3
H index
1
i10 index
40
Citations
Štefan Lyócsa : Citation Profile
Ekonomická Univerzita v Bratislave | RESEARCH PRODUCTION: 20 Articles 20 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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9 years (2009 - 2018). Relations with other researchers
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:
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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 |
| Physica A: Statistical Mechanics and its Applications | 3 |
| EconStor Open Access Articles | 2 |
| Economic Modelling | 2 |
| Finance Research Letters | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| MPRA Paper / University Library of Munich, Germany | 12 |
| Papers / arXiv.org | 2 |
Recent works citing Štefan Lyócsa (2018 and 2017)
| Year | Title of citing document |
|---|---|
| 2017 | A review of two decades of correlations, hierarchies, networks and clustering in financial markets. (2017). Donnat, Philippe ; Bi, Mikolaj ; Nielsen, Frank ; Marti, Gautier . In: Papers. RePEc:arx:papers:1703.00485. Full description at Econpapers || Download paper |
| 2017 | Stock markets volatility spillovers during financial crises: A DCC-MGARCH with skewed-t density approach. (2017). Balaa, Dahiru A ; Takimotob, Taro . In: Borsa Istanbul Review. RePEc:bor:bistre:v:17:y:2017:i:1:p:25-48. Full description at Econpapers || Download paper |
| 2017 | How are Africas emerging stock markets related to advanced markets? Evidence from copulas. (2017). ALAGIDEDE, PAUL ; Mensah, Jones Odei . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:1-10. Full description at Econpapers || Download paper |
| 2017 | The intraday directional predictability of large Australian stocks: A cross-quantilogram analysis. (2017). Todorova, Neda . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:221-230. Full description at Econpapers || Download paper |
| 2017 | Conditional dependence between international stock markets: A long memory GARCH-copula model approach. (2017). Mokni, Khaled ; Mansouri, Faysal. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:42-43:y:2017:i::p:116-131. Full description at Econpapers || Download paper |
| 2017 | Asymmetric 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 |
| 2017 | Asymmetric 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 |
| 2017 | Cointegration and causal linkages in fertilizer markets across different regimes. (2017). Lahmiri, Salim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:181-189. Full description at Econpapers || Download paper |
| 2017 | Features of spillover networks in international financial markets: Evidence from the G20 countries. (2017). Liu, Xueyong ; Wen, Shaobo ; Feng, Sida ; Chen, Zhihua ; An, Haizhong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:479:y:2017:i:c:p:265-278. Full description at Econpapers || Download paper |
| 2017 | Financial networks based on Granger causality: A case study. (2017). Papana, Angeliki ; Diks, Cees ; Kugiumtzis, Dimitris ; Kyrtsou, Catherine. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:482:y:2017:i:c:p:65-73. Full description at Econpapers || Download paper |
| 2017 | Debt and growth: A non-parametric approach. (2017). Gómez, David ; Brida, Juan ; Seijas, Maria Nela ; Gomez, David Matesanz . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:486:y:2017:i:c:p:883-894. Full description at Econpapers || Download paper |
| 2017 | Model Averaging and its Use in Economics. (2017). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:81568. Full description at Econpapers || Download paper |
Works by Štefan Lyócsa:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2014 | Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment In: Papers. [Full Text][Citation analysis] | paper | 7 |
| 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 another version. Agregated cites: 7 | article | |
| 2015 | Return spillovers around the globe: A network approach In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Stability of the âreturns-growthâ 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 | 0 |
| 2018 | Networks of volatility spillovers among stock markets.(2018) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2016 | Networks of volatility spillovers among stock markets.(2016) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Volatility and dynamic conditional correlations of worldwide emerging and frontier markets In: Economic Modelling. [Full Text][Citation analysis] | article | 7 |
| 2014 | Growth-returns nexus: Evidence from three Central and Eastern European countries In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 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 |
| 2017 | Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 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 another version. Agregated cites: 1 | paper | |
| 2017 | The effect of non-trading days on volatility forecasts in equity markets In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 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 | 1 |
| 2012 | Stock market networks: The dynamic conditional correlation approach In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 11 |
| 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 | 2 |
| 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 | 0 |
| 2010 | Industry Concentration Dynamics and Structural Changes: The Case of Aerospace & Defence In: Working Papers IES. [Full Text][Citation analysis] | paper | 0 |
| 2011 | The Stock Markets and Real Economic Activity 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 | 0 |
| 2009 | Stationarity of time series and the problem of spurious regression In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 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 | 0 |
| 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 | 1 |
| 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 |
| 2011 | Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets 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 | 0 |
| 2016 | Volatility forecasting of strategically linked commodity ETFs: gold-silver In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
| 2014 | How smooth is the stock market integration of CEE-3? In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2012 | The Real Convergence of CEE Countries: A Study of Real GDP per capita In: EconStor Open Access Articles. [Full Text][Citation analysis] | article | 0 |
| 2013 | What Drives the Stock Market Integration in the CEE-3? In: EconStor Open Access Articles. [Full Text][Citation analysis] | article | 0 |
| 2018 | Social aspirations in European banks: peer-influenced risk behavior In: EconStor Preprints. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 1 2018. Contact: CitEc Team