Tomáš Výrost : Citation Profile


Are you Tomáš Výrost?

Ekonomická Univerzita v Bratislave

4

H index

2

i10 index

44

Citations

RESEARCH PRODUCTION:

11

Articles

16

Papers

RESEARCH ACTIVITY:

   14 years (2004 - 2018). See details.
   Cites by year: 3
   Journals where Tomáš Výrost has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 8 (15.38 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pvr18
   Updated: 2018-05-26    RAS profile: 2018-02-03    
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Relations with other researchers


Works with:

Baumohl, Eduard (8)

Lyócsa, Štefan (8)

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 (11)

Lyócsa, Štefan (10)

Olbrys, Joanna (3)

Tabak, Benjamin (2)

Brida, Juan (2)

Gómez, David (2)

Şensoy, Ahmet (2)

Sensoy, Ahmet (2)

Stolbov, Mikhail (1)

Papadimitriou, Theophilos (1)

Gogas, Periklis (1)

Cites to:

Engle, Robert (20)

Mantegna, Rosario (18)

Lyócsa, Štefan (11)

Baumohl, Eduard (11)

Sheppard, Kevin (9)

Granger, Clive (9)

Lee, Junsoo (8)

Bollerslev, Tim (8)

Schwert, G. (7)

Perron, Pierre (7)

Kočenda, Evžen (7)

Main data


Where Tomáš Výrost has published?


Journals with more than one article published# docs
Czech Journal of Economics and Finance (Finance a uver)3
Physica A: Statistical Mechanics and its Applications3

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany10
Papers / arXiv.org2

Recent works citing Tomáš Výrost (2018 and 2017)


YearTitle of citing document
2018A review of two decades of correlations, hierarchies, networks and clustering in financial markets. (2018). Donnat, Philippe ; Bi, Mikolaj ; Nielsen, Frank ; Marti, Gautier . In: Papers. RePEc:arx:papers:1703.00485.

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2017Linkages and Efficiency Between iTraxx Europe and Financial Market Dynamics in South-East Europe Capital Markets in Post-crisis Period. (2017). Paskaleva, Mariya ; Stoitsova-Stoykova, Ani . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-24.

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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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2018The validation of Granger causality through formulation and use of finance-growth-energy indexes. (2018). Hayat, Farah ; Khan, Abid Ali ; Saeed, Muhammad Daniel. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:81:y:2018:i:p2:p:1859-1867.

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2017Assessing systemic risk and its determinants for advanced and major emerging economies: the case of ΔCoVaR. (2017). Stolbov, Mikhail. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:14:y:2017:i:1:d:10.1007_s10368-015-0330-2.

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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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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
2017Networks of Volatility Spillovers among Stock Markets In: CESifo Working Paper Series.
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paper0
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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paper
2012Stock market networks: The dynamic conditional correlation approach In: Physica A: Statistical Mechanics and its Applications.
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article10
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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article17
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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This paper has another version. Agregated cites: 0
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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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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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
2011The Stock Markets and Real Economic Activity In: Eastern European 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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article0
2018Social aspirations in European banks: peer-influenced risk behavior In: EconStor Preprints.
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