Tomáš Výrost : Citation Profile

Are you Tomáš Výrost?

Ekonomická Univerzita v Bratislave

8

H index

7

i10 index

182

Citations

RESEARCH PRODUCTION:

26

Articles

24

Papers

RESEARCH ACTIVITY:

   18 years (2004 - 2022). See details.
   Cites by year: 10
   Journals where Tomáš Výrost has often published
   Relations with other researchers
   Recent citing documents: 69.    Total self citations: 18 (9 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pvr18
   Updated: 2023-03-25    RAS profile: 2022-11-28    
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Relations with other researchers

Works with:

Baumohl, Eduard (20)

Lyócsa, Štefan (17)

Molnár, Peter (3)

Shahzad, Syed Jawad Hussain (2)

Plíhal, Tomáš (2)

Kočenda, Evžen (2)

Bouri, Elie (2)

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

Is cited by:

Lyócsa, Štefan (18)

Baumohl, Eduard (18)

Yoon, Seong-Min (4)

Olbrys, Joanna (3)

Stengos, Thanasis (3)

Shahzad, Syed Jawad Hussain (3)

Vravosinos, Orestis (3)

Wang, Gang-Jin (3)

Panagiotidis, Theodore (3)

Deev, Oleg (3)

Panagiotidis, Theodore (3)

Cites to:

Bollerslev, Tim (38)

Lyócsa, Štefan (32)

Diebold, Francis (32)

Mantegna, Rosario (29)

Baumohl, Eduard (26)

Engle, Robert (25)

Andersen, Torben (21)

Molnár, Peter (20)

Shahzad, Syed Jawad Hussain (19)

Patton, Andrew (18)

Degiannakis, Stavros (16)

Main data

Where Tomáš Výrost has published?

Journals with more than one article published# docs
Finance Research Letters5
Physica A: Statistical Mechanics and its Applications4
Czech Journal of Economics and Finance (Finance a uver)4
Economic Modelling2
EconStor Open Access Articles and Book Chapters2
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 Economics8
Papers / arXiv.org2

Recent works citing Tomáš Výrost (2022 and 2021)

YearTitle of citing document
2021Optimal Algorithmic Monetary Policy. (2021). Liu, Yulin ; Zhang, Luyao. In: Papers. RePEc:arx:papers:2104.07888.

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2021Portfolio optimization with idiosyncratic and systemic risks for financial networks. (2021). Han, Jihui ; Wang, Chao ; Chen, Lin ; Zhao, Longfeng ; Yang, Yajie. In: Papers. RePEc:arx:papers:2111.11286.

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2022Lead-lag detection and network clustering for multivariate time series with an application to the US equity market. (2022). Reinert, Gesine ; Cucuringu, Mihai ; Bennett, Stefanos. In: Papers. RePEc:arx:papers:2201.08283.

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2021The Influence of Uncertainty on Market Efficiency: Evidence from Selected European Financial Markets. (2021). Paskaleva, Mariya ; Stoykova, Ani. In: Economic Studies journal. RePEc:bas:econst:y:2021:i:8:p:175-198.

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2021The Effect of the COVID-19 Pandemic on Stock Prices with the Event Window Approach: A Case Study of State Gas Companies, in the Energy Sector. (2021). , Supriyanto. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-19.

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2022Exploring risks in syndicated loan networks: Evidence from real estate investment trusts. (2022). Kanno, Masayasu. In: Economic Modelling. RePEc:eee:ecmode:v:115:y:2022:i:c:s0264999322001997.

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2021Network-augmented time-varying parametric portfolio selection: Evidence from the Chinese stock market. (2021). Jiang, Cuixia ; Li, Mengting ; Xu, Qifa. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001224.

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2022The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets: Evidence from the time-frequency co-movements. (2022). Maitra, Debasish ; Dash, Saumya Ranjan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200064x.

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2022Multiscale features of extreme risk spillover networks among global stock markets. (2022). Zhu, Huiming ; You, Wanhai ; Zhao, Wanru ; Ren, Yinghua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001012.

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2022Interconnectedness between convertible bonds and underlying stocks in the Chinese capital market: A multilayer network perspective. (2022). Wang, Gang-Jin ; Xie, Chi ; Ling, Yu-Xiu. In: Emerging Markets Review. RePEc:eee:ememar:v:52:y:2022:i:c:s1566014122000292.

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2022Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities. (2022). Nepal, Rabindra ; Paltrinieri, Andrea ; Naeem, Muhammad Abubakr ; Farid, Saqib. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001384.

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2021Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; al Rababa, Abdel Razzaq ; Mensi, Walid. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001675.

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2021Multi-step-ahead crude oil price forecasting based on two-layer decomposition technique and extreme learning machine optimized by the particle swarm optimization algorithm. (2021). Chen, Kaijie ; Du, Xiaoxu ; Wu, Junchuan ; Tang, Zhenpeng ; Zhang, Tingting. In: Energy. RePEc:eee:energy:v:229:y:2021:i:c:s0360544221010458.

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2021Multidimensional risk spillovers among crude oil, the US and Chinese stock markets: Evidence during the COVID-19 epidemic. (2021). Lu, Tuantuan ; Wei, YU ; Tang, Yong ; Zhu, Pengfei. In: Energy. RePEc:eee:energy:v:231:y:2021:i:c:s036054422101197x.

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2022The economic value of high-frequency data in equity-oil hedge. (2022). Kuang, Wei. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pa:s0360544221021526.

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2021Stock market reaction to COVID-19: Evidence from U.S. Firms’ International exposure. (2021). Au Yong, Hue Hwa ; Laing, Elaine. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521920302969.

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2021Time-varying pattern causality inference in global stock markets. (2021). Liu, Siyao ; An, Sufang ; Gao, Xiangyun ; Wu, Tao. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001423.

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2021Hunting the quicksilver: Using textual news and causality analysis to predict market volatility. (2021). Dionisio, Andreia ; Banerjee, Ameet Kumar ; Mahapatra, Biplab ; Pradhan, H K. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001800.

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2022Measuring systemic risk contribution of global stock markets: A dynamic tail risk network approach. (2022). Sun, Qingru ; Huang, Shupei ; Gao, Xiangyun ; Wang, ZE ; Di, Zengru ; Tang, Renwu ; Chen, Zhihua. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003118.

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2023Forecasting global stock market volatilities in an uncertain world. (2023). Wang, Gang-Jin ; Zeng, Zhi-Jian ; Xie, Chi ; Li, Zhao-Chen ; Zhang, Ting. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004136.

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2021COVID-19: Fear of pandemic and short-term IPO performance. (2021). Saha, Pritam ; Mazumder, Sharif. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000581.

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2022Using a hedging network to minimize portfolio risk. (2022). Zareei, Abalfazl ; Moreno, David ; Mayoral, Silvia. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001252.

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2022COVID–19 media coverage and ESG leader indices. (2022). Umar, Zaghum ; Boubaker, Sabri ; Akhtaruzzaman, MD. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002440.

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2022The Russo-Ukrainian war and financial markets: the role of dependence on Russian commodities. (2022). Sene, Babacar ; Bassene, Theophile ; Marcelin, Isaac ; Lo, Gaye-Del. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004007.

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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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2021Two decades of contagion effect on stock markets: Which events are more contagious?. (2021). Smaga, Pawe ; Kurowski, Ukasz ; Rogowicz, Karol ; Iwanicz-Drozdowska, Magorzata. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s157230892100067x.

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2022Euclidean (dis)similarity in financial network analysis. (2022). Esmalifalak, Hamidreza. In: Global Finance Journal. RePEc:eee:glofin:v:53:y:2022:i:c:s1044028321000144.

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2022Pandemic-induced fear and stock market returns: Evidence from China. (2022). Fang, Tong ; Liu, Peng ; Su, Zhi. In: Global Finance Journal. RePEc:eee:glofin:v:54:y:2022:i:c:s1044028321000429.

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2022Modelling the quantile cross-coherence between exchange rates: Does the COVID-19 pandemic change the interlinkage structure?. (2022). Vo, Xuan Vinh ; Alkhataybeh, Ahmad ; El-Nader, Ghaith ; al Rababa, Abdel Razzaq ; Ur, Mobeen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001992.

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2022Does the world smile together? A network analysis of global index option implied volatilities. (2022). Tang, Jing ; Ryu, Doojin ; Han, Qian ; Chen, Jing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443121002018.

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2022The size of good and bad volatility shocks does matter for spillovers. (2022). Bouri, Elie ; Harb, Etienne. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001020.

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2021Night trading with futures in China: The case of Aluminum and Copper. (2021). Todorova, Neda ; Klein, Tony. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002191.

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2022Forecasting stock market volatility using commodity futures volatility information. (2022). Guo, Xiaozhu ; Liu, Guangqiang. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s030142072100489x.

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2022Can dimensional reduction technology make better use of the information of uncertainty indices when predicting volatility of Chinese crude oil futures?. (2022). Chen, Zhonglu ; Li, Xiafei ; Bai, Jiancheng ; Yan, Xiang. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005286.

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2022Impact of financial instability on international crude oil volatility: New sight from a regime-switching framework. (2022). Umar, Muhammad ; Liang, Chao ; Wang, LU ; Hong, Yanran. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001155.

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2022The price volatility of natural resource commodity and global economic policy uncertainty: Evidence from US economy. (2022). Nan, Xiaoli ; Huang, Yongming ; Zhang, Feng. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001726.

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2022Who are the influencers in the commodity markets during COVID-19?. (2022). Khan, Khalid ; Koseoglu, Sinem Derindere ; Su, Chiwei. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003002.

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2022Time-frequency connectedness between energy and nonenergy commodity markets during COVID-19: Evidence from China. (2022). Peng, Yun ; Chen, Hao ; Xu, Chao. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003191.

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2022Effective energy commodity risk management on Indonesia. (2022). Kuntadi, Cris. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003208.

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2022Dynamic forecast error variance decomposition as risk management process for the Gulf Cooperation Council oil portfolios. (2022). Bigerna, Simona ; Derrico, Maria Chiara ; Polinori, Paolo. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003816.

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2022Covid-19 and oil and gold price volatilities: Evidence from China market. (2022). Cong, Phan The ; Maneengam, Apichit ; Yen-Ku, Kuo ; Xiaozhong, Cui ; Wisetsri, Worakamol ; Ageli, Mohammed Moosa ; Quynh, Nguyen Ngoc. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004676.

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2021Effect of coronavirus fear on the performance of Australian stock returns: Evidence from an event study. (2021). Ranjeeni, Kumari ; Naidu, Dharmendra. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:66:y:2021:i:c:s0927538x21000275.

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2022Construction and robustness of directed-weighted financial stock networks via meso-scales. (2022). Rong, Hang ; Wang, Xianjia ; Tu, Lilan ; Su, Qingqing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:605:y:2022:i:c:s0378437122006045.

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2022On the interdependence between biofuel, fossil fuel and agricultural food prices: Evidence from quantile tests. (2022). Yoon, Seong-Min. In: Renewable Energy. RePEc:eee:renene:v:199:y:2022:i:c:p:536-545.

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2021Creating the illicit capital flows network in Europe – Do the net errors and omissions follow an economic pattern?. (2021). Širaňová, Mária ; Fisera, Boris ; Tiruneh, Menbere Workie ; Siranova, Maria. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:955-973.

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2021Network diffusion of international oil volatility risk in Chinas stock market: Quantile interconnectedness modelling and shock decomposition analysis. (2021). Xia, Xiaohua ; Li, Ziruo ; Huang, Jionghao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:1-39.

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2021COVID-19, stock market and sectoral contagion in US: a time-frequency analysis. (2021). Costa, Antonio ; Matos, Paulo ; da Silva, Cristiano. In: Research in International Business and Finance. RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000210.

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2021The historic oil price fluctuation during the Covid-19 pandemic: What are the causes?. (2021). LE, Thai-Ha ; Tu, Anh. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001100.

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2022Financial Risk Meter for emerging markets. (2022). Hardle, Wolfgang Karl ; Althof, Michael ; ben Amor, Souhir. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002154.

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2022Return and volatility spillovers between energy and BRIC markets: Evidence from quantile connectedness. (2022). Vigne, Samuel A ; Naeem, Muhammad Abubakr ; Karim, Sitara ; Billah, Mabruk. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s027553192200068x.

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2022Return and volatility linkages between international energy markets and Chinese commodity market. (2022). Shang, Zezhong ; Li, Jian Feng ; Sun, Guanglin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:179:y:2022:i:c:s0040162522001743.

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2022Foreign to all but fluent in many: The effect of multinationality on shock resilience. (2022). Mullner, Jakob ; Puhr, Harald. In: Journal of World Business. RePEc:eee:worbus:v:57:y:2022:i:6:s109095162200061x.

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2021Energy and Economic Investigation of a Biodiesel-Fired Engine for Micro-Scale Cogeneration. (2021). Morrone, Pietropaolo ; Algieri, Angelo ; Perrone, Diego ; Castiglione, Teresa. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:2:p:496-:d:482558.

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2022.

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2021The Impact of COVID-19 on the Dynamic Topology and Network Flow of World Stock Markets. (2021). Yao, Hongxing ; Memon, Bilal Ahmed. In: JOItmC. RePEc:gam:joitmc:v:7:y:2021:i:4:p:241-:d:695841.

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2021Impacts, Systemic Risk and National Response Measures Concerning COVID-19—The Island Case Studies of Iceland and Greenland. (2021). Johannsdottir, Lara ; Cook, David. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:15:p:8470-:d:604000.

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2022COVID-19 in US Economy: Structural Analysis and Policy Proposals. (2022). Soklis, George ; Liargovas, Panagiotis ; Apostolopoulos, Nikolaos ; Rodousakis, Nikolaos. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:13:p:7925-:d:851374.

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2021Network Interdependence and Optimization of Bank Portfolios from Developed and Emerging Asia Pacific Countries. (2021). Yoon, Seong-Min ; Kang, Sanghoon ; Hernandez, Jose Arreola ; Arreolahernandez, Jose ; McIver, Ron P. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:4:d:10.1007_s10690-021-09339-3.

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2022Changes in co-movement and risk transmission between South Asian stock markets amidst the development of regional co-operation. (2022). Power, David M ; Tantisantiwong, Nongnuch ; Khan, Muhammad Niaz. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:36:y:2022:i:1:d:10.1007_s11408-021-00386-4.

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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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2021Betting on a buzz, mispricing and inefficiency in online sportsbooks. (2021). Singleton, Carl ; Reade, James J ; Ramirez, Philip. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2021-10.

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2021RETURN SPILLOVER BETWEEN THE U.S., JAPANESE, AND INDONESIAN STOCK MARKET DURING COVID-19. (2021). Nizar, Nurhuda ; Endarto, Eko ; Dewi, Helena ; Kurniasari, Florentina. In: Business Excellence and Management. RePEc:rom:bemann:v:11:y:2021:i:5:p:196-207.

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2022Global risks, the macroeconomy, and asset prices. (2022). Costola, Michele ; Donadelli, Michael ; Gerotto, Luca ; Gufler, Ivan. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:5:d:10.1007_s00181-022-02205-9.

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2021Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?. (2021). Mokni, Khaled ; Ajmi, Ahdi Noomen ; Youssef, Manel. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00227-3.

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2021Dynamic volatility spillover and network connectedness across ASX sector markets. (2021). Xu, Lei ; Ferraro, Salvatore ; McIver, Ron P ; Choi, Ki-Hong ; Kang, Sang Hoon. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:45:y:2021:i:4:d:10.1007_s12197-021-09544-w.

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2021The nonlinear distribution of employment across municipalities. (2021). Calderin-Ojeda, Enrique ; Sarabia, Jose Maria ; Prieto, Faustino. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:16:y:2021:i:2:d:10.1007_s11403-020-00294-2.

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2022A regime-switching skew-normal model of contagion in some selected stock markets. (2022). Bashir, Nafiu A ; Onipede, Samuel F ; Omoregie, David E ; Jamaladeen, Abubakar. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:12:d:10.1007_s43546-022-00357-5.

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2022Interdependence and portfolio optimisation of bank equity returns from developed and emerging Europe. (2022). Yoon, Seong-Min ; Kang, Sang Hoon ; Arreolahernandez, Jose. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:678-696.

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2022Time?varying pure contagion effect between energy and nonenergy commodity markets. (2022). Sun, Chuanwang ; Jin, Yujing ; Gong, XU. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:10:p:1960-1986.

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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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2015Return spillovers around the globe: A network approach In: Papers.
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2019Return spillovers around the globe: A network approach.(2019) In: Economic Modelling.
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This paper has another version. Agregated cites: 12		article
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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2016Networks of volatility spillovers among stock markets.(2016) In: KIER Working Papers.
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2021Predicting risk in energy markets: Low-frequency data still matter In: Applied Energy.
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2022Measuring systemic risk in the global banking sector: A cross-quantilogram network approach In: Economic Modelling.
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2022Measuring systemic risk in the global banking sector: A cross-quantilogram network approach.(2022) In: EconStor Open Access Articles and Book Chapters.
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2019Network-based asset allocation strategies In: The North American Journal of Economics and Finance.
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2018Network-based asset allocation strategies.(2018) In: EconStor Preprints.
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2020Fear of the coronavirus and the stock markets In: Finance Research Letters.
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2020Fear of the coronavirus and the stock markets.(2020) In: EconStor Preprints.
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2021A tale of tails : New evidence on the growth-return nexus In: Finance Research Letters.
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2021FX market volatility modelling: Can we use low-frequency data? In: Finance Research Letters.
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2022YOLO trading: Riding with the herd during the GameStop episode In: Finance Research Letters.
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2021YOLO trading: Riding with the herd during the GameStop episode.(2021) In: EconStor Preprints.
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2022The looming crisis in the Chinese stock market? Left-tail exposure analysis of Chinese stocks to Evergrande In: Finance Research Letters.
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2021Stock market volatility forecasting: Do we need high-frequency data? In: International Journal of Forecasting.
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2021Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks In: Resources Policy.
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2021Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks.(2021) In: Post-Print.
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2021Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks.(2021) In: EconStor Preprints.
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2012Stock market networks: The dynamic conditional correlation approach In: Physica A: Statistical Mechanics and its Applications.
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2018Scale-free distribution of firm-size distribution in emerging economies In: Physica A: Statistical Mechanics and its Applications.
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2004Defection of Traditional Standard Deviation Scaling of Capital Asset Returns In: Czech Journal of Economics and Finance (Finance a uver).
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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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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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2021Guest Editors’ Introduction to the Special Issue In: Czech Journal of Economics and Finance (Finance a uver).
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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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2009Asymmetric GARCH and the financial crisis: a preliminary study In: MPRA Paper.
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2009Asymmetric GARCH and the financial crisis: a preliminary study.(2009) In: MPRA Paper.
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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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2011The instability of the correlation structure of the S&P 500 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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2010Integrácia akciových trhov: DCC MV-GARCH model In: Politická ekonomie.
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2011Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets In: Applied Economics Letters.
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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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