12
H index
15
i10 index
387
Citations
Prešovská Univerzita (66% share) | 12 H index 15 i10 index 387 Citations RESEARCH PRODUCTION: 52 Articles 23 Papers RESEARCH ACTIVITY: 13 years (2009 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/ply50 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Štefan Lyócsa. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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MPRA Paper / University Library of Munich, Germany | 12 |
EconStor Preprints / ZBW - Leibniz Information Centre for Economics | 4 |
Papers / arXiv.org | 2 |
Year | Title of citing document |
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2023 | Nonparametric Test for Volatility in Clustered Multiple Time Series. (2021). Barrios, Erniel B ; Victor, Paolo. In: Papers. RePEc:arx:papers:2104.14412. Full description at Econpapers || Download paper |
2023 | Arbitrage across different Bitcoin exchange venues: Perspectives from investor base and market related events. (2023). Cheng, Feiyang ; Shu, AO ; Pan, Zheyao ; Liang, Zini ; Han, Jianlei. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:5:p:5183-5210. Full description at Econpapers || Download paper |
2024 | Risk aversion and favouriteâlongshot bias in a competitive fixed?odds betting market. (2024). Whelan, Karl. In: Economica. RePEc:bla:econom:v:91:y:2024:i:361:p:188-209. Full description at Econpapers || Download paper |
2023 | The role of tail network topological characteristic in portfolio selection: A TNA?PMC model. (2023). Zhao, Qinna ; Jiang, Cuixia ; Xu, Qifa ; Li, Mengting. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:37-57. Full description at Econpapers || Download paper |
2023 | Banking in the Shadow of Bitcoin? The Institutional Adoption of Cryptocurrencies. (2023). Auer, Raphael A ; Zoss, Markus ; Orazem, Lovrenc ; Lewrick, Ulf ; Farag, Marc. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10355. Full description at Econpapers || Download paper |
2023 | The contribution of realized covariance models to the economic value of volatility timing. (2023). Bauwens, Luc ; Xu, Yongdeng. In: LIDAM Discussion Papers CORE. RePEc:cor:louvco:2023018. Full description at Econpapers || Download paper |
2023 | The Foreign Exchange Auction Systemââ¬â¢s Effect on SME Stability and Performance. (2023). Chikwira, Collin. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-05-12. Full description at Econpapers || Download paper |
2023 | Risk transmission of El Niño-induced climate change to regional Green Economy Index. (2023). Wang, LU ; Yu, Sixin ; Li, Yan ; Zhang, LI. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:860-872. Full description at Econpapers || Download paper |
2023 | Good and bad self-excitation: Asymmetric self-exciting jumps in Bitcoin returns. (2023). Peng, Zhe ; Xu, Mengyu ; Zhang, Zhengjun. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003613. Full description at Econpapers || Download paper |
2023 | The role of uncertainty in forecasting volatility comovements across stock markets. (2023). Palomba, Giulio ; Rossi, Eduardo ; Bucci, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001219. Full description at Econpapers || Download paper |
2023 | Breaking news headlines: Impact on trading activity in the cryptocurrency market. (2023). Subramaniam, Sowmya ; Kulbhaskar, Anamika Kumar. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002092. Full description at Econpapers || Download paper |
2023 | Building optimal regime-switching portfolios. (2023). Bucci, Andrea ; Ciciretti, Vito. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001723. Full description at Econpapers || Download paper |
2023 | Risk substitution in cryptocurrencies: Evidence from BRICS announcements. (2023). Pisera, Stefano ; Paltrinieri, Andrea ; Dreassi, Alberto ; Chiaramonte, Laura ; Alon, Ilan ; Goodell, John W. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122000553. Full description at Econpapers || Download paper |
2023 | Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:308-321. Full description at Econpapers || Download paper |
2023 | Are cryptocurrencies a safe haven for stock investors? A regime-switching approach. (2023). Miu, Peter ; Li, Leon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:367-385. Full description at Econpapers || Download paper |
2023 | Forecasting realized volatility with machine learning: Panel data perspective. (2023). Liu, Zhi ; He, Lidan ; Bai, LU ; Zhu, Haibin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:251-271. Full description at Econpapers || Download paper |
2023 | Attention to oil prices and its impact on the oil, gold and stock markets and their covariance. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s014098832300141x. Full description at Econpapers || Download paper |
2023 | A wavelet-based methodology to compare the impact of pandemic versus RussiaâUkraine conflict on crude oil sector and its interconnectedness with other energy and non-energy markets. (2023). Deb, Soudeep ; Soni, Anchal ; Roy, Archi. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003286. Full description at Econpapers || Download paper |
2023 | Letâs talk about risk! Stock market effects of risk disclosure for European energy utilities. (2023). Walther, Thomas ; Schiemann, Frank ; Dusterhoft, Maximilian. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s014098832300292x. Full description at Econpapers || Download paper |
2023 | Global energy supply risk: Evidence from the reactions of European natural gas futures to Nord Stream announcements. (2023). Gurdgiev, Constantin ; Pisera, Stefano ; Paltrinieri, Andrea ; Goodell, John W. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003365. Full description at Econpapers || Download paper |
2023 | Forecasting global stock market volatilities in an uncertain world. (2023). Zhang, Ting ; Wang, Gang-Jin ; Zeng, Zhi-Jian ; Xie, Chi ; Li, Zhao-Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004136. Full description at Econpapers || Download paper |
2023 | Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets. (2023). Zhu, You ; Uddin, Gazi Salah ; Xie, Chi ; Feng, Yusen ; Wan, LI ; Wang, Gang-Jin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000340. Full description at Econpapers || Download paper |
2023 | Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence. (2023). Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521922002587. Full description at Econpapers || Download paper |
2023 | Good volatility, bad volatility, and the cross section of cryptocurrency returns. (2023). Zhao, Ran ; Zhang, Zehua. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002284. Full description at Econpapers || Download paper |
2023 | S&P volatility, VIX, and asymptotic volatility estimates. (2023). Christie-David, Rohan ; Chatrath, Arjun ; Bonaparte, Yosef. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005694. Full description at Econpapers || Download paper |
2023 | Which component of air quality index drives stock price volatility in China: a decomposition-based forecasting method. (2023). Wu, Rui ; Peng, Lijuan ; Zhang, LI ; Yu, Jize. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005839. Full description at Econpapers || Download paper |
2023 | Climate policy uncertainty and stock market volatility: Evidence from different sectors. (2023). Li, Bin ; Lv, Wendai. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006821. Full description at Econpapers || Download paper |
2023 | Cryptocurrency hacking incidents and the price dynamics of Bitcoin spot and futures. (2023). Yang, Jimmy J ; Chang, Yung Ting ; Chen, Yu-Lun. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003276. Full description at Econpapers || Download paper |
2023 | The US banking crisis in 2023: Intraday attention and price variation of banks at risk. (2023). Halouskova, Martina ; Lyocsa, Tefan ; Haugom, Erik. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005810. Full description at Econpapers || Download paper |
2023 | Climate risks and realized volatility of major commodity currency exchange rates. (2023). GUPTA, RANGAN ; Pierdzioch, Christian ; Cepni, Oguzhan ; Bonato, Matteo. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000519. Full description at Econpapers || Download paper |
2023 | Heterogenous responses of stock markets to covid related news and sentiments: Evidence from the 1st year of pandemic. (2023). Wohar, Mark ; Kamal, Javed Bin. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:68-85. Full description at Econpapers || Download paper |
2023 | The connectedness between meme tokens, meme stocks, and other asset classes: Evidence from a quantile connectedness approach. (2023). Yousaf, Imran ; Goodell, John W ; Pham, Linh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001664. Full description at Econpapers || Download paper |
2023 | European stock market volatility connectedness: The role of country and sector membership. (2023). Uribe, Jorge ; Guillen, Montserrat ; Vidal-Llana, Xenxo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001688. Full description at Econpapers || Download paper |
2023 | Which COVID-19 information really impacts stock markets?. (2023). Brzeszczynski, Janusz ; Brzeszczyski, Janusz ; Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443122000749. Full description at Econpapers || Download paper |
2023 | Cryptocurrency regulation and market quality. (2023). Clancey-Shang, Danjue ; Griffith, Todd. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000124. Full description at Econpapers || Download paper |
2023 | Betting on a buzz: Mispricing and inefficiency in online sportsbooks. (2023). Singleton, Carl ; Reade, J ; Ramirez, Philip. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1413-1423. Full description at Econpapers || Download paper |
2023 | Stock market volatility predictability in a data-rich world: A new insight. (2023). Ma, Yuanhui ; Wahab, M. I. M., ; Wang, Jiqian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1804-1819. Full description at Econpapers || Download paper |
2023 | Dynamic asymmetric connectedness in technological sectors. (2023). el Khoury, Rim ; Alqaralleh, Huthaifa ; Alshater, Muneer M. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000470. Full description at Econpapers || Download paper |
2023 | Precious metal as a safe haven for global ESG stocks: Portfolio implications for socially responsible investing. (2023). Ye, Jing ; Liu, Huiling ; Xue, Minggao ; Lei, Heng. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006134. Full description at Econpapers || Download paper |
2023 | Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities. (2023). Yoon, Seong-Min ; Hussain, Syed Jawad ; Ur, Mobeen ; Hernandez, Jose Arreola ; Kang, Sang Hoon. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420722007292. Full description at Econpapers || Download paper |
2023 | A study on the transmission of trade behavior of global nickel products from the perspective of the industrial chain. (2023). Zhao, Yifan ; Yang, Hanshi ; Xing, Wanli ; Zheng, Shuxian ; Zhang, Hua ; Zhou, Xuanru. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000843. Full description at Econpapers || Download paper |
2023 | Institutional and country level determinants of vertical integration: New evidence from the oil and gas industry. (2023). Thanakijsombat, Thanarerk ; Nosheen, Safia ; Saeed, Asif ; Zahoor, Muhammad Khurram ; Ali, Muhammad Kashif. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004889. Full description at Econpapers || Download paper |
2023 | Futures trading activity and the jump risk of spot market: Evidence from the bitcoin market. (2023). Liao, Xiaosai ; Ma, Huan ; Zhang, Chuanhai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000161. Full description at Econpapers || Download paper |
2023 | Exploring the spatial linkage network of peer-to-peer lending in China. (2023). Wei, Xiaolin ; Chong, Zhaohui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:630:y:2023:i:c:s0378437123008348. Full description at Econpapers || Download paper |
2023 | COVID-19 related TV news and stock returns: Evidence from major US TV stations. (2023). Reichmann, Doron ; Moller, Rouven. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:95-109. Full description at Econpapers || Download paper |
2023 | Persistence and long run co-movements across stock market prices. (2023). Martin-Valmayor, Miguel Angel ; Infante, Juan ; Gil-Alana, Luis A. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:347-357. Full description at Econpapers || Download paper |
2023 | Safe-haven properties of green bonds for industrial sectors (GICS) in the United States: Evidence from Covid-19 pandemic and Global Financial Crisis. (2023). Ahad, Muhammad ; Imran, Zulfiqar Ali. In: Renewable Energy. RePEc:eee:renene:v:210:y:2023:i:c:p:408-423. Full description at Econpapers || Download paper |
2023 | What do we know about meme stocks? A bibliometric and systematic review, current streams, developments, and directions for future research. (2023). Nobanee, Haitham ; Daoud, Nejla Ould. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:589-602. Full description at Econpapers || Download paper |
2023 | Forecasting the stock-cryptocurrency relationship: Evidence from a dynamic GAS model. (2023). Hailemariam, Abebe ; Ivanovski, Kris. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:97-111. Full description at Econpapers || Download paper |
2023 | Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors?. (2023). Tzeremes, Panayiotis ; Corbet, Shaen ; Papadamou, Stephanos ; Kyriazis, Nikolaos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002185. Full description at Econpapers || Download paper |
2023 | Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning. (2023). Uddin, Gazi Salah ; Zhu, You ; Wang, Gang-Jin ; Xie, Chi ; Zhou, Yang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s027553192200232x. Full description at Econpapers || Download paper |
2023 | Machine learning sentiment analysis, COVID-19 news and stock market reactions. (2023). Pelizzon, Loriana ; Nofer, Michael ; Hinz, Oliver ; Costola, Michele. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000077. Full description at Econpapers || Download paper |
2023 | Border disputes, conflicts, war, and financial markets research: A systematic review. (2023). Pandey, Dharen ; Kumar, Satish ; Lucey, Brian M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000983. Full description at Econpapers || Download paper |
2023 | Frequency connectedness and cross-quantile dependence among medicare, medicine prices and health-tech equity. (2023). Sohag, Kazi ; Gainetdinova, Anna ; Nappo, Fabio ; Riad, S M. In: Technovation. RePEc:eee:techno:v:120:y:2023:i:c:s016649722200030x. Full description at Econpapers || Download paper |
2023 | Ex-post facto analysis of cryptocurrency literature over a decade using bibliometric technique. (2023). Hassan, M. Kabir ; Devji, Shridev ; Tiwari, Aviral ; Dsouza, Arun ; Pattnaik, Debidutta. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:189:y:2023:i:c:s0040162523000240. Full description at Econpapers || Download paper |
2023 | Dual-Layer Q-Learning Strategy for Energy Management of Battery Storage in Grid-Connected Microgrids. (2023). Das, Saptarshi ; Tahir, Asif Ali ; Abusara, Mohammad ; Ali, Khawaja Haider. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1334-:d:1048005. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Hedging the Risks of MENA Stock Markets with Gold: Evidence from the Spectral Approach. (2023). Essaadi, Essahbi ; Bouri, Elie ; Ourir, Awatef. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10204-8. Full description at Econpapers || Download paper |
2023 | Effects of COVID-19 on Global Financial Markets: Evidence from Qualitative Research for Developed and Developing Economies. (2023). Taghizadeh-Hesary, Farhad ; Sarker, Tapan ; Rasoulinezhad, Ehsan ; Zhao, Linhai. In: The European Journal of Development Research. RePEc:pal:eurjdr:v:35:y:2023:i:1:d:10.1057_s41287-021-00494-x. Full description at Econpapers || Download paper |
2023 | Forecasting purchase rates of new products introduced in existing categories. (2023). Zihagh, Fereshteh ; Moradi, Masoud ; Dass, Mayukh. In: Journal of Marketing Analytics. RePEc:pal:jmarka:v:11:y:2023:i:3:d:10.1057_s41270-022-00169-4. Full description at Econpapers || Download paper |
2023 | Assessing the Credit Risk of Crypto-Assets Using Daily Range Volatility Models. (2023). Fantazzini, Dean. In: MPRA Paper. RePEc:pra:mprapa:117141. Full description at Econpapers || Download paper |
2023 | Examining volatility and spillover effects between markets for sovereign bonds of African countries and the worldâs long term interest rate. (2023). Debalke, Negash Mulatu. In: MPRA Paper. RePEc:pra:mprapa:117491. Full description at Econpapers || Download paper |
2023 | Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model?. (2023). Zhao, Ran ; Zhang, Zehua ; Li, Chenxing. In: MPRA Paper. RePEc:pra:mprapa:118459. Full description at Econpapers || Download paper |
2023 | Financial recommendations on Reddit, stock returns and cumulative prospect theory. (2023). Walther, Martin ; Reichenbach, Felix. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:2:d:10.1007_s42521-023-00084-y. Full description at Econpapers || Download paper |
2023 | Social informedness and investor sentiment in the GameStop short squeeze. (2023). Kauffman, Robert J ; Lee, Sang-Yong Tom ; Kim, Kwansoo. In: Electronic Markets. RePEc:spr:elmark:v:33:y:2023:i:1:d:10.1007_s12525-023-00632-9. Full description at Econpapers || Download paper |
2023 | Predicting abnormal trading behavior from internet rumor propagation: a machine learning approach. (2023). Yeo, Benjamin ; Lu, Wei-Ting ; Cheng, Li-Chen. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00423-9. Full description at Econpapers || Download paper |
2023 | Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality. (2023). Gherghina, Åtefan ; Simionescu, Liliana Nicoleta. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00430-w. Full description at Econpapers || Download paper |
2023 | Dynamic spatiotemporal correlation coefficient based on adaptive weight. (2023). Yu, Xuezeng ; Zhang, Weiguo ; Tan, Chunzhi ; Mo, Guoli. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00437-3. Full description at Econpapers || Download paper |
2023 | Covid-19 pandemic and stock returns in India. (2023). Hassan, M. Kabir ; Abedin, Mohammad Zoynul ; Huda, Makeen ; Dharani, Munusamy. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:1:d:10.1007_s12197-022-09586-8. Full description at Econpapers || Download paper |
2023 | Did real economic uncertainty drive risk connectedness in the oilâstock nexus during the COVID-19 outbreak? A partial wavelet coherence analysis. (2023). Maghyereh, Aktham ; Al-Shboul, Mohammad. In: Journal of Economic Structures. RePEc:spr:jecstr:v:12:y:2023:i:1:d:10.1186_s40008-023-00306-x. Full description at Econpapers || Download paper |
2023 | A tug of war of forecasting the US stock market volatility: Oil futures overnight versus intraday information. (2023). Li, Ziyang ; Chevallier, Julien ; M. I. M. Wahab, ; Ma, Feng. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:1:p:60-75. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2014 | Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment In: Papers. [Full Text][Citation analysis] | paper | 37 |
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 nother version. Agregated cites: 37 | article | |
2015 | Return spillovers around the globe: A network approach In: Papers. [Full Text][Citation analysis] | paper | 13 |
2019 | Return spillovers around the globe: A network approach.(2019) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | 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 | 27 |
2018 | Networks of volatility spillovers among stock markets.(2018) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | article | |
2016 | Networks of volatility spillovers among stock markets.(2016) In: KIER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
2021 | Predicting risk in energy markets: Low-frequency data still matter In: Applied Energy. [Full Text][Citation analysis] | article | 5 |
2021 | Residual electricity demand: An empirical investigation In: Applied Energy. [Full Text][Citation analysis] | article | 5 |
2020 | Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 31 |
2014 | Volatility and dynamic conditional correlations of worldwide emerging and frontier markets In: Economic Modelling. [Full Text][Citation analysis] | article | 14 |
2014 | Growth-returns nexus: Evidence from three Central and Eastern European countries In: Economic Modelling. [Full Text][Citation analysis] | article | 4 |
2019 | Network-based asset allocation strategies In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 10 |
2018 | Network-based asset allocation strategies.(2018) In: EconStor Preprints. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2019 | Asymmetric volatility in equity markets around the world In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 10 |
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 |
2021 | What drives volatility of the U.S. oil and gas firms? In: Energy Economics. [Full Text][Citation analysis] | article | 3 |
2018 | Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds In: Energy. [Full Text][Citation analysis] | article | 12 |
2017 | Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis In: Finance Research Letters. [Full Text][Citation analysis] | article | 19 |
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 nother version. Agregated cites: 19 | paper | |
2017 | The effect of non-trading days on volatility forecasts in equity markets In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
2020 | Stock market oscillations during the corona crash: The role of fear and uncertainty In: Finance Research Letters. [Full Text][Citation analysis] | article | 18 |
2020 | Fear of the coronavirus and the stock markets In: Finance Research Letters. [Full Text][Citation analysis] | article | 33 |
2020 | Fear of the coronavirus and the stock markets.(2020) In: EconStor Preprints. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
2021 | A tale of tails : New evidence on the growth-return nexus In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
2021 | FX market volatility modelling: Can we use low-frequency data? In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
2022 | YOLO trading: Riding with the herd during the GameStop episode In: Finance Research Letters. [Full Text][Citation analysis] | article | 7 |
2021 | YOLO trading: Riding with the herd during the GameStop episode.(2021) In: EconStor Preprints. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2022 | Return adjusted charge ratios: What drives fees and costs of pension schemes? In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2022 | Russiaâs ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention In: Finance Research Letters. [Full Text][Citation analysis] | article | 10 |
2017 | Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 14 |
2019 | Central bank announcements and realized volatility of stock markets in G7 countries In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 0 |
2020 | Trading and non-trading period realized market volatility: Does it matter for forecasting the volatility of US stocks? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 9 |
2021 | Stock market volatility forecasting: Do we need high-frequency data? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 9 |
2012 | Stock market networks: The dynamic conditional correlation approach In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 15 |
2018 | Scale-free distribution of firm-size distribution in emerging economies In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
2019 | Interconnectedness of international tourism demand in Europe: A cross-quantilogram network approach In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
2020 | Connectedness of financial institutions in Europe: A network approach across quantiles In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 13 |
2021 | Modeling realized volatility of the EUR/USD exchange rate: Does implied volatility really matter? In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 2 |
2020 | What drives U.S. financial sector volatility? A Bayesian model averaging perspective In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
2022 | Nominal and discretionary household income convergence: The effect of a crisis in a small open economy In: Structural Change and Economic Dynamics. [Full Text][Citation analysis] | article | 1 |
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 |
2013 | Determinants of Commercial Banksâ Efficiency: Evidence from 11 CEE Countries In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 7 |
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 |
2016 | Forecasting 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] | article | 3 |
2010 | Industry Concentration Dynamics and Structural Changes: The Case of Aerospace & Defence In: Working Papers IES. [Full Text][Citation analysis] | paper | 0 |
2018 | Stock Market Contagion: a New Approach In: Open Economies Review. [Full Text][Citation analysis] | article | 4 |
2011 | The Stock Markets and Real Economic Activity In: Eastern European Economics. [Full Text][Citation analysis] | article | 3 |
2022 | New Credit Drivers: Results from a Small Open Economy In: Eastern European Economics. [Full Text][Citation analysis] | article | 0 |
2016 | Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
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 nother version. Agregated cites: 5 | article | |
2009 | Stationarity of time series and the problem of spurious regression In: MPRA Paper. [Full Text][Citation analysis] | paper | 6 |
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 | 1 |
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 | 2 |
2012 | Testing the covariance stationarity of CEE stocks In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2013 | Volatility and dynamic conditional correlations of European emerging stock markets In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2015 | Predicting changes in the output of OECD countries: An international network perspective In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2022 | Default or profit scoring credit systems? Evidence from European and US peer-to-peer lending markets In: Financial Innovation. [Full Text][Citation analysis] | article | 1 |
2011 | Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
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 nother version. Agregated cites: 0 | paper | |
2020 | Quantile dependence of tourism activity between Southern European countries In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
2016 | What drives intermediation costs? A case of tennis betting market In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
2018 | To bet or not to bet: a reality check for tennis betting market efficiency In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
2016 | Volatility forecasting of strategically linked commodity ETFs: gold-silver In: Quantitative Finance. [Full Text][Citation analysis] | article | 6 |
2019 | Impact of wind and solar production on electricity prices: Quantile regression approach In: Journal of the Operational Research Society. [Full Text][Citation analysis] | article | 3 |
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 and Book Chapters. [Full Text][Citation analysis] | article | 1 |
2013 | What Drives the Stock Market Integration in the CEE-3? In: EconStor Open Access Articles and Book Chapters. [Full Text][Citation analysis] | article | 1 |
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