Tomáš Plíhal : Citation Profile

Are you Tomáš Plíhal?

Masarykova Univerzita

2

H index

1

i10 index

23

Citations

RESEARCH PRODUCTION:

7

Articles

1

Papers

RESEARCH ACTIVITY:

   5 years (2016 - 2021). See details.
   Cites by year: 4
   Journals where Tomáš Plíhal has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppl121
   Updated: 2023-05-27    RAS profile: 2022-01-25    
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Relations with other researchers

Works with:

Lyócsa, Štefan (5)

Molnár, Peter (2)

Výrost, Tomáš (2)

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

Is cited by:

Tonzer, Lena (1)

Výrost, Tomáš (1)

GUPTA, RANGAN (1)

Fiszeder, Piotr (1)

Ftiti, Zied (1)

Nguyen, Thai (1)

Vidal-Tomás, David (1)

Auer, Raphael (1)

Huber, Christoph (1)

Molnár, Peter (1)

Deev, Oleg (1)

Cites to:

Bollerslev, Tim (35)

Andersen, Torben (28)

Diebold, Francis (20)

Patton, Andrew (15)

Corsi, Fulvio (9)

Molnár, Peter (9)

Lunde, Asger (8)

Giot, Pierre (8)

Vega, Clara (8)

bouoiyour, jamal (8)

Lyócsa, Štefan (7)

Main data

Where Tomáš Plíhal has published?

Journals with more than one article published# docs
Finance Research Letters2

Recent works citing Tomáš Plíhal (2022 and 2021)

YearTitle of citing document
2022Banking in the shadow of Bitcoin? The institutional adoption of cryptocurrencies. (2022). Zoss, Markus ; Orazem, Lovrenc ; Lewrick, Ulf ; Farag, Marc ; Auer, Raphael. In: BIS Working Papers. RePEc:bis:biswps:1013.

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2023Banking 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.

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2023Good 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.

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2021Does non-fundamental news related to COVID-19 matter for stock returns? Evidence from Shanghai stock market. (2021). ben Ameur, Hachmi ; Ftiti, Zied ; Louhichi, Wael. In: Economic Modelling. RePEc:eee:ecmode:v:99:y:2021:i:c:s0264999321000675.

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2022Measuring the impact of digital exchange cyberattacks on Bitcoin Returns. (2022). Ah, Seung ; Milunovich, George. In: Economics Letters. RePEc:eee:ecolet:v:221:y:2022:i:c:s0165176522003676.

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2023Are 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.

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2022Forecasting automobile gasoline demand in Australia using machine learning-based regression. (2022). Hensher, David A ; Zhou, BO ; Li, Zheng. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pd:s0360544221025603.

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2022Does investor sentiment predict bitcoin return and volatility? A quantile regression approach. (2022). Narada, P ; Ruwani, J M ; Dias, Ishanka K. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003337.

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2021Who raised from the abyss? A comparison between cryptocurrency and stock market dynamics during the COVID-19 pandemic. (2021). Vidal-Tomas, David ; Caferra, Rocco. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000350.

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2022Stablecoins versus traditional cryptocurrencies in response to interbank rates. (2022). , Quan ; Anh, Thu Thi ; Nguyen, Thanh Cong ; Vu, Thai. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000654.

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2022Russia’s ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention. (2022). Lyócsa, Štefan ; Lyocsa, Tefan ; Plihal, Toma. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322002410.

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2022Central bank speeches and digital currency competition. (2022). Scharnowski, Stefan. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003038.

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2022The looming crisis in the Chinese stock market? Left-tail exposure analysis of Chinese stocks to Evergrande. (2022). Vrost, Toma ; Lyocsa, Tefan ; Deev, Oleg. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003762.

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2022The role of investor attention in global asset price variation during the invasion of Ukraine. (2022). Horvath, Matu ; Staek, Daniel ; Halouskova, Martina. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004755.

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2023Climate 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.

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2022Forecasting volatility of Bitcoin. (2022). Molnár, Peter ; Polasik, Micha ; Molnar, Peter ; Lind, Andrea Falk ; Bergsli, Lykke Overland. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001616.

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2022Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

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2022Forecasting volatility during the outbreak of Russian invasion of Ukraine: application to commodities, stock indices, currencies, and cryptocurrencies. (2022). Maecka, Marta ; Fiszeder, Piotr. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:17:y:2022:i:4:p:939-967.

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2022A note on the Bitcoin and Fed Funds rate. (2022). Aboura, Sofiane. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:5:d:10.1007_s00181-022-02207-7.

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2021Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies. (2021). Vo, Xuan Vinh ; Umar, Zaghum ; Aharon, David Y. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00274-w.

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2022To jump or not to jump: momentum of jumps in crude oil price volatility prediction. (2022). Zhang, Yaojie ; Wang, Yudong ; Ma, Feng ; Wei, YU. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00360-7.

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2022A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022.

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Works by Tomáš Plíhal:

YearTitleTypeCited
2020Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article17
2021A tale of tails : New evidence on the growth-return nexus In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2021FX market volatility modelling: Can we use low-frequency data? In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2019Central bank announcements and realized volatility of stock markets in G7 countries In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article0
2021Modeling realized volatility of the EUR/USD exchange rate: Does implied volatility really matter? In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article1
2021Non-Standard Errors In: Working Papers.
[Full Text][Citation analysis]		paper2
2016Granger Causality between Stock Market and Macroeconomic Indicators: Evidence from Germany In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis.
[Full Text][Citation analysis]		article0
2021Scheduled macroeconomic news announcements and Forex volatility forecasting In: Journal of Forecasting.
[Full Text][Citation analysis]		article1

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