Tomáš Výrost : Citation Profile


Are you Tomáš Výrost?

Ekonomická Univerzita v Bratislave

5

H index

4

i10 index

76

Citations

RESEARCH PRODUCTION:

16

Articles

21

Papers

RESEARCH ACTIVITY:

   16 years (2004 - 2020). See details.
   Cites by year: 4
   Journals where Tomáš Výrost has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 11 (12.64 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pvr18
   Updated: 2020-10-17    RAS profile: 2020-10-07    
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Relations with other researchers


Works with:

Baumohl, Eduard (15)

Lyócsa, Štefan (13)

Kočenda, Evžen (3)

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

Is cited by:

Baumohl, Eduard (13)

Lyócsa, Štefan (12)

Lu, Yang (3)

Olbrys, Joanna (3)

Brida, Juan (2)

Şensoy, Ahmet (2)

Gómez, David (2)

Panagiotidis, Theodore (2)

Stengos, Thanasis (2)

Sensoy, Ahmet (2)

Tabak, Benjamin (2)

Cites to:

Mantegna, Rosario (22)

Engle, Robert (20)

Baumohl, Eduard (13)

Lyócsa, Štefan (11)

Bollerslev, Tim (10)

Sheppard, Kevin (9)

Granger, Clive (9)

Kočenda, Evžen (9)

Diebold, Francis (8)

Lee, Junsoo (8)

Bekaert, Geert (7)

Main data


Where Tomáš Výrost has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications4
Czech Journal of Economics and Finance (Finance a uver)3
Applied Economics Letters2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany10
EconStor Preprints / ZBW - Leibniz Information Centre for Economics6
Papers / arXiv.org2

Recent works citing Tomáš Výrost (2020 and 2019)


YearTitle of citing document
2019A review of two decades of correlations, hierarchies, networks and clustering in financial markets. (2019). Bi, Mikolaj ; Nielsen, Frank ; Marti, Gautier ; Donnat, Philippe . In: Papers. RePEc:arx:papers:1703.00485.

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2020The Reinsurance Network Among U.S. Property–Casualty Insurers: Microstructure, Insolvency Risk, and Contagion. (2020). Weiss, Mary A ; Sun, Tao ; Cummins, David J ; Chen, Hua. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:2:p:253-284.

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2020Time-varying dependence in European equity markets: A contagion and investor sentiment driven analysis. (2020). Pochea, Maria Miruna ; Nioi, Mihai. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:133-147.

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2020How helpful are social networks in finding a job along the economic cycle? Evidence from immigrants in France. (2020). Moreno Galbis, Eva ; Herault, Arnaud ; Wolff, Francois-Charles ; MORENOGALBIS, EVA . In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:12-32.

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2020Spatial spillover effects and risk contagion around G20 stock markets based on volatility network. (2020). Lu, Yang ; Zhuang, Xintian ; Zhang, Weiping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302815.

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2019Identifying the peak point of systemic risk in international crude oil importing trade. (2019). Dong, Gaogao ; Du, Ruijin ; Stanley, Eugene H ; Zhang, Xin ; Zhao, Longfeng ; Wang, Yougui ; Tian, Lixin. In: Energy. RePEc:eee:energy:v:176:y:2019:i:c:p:281-291.

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2020Identifying influential energy stocks based on spillover network. (2020). Sun, Qingru ; Tang, Renwu ; Gao, Xiangyun ; Wang, ZE. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918305179.

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2019Quantile coherency networks of international stock markets. (2019). Baumohl, Eduard ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:119-129.

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2020Spatial connectedness of volatility spillovers in G20 stock markets: Based on block models analysis. (2020). Wu, Dongmei ; Zhuang, Xintian ; Zhang, Weiping. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319304805.

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2020Volatility connectedness in global foreign exchange markets. (2020). Wang, Gang-Jin ; Wen, Tiange. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:54:y:2020:i:c:s1042444x20300062.

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2019Identifying influential nodes based on fluctuation conduction network model. (2019). Wang, ZE ; Chen, Zhihua ; Sun, Qingru ; Liu, Xueyong ; Tang, Renwu ; Gao, Xiangyun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:355-369.

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2019The stability of Chinese stock network and its mechanism. (2019). Zhang, Weiping ; Zhuang, Xintian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:515:y:2019:i:c:p:748-761.

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2020Connectedness of financial institutions in Europe: A network approach across quantiles. (2020). Lyócsa, Štefan ; Deev, Oleg ; Lyocsa, Tefan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:550:y:2020:i:c:s0378437119322320.

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2020For evil news rides fast, while good news baits later?—A network based analysis in Chinese stock market. (2020). An, Biao ; Sun, Yafei ; Gao, Ting ; Borjigin, Sumuya. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:551:y:2020:i:c:s0378437120302843.

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2019Multiscale Volatility Transmission and Portfolio Construction Between the Baltic Stock Markets. (2019). Živkov, Dejan ; Manic, Slavica ; Urakovic, Jasmina. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:69:y:2019:i:2:p:211-235.

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2020EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients. (2020). TILFANI, Oussama ; Ferreira, Paulo ; el Boukfaoui, My Youssef ; Dionisio, Andreia. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:5:p:91-:d:354926.

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2019Effects of Technological Innovation Network Embeddedness on the Sustainable Development Capability of New Energy Enterprises. (2019). Yu, Yueqi ; Su, Yi. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:20:p:5814-:d:278401.

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2020A Weighted and Directed Perspective of Global Stock Market Connectedness: A Variance Decomposition and GERGM Framework. (2020). Ma, Ding ; Chen, Rui ; Zhang, Yizhuo. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:11:p:4605-:d:367434.

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2019Modeling the impulse response complex network for studying the fluctuation transmission of price indices. (2019). Wen, Shaobo ; Gao, Xiangyun ; Sun, Qingru ; Wang, ZE ; Feng, Sida. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:14:y:2019:i:4:d:10.1007_s11403-018-0231-x.

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2020The volatility spillover effects among risk appetite indexes: insight from the VIX and the rise. (2020). Alola, Andrew Adewale ; Skenderoglu, Omer ; Akdag, Saffet. In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:13:y:2020:i:1:d:10.1007_s12076-020-00244-3.

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2019Quantile coherency networks of international stock markets. (2019). Shahzad, Syed Jawad Hussain ; Baumohl, Eduard ; Hussain, Syed Jawad. In: EconStor Preprints. RePEc:zbw:esprep:194568.

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2020Spatial spillover effects and risk contagion around G20 stock markets based on volatility network. (2020). Lu, Yang ; Zhuang, Xintian ; Zhang, Weiping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302815.

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Works by Tomáš Výrost:


YearTitleTypeCited
2014Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment In: Papers.
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paper21
2015Granger causality stock market networks: Temporal proximity and preferential attachment.(2015) In: Physica A: Statistical Mechanics and its Applications.
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article
2015Return spillovers around the globe: A network approach In: Papers.
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paper6
2019Return spillovers around the globe: A network approach.(2019) In: Economic Modelling.
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This paper has another version. Agregated cites: 6
article
2017Networks of Volatility Spillovers among Stock Markets In: CESifo Working Paper Series.
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paper11
2018Networks of volatility spillovers among stock markets.(2018) In: Physica A: Statistical Mechanics and its Applications.
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article
2016Networks of volatility spillovers among stock markets.(2016) In: KIER Working Papers.
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paper
2019Network-based asset allocation strategies In: The North American Journal of Economics and Finance.
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article1
2018Network-based asset allocation strategies.(2018) In: EconStor Preprints.
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This paper has another version. Agregated cites: 1
paper
2020Fear of the coronavirus and the stock markets In: Finance Research Letters.
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article0
2020Fear of the coronavirus and the stock markets.(2020) In: EconStor Preprints.
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paper
2012Stock market networks: The dynamic conditional correlation approach In: Physica A: Statistical Mechanics and its Applications.
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article10
2018Scale-free distribution of firm-size distribution in emerging economies In: Physica A: Statistical Mechanics and its Applications.
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article0
2004Defection of Traditional Standard Deviation Scaling of Capital Asset Returns In: Czech Journal of Economics and Finance (Finance a uver).
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article0
2010Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects In: Czech Journal of Economics and Finance (Finance a uver).
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article16
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
2010Industry Concentration Dynamics and Structural Changes: The Case of Aerospace & Defence In: Working Papers IES.
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paper0
2011The Stock Markets and Real Economic Activity In: Eastern European Economics.
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article1
2009Asymmetric GARCH and the financial crisis: a preliminary study In: MPRA Paper.
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paper0
2009Asymmetric GARCH and the financial crisis: a preliminary study.(2009) In: MPRA Paper.
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paper
2011On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries In: MPRA Paper.
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paper2
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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paper0
2011The instability of the correlation structure of the S&P 500 In: MPRA Paper.
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paper0
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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paper0
2012Stock returns and real activity: the dynamic conditional lagged correlation approach In: MPRA Paper.
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2012Country effects in CEE3 stock market networks: a preliminary study In: MPRA Paper.
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2015Country and industry effects in CEE stock market networks: Preliminary results In: MPRA Paper.
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paper1
2010Integrácia akciových trhov: DCC MV-GARCH model In: Politická ekonomie.
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article0
2011Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets In: Applied Economics Letters.
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article4
2019Social aspirations in European banks: peer-influenced risk behaviour In: Applied Economics Letters.
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2018Social aspirations in European banks: peer-influenced risk behavior.(2018) In: EconStor Preprints.
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2018To bet or not to bet: a reality check for tennis betting market efficiency In: Applied Economics.
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article0
2013What Drives the Stock Market Integration in the CEE-3? In: EconStor Open Access Articles.
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article1
2020Stablecoins as a crypto safe haven? Not all of them! In: EconStor Preprints.
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2020From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks In: EconStor Preprints.
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2020Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector In: EconStor Preprints.
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