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment In: Papers.
[Full Text][Citation analysis]
paper4
2015Granger 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: 4
article
2015Return spillovers around the globe: A network approach In: Papers.
[Full Text][Citation analysis]
paper0
2014Stability of the “returns-growth” relationship in G7: The dynamic conditional lagged correlation approach In: Borsa Istanbul Review.
[Full Text][Citation analysis]
article0
2014Volatility and dynamic conditional correlations of worldwide emerging and frontier markets In: Economic Modelling.
[Full Text][Citation analysis]
article3
2014Growth-returns nexus: Evidence from three Central and Eastern European countries In: Economic Modelling.
[Full Text][Citation analysis]
article0
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]
article0
2012Stock market networks: The dynamic conditional correlation approach In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article8
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
2013Determinants of Commercial Banks’ Efficiency: Evidence from 11 CEE Countries In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]
article2
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]
article0
2016Forecasting Exchange Rate Volatility: The Case of the Czech Republic, Hungary and Poland In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]
article0
2010Industry Concentration Dynamics and Structural Changes: The Case of Aerospace & Defence In: Working Papers IES.
[Full Text][Citation analysis]
paper0
2016Networks of volatility spillovers among stock markets In: KIER Working Papers.
[Full Text][Citation analysis]
paper0
2011The Stock Markets and Real Economic Activity In: Eastern European Economics.
[Full Text][Citation analysis]
article0
2011The Stock Markets and Real Economic Activity.(2011) In: Eastern European Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2016Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance In: Working Papers.
[Full Text][Citation analysis]
paper0
2009Stationarity of time series and the problem of spurious regression In: MPRA Paper.
[Full Text][Citation analysis]
paper1
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]
paper0
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.
[Full Text][Citation analysis]
paper0
2012Stock returns and real activity: the dynamic conditional lagged correlation approach In: MPRA Paper.
[Full Text][Citation analysis]
paper0
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
2013Volatility and dynamic conditional correlations of European emerging stock markets In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2015Predicting changes in the output of OECD countries: An international network perspective In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2017Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2011Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets In: Applied Economics Letters.
[Full Text][Citation analysis]
article1
2016What drives intermediation costs? A case of tennis betting market In: Applied Economics.
[Full Text][Citation analysis]
article0
2014How smooth is the stock market integration of CEE-3? In: William Davidson Institute Working Papers Series.
[Full Text][Citation analysis]
paper0
2012The Real Convergence of CEE Countries: A Study of Real GDP per capita In: EconStor Open Access Articles.
[Full Text][Citation analysis]
article0
2013What Drives the Stock Market Integration in the CEE-3? In: EconStor Open Access Articles.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated April, 6 2017. Contact: CitEc Team