Štefan Lyócsa : Citation Profile


Are you Štefan Lyócsa?

Ekonomická Univerzita v Bratislave

3

H index

1

i10 index

40

Citations

RESEARCH PRODUCTION:

20

Articles

20

Papers

RESEARCH ACTIVITY:

   9 years (2009 - 2018). See details.
   Cites by year: 4
   Journals where Štefan Lyócsa has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 16 (28.57 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ply50
   Updated: 2018-04-21    RAS profile: 2018-04-05    
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Relations with other researchers


Works with:

Baumohl, Eduard (17)

Výrost, Tomᚠ(8)

Molnár, Peter (4)

Kočenda, Evžen (3)

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)

Niţoi, Mihai (2)

Brida, Juan (2)

Sensoy, Ahmet (2)

Şensoy, Ahmet (2)

Gómez, David (2)

Spulbar, Cristi (2)

Tabak, Benjamin (2)

Mokni, Khaled (1)

JAMMAZI, RANIA (1)

ALAGIDEDE, PAUL (1)

Cites to:

Engle, Robert (40)

Bollerslev, Tim (27)

Sheppard, Kevin (22)

Baumohl, Eduard (22)

Perron, Pierre (18)

Mantegna, Rosario (17)

Granger, Clive (17)

Horvath, Roman (16)

Výrost, Tomᚠ(15)

White, Halbert (14)

Andersen, Torben (14)

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 Applications3
EconStor Open Access Articles2
Economic Modelling2
Finance Research Letters2

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 (2018 and 2017)


YearTitle of citing document
2017A 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.

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2017Stock 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.

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2017How 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.

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2017The 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.

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2017Conditional 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.

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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.

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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.

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2017Cointegration 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.

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2017Features 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.

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2017Financial 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.

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2017Debt 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.

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2017Model Averaging and its Use in Economics. (2017). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:81568.

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Works by Štefan Lyócsa:


YearTitleTypeCited
2014Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment In: Papers.
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2015Granger causality stock market networks: Temporal proximity and preferential attachment.(2015) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 7
article
2015Return spillovers around the globe: A network approach In: Papers.
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paper0
2014Stability of the “returns-growth” relationship in G7: The dynamic conditional lagged correlation approach In: Borsa Istanbul Review.
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article0
2017Networks of Volatility Spillovers among Stock Markets In: CESifo Working Paper Series.
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2018Networks of volatility spillovers among stock markets.(2018) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 0
article
2016Networks of volatility spillovers among stock markets.(2016) In: KIER Working Papers.
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This paper has another version. Agregated cites: 0
paper
2014Volatility and dynamic conditional correlations of worldwide emerging and frontier markets In: Economic Modelling.
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article7
2014Growth-returns nexus: Evidence from three Central and Eastern European countries In: Economic Modelling.
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article0
2015Similarity of emerging market returns under changing market conditions: Markets in the ASEAN-4, Latin America, Middle East, and BRICs In: Economic Systems.
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article1
2017Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis In: Finance Research Letters.
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article1
2017Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis.(2017) In: MPRA Paper.
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This paper has another version. Agregated cites: 1
paper
2017The effect of non-trading days on volatility forecasts in equity markets In: Finance Research Letters.
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article0
2017Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations? In: Journal of International Financial Markets, Institutions and Money.
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article1
2012Stock market networks: The dynamic conditional correlation approach In: Physica A: Statistical Mechanics and its Applications.
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article11
2011Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group In: Czech Journal of Economics and Finance (Finance a uver).
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article1
2013Determinants of Commercial Banks’ Efficiency: Evidence from 11 CEE Countries In: Czech Journal of Economics and Finance (Finance a uver).
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article2
2014Risk-Return Convergence in CEE Stock Markets: Structural Breaks and Market Volatility In: Czech Journal of Economics and Finance (Finance a uver).
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article1
2016Forecasting Exchange Rate Volatility: The Case of the Czech Republic, Hungary and Poland In: Czech Journal of Economics and Finance (Finance a uver).
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article0
2010Industry Concentration Dynamics and Structural Changes: The Case of Aerospace & Defence In: Working Papers IES.
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2011The Stock Markets and Real Economic Activity In: Eastern European Economics.
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article0
2016Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance In: Working Papers.
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2009Stationarity of time series and the problem of spurious regression In: MPRA Paper.
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paper2
2011On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries In: MPRA Paper.
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2011Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries In: MPRA Paper.
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paper1
2011Are we able to capture the EU debt crisis? Evidence from PIIGGS countries in panel unit root framework In: MPRA Paper.
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2011The instability of the correlation structure of the S&P 500 In: MPRA Paper.
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2012Breakdowns and revivals: the long-run relationship between the stock market and real economic activity in the G-7 countries In: MPRA Paper.
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2012Stock returns and real activity: the dynamic conditional lagged correlation approach In: MPRA Paper.
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2012Constructing weekly returns based on daily stock market data: A puzzle for empirical research? In: MPRA Paper.
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2012Testing the covariance stationarity of CEE stocks In: MPRA Paper.
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2013Volatility and dynamic conditional correlations of European emerging stock markets In: MPRA Paper.
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paper1
2015Predicting changes in the output of OECD countries: An international network perspective In: MPRA Paper.
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paper0
2011Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets In: Applied Economics Letters.
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article1
2016What drives intermediation costs? A case of tennis betting market In: Applied Economics.
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article0
2016Volatility forecasting of strategically linked commodity ETFs: gold-silver In: Quantitative Finance.
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2014How smooth is the stock market integration of CEE-3? In: William Davidson Institute Working Papers Series.
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2012The Real Convergence of CEE Countries: A Study of Real GDP per capita In: EconStor Open Access Articles.
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2013What Drives the Stock Market Integration in the CEE-3? In: EconStor Open Access Articles.
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2018Social aspirations in European banks: peer-influenced risk behavior In: EconStor Preprints.
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