Tomáš Výrost : Citation Profile


Are you Tomáš Výrost?

Ekonomická Univerzita v Bratislave

5

H index

4

i10 index

100

Citations

RESEARCH PRODUCTION:

20

Articles

23

Papers

RESEARCH ACTIVITY:

   17 years (2004 - 2021). See details.
   Cites by year: 5
   Journals where Tomáš Výrost has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 13 (11.5 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pvr18
   Updated: 2022-01-15    RAS profile: 2021-10-06    
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Relations with other researchers


Works with:

Lyócsa, Štefan (17)

Baumohl, Eduard (15)

Kočenda, Evžen (3)

Molnár, Peter (3)

Shahzad, Syed Jawad Hussain (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 (13)

Baumohl, Eduard (13)

Wang, Gang-Jin (3)

Shahzad, Syed Jawad Hussain (3)

Olbrys, Joanna (3)

Brida, Juan (2)

Vravosinos, Orestis (2)

Stengos, Thanasis (2)

Širaňová, Mária (2)

Panagiotidis, Theodore (2)

Panagiotidis, Theodore (2)

Cites to:

Bollerslev, Tim (37)

Diebold, Francis (25)

Engle, Robert (22)

Mantegna, Rosario (22)

Lyócsa, Štefan (22)

Andersen, Torben (21)

Patton, Andrew (19)

Molnár, Peter (18)

Degiannakis, Stavros (16)

Baumohl, Eduard (16)

Sheppard, Kevin (13)

Main data


Where Tomáš Výrost has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications4
Finance Research Letters3
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 Economics8
Papers / arXiv.org2

Recent works citing Tomáš Výrost (2021 and 2020)


YearTitle of citing document
2020A 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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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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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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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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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 ; Wolff, Francois-Charles ; MORENOGALBIS, EVA ; Herault, Arnaud. 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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2020Spillovers and diversification potential of bank equity returns from developed and emerging America. (2020). Yoon, Seong-Min ; Hussain, Syed Jawad ; Kang, Sang Hoon ; Hernandez, Jose Arreola. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301169.

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2020Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network. (2020). Lu, Yang ; Wang, Jian ; Zhuang, Xintian ; Zhang, Weiping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301455.

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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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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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2020Spatial linkage of volatility spillovers and its explanation across G20 stock markets: A network framework. (2020). Zhuang, Xintian ; Zhang, Weiping ; Wang, Jian ; Lu, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521919305381.

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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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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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2020Stock market oscillations during the corona crash: The role of fear and uncertainty. (2020). Molnár, Peter ; Lyócsa, Štefan ; Molnar, Peter ; Lyocsa, Tefan. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320309818.

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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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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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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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2020Transfer entropy calculation for short time sequences with application to stock markets. (2020). Yang, Huijie ; Qiu, LU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:559:y:2020:i:c:s0378437120305860.

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

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2020The Impact of the COVID-19 Pandemic on the U.S. Economy: Evidence from the Stock Market. (2020). Thorbecke, Willem. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:10:p:233-:d:422459.

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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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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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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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2021Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?. (2021). Ajmi, Ahdi Noomen ; Mokni, Khaled ; 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). Kang, Sang Hoon ; Xu, Lei ; Ferraro, Salvatore ; McIver, Ron P ; Choi, Ki-Hong. 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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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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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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article
2015Return spillovers around the globe: A network approach In: Papers.
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paper7
2019Return spillovers around the globe: A network approach.(2019) In: Economic Modelling.
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article
2017Networks of Volatility Spillovers among Stock Markets In: CESifo Working Paper Series.
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paper17
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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2021Predicting risk in energy markets: Low-frequency data still matter In: Applied Energy.
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article2
2019Network-based asset allocation strategies In: The North American Journal of Economics and Finance.
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article2
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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article4
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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2021Stock market volatility forecasting: Do we need high-frequency data? In: International Journal of Forecasting.
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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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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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article1
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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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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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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2018To bet or not to bet: a reality check for tennis betting market efficiency In: Applied Economics.
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2013What Drives the Stock Market Integration in the CEE-3? In: EconStor Open Access Articles and Book Chapters.
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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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2021YOLO trading: Riding with the herd during the GameStop episode In: EconStor Preprints.
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2021Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks In: EconStor Preprints.
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