Tomáš Výrost : Citation Profile

Are you Tomáš Výrost?

Ekonomická Univerzita v Bratislave

10

H index

10

i10 index

280

Citations

RESEARCH PRODUCTION:

27

Articles

24

Papers

RESEARCH ACTIVITY:

   19 years (2004 - 2023). See details.
   Cites by year: 14
   Journals where Tomáš Výrost has often published
   Relations with other researchers
   Recent citing documents: 81.    Total self citations: 18 (6.04 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pvr18
   Updated: 2024-11-06    RAS profile: 2023-10-16    
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Relations with other researchers

Works with:

Baumohl, Eduard (17)

Lyócsa, Štefan (12)

Shahzad, Syed Jawad Hussain (4)

Sarwar, Suleman (3)

Molnár, Peter (3)

Plíhal, Tomáš (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 (21)

Baumohl, Eduard (18)

Wang, Gang-Jin (8)

Umar, Zaghum (5)

Akhtaruzzaman, Md (5)

Fiszeder, Piotr (4)

Yoon, Seong-Min (4)

Boubaker, Sabri (4)

Sensoy, Ahmet (4)

Deev, Oleg (3)

Panagiotidis, Theodore (3)

Cites to:

Bollerslev, Tim (38)

Lyócsa, Štefan (32)

Diebold, Francis (32)

Mantegna, Rosario (29)

Baumohl, Eduard (28)

Engle, Robert (25)

Andersen, Torben (21)

Molnár, Peter (20)

Shahzad, Syed Jawad Hussain (19)

Patton, Andrew (18)

Kočenda, Evžen (16)

Main data

Where Tomáš Výrost has published?

Journals with more than one article published# docs
Finance Research Letters5
Czech Journal of Economics and Finance (Finance a uver)4
Physica A: Statistical Mechanics and its Applications4
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 (2024 and 2023)

YearTitle of citing document
2024Dynamic linkages in agricultural and energy markets: A quantile impulse response approach. (2024). Li, Jian ; Chavas, Jeanpaul ; Wang, Linjie. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:4:p:639-676.

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2023The contribution of realized covariance models to the economic value of volatility timing. (2023). Bauwens, Luc ; Xu, Yongdeng. In: LIDAM Discussion Papers CORE. RePEc:cor:louvco:2023018.

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2024Dynamics of momentum in financial markets based on the information diffusion in complex social networks. (2024). Yang, Haijun ; Huang, Weihua ; Xia, Wei ; Cai, Xing. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000121.

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2023Return and volatility connectedness between gold and energy markets: Evidence from the pre- and post-COVID vaccination phases. (2023). Jareo, Francisco ; Yousaf, Imran ; Arfaoui, Nadia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:617-634.

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2023The cross-border interconnectedness of shadow banking. (2023). Ozgur, Gokcer. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001980.

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2023Government intervention, linkages and financial fragility. (2023). Samartin, Margarita ; Hasman, Augusto. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002419.

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2023Drivers of risk correlation among financial institutions: A study based on a textual risk disclosure perspective. (2023). Feng, Yuyao ; Li, Jingyu ; Jing, Zhongbo. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323002808.

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2023Building optimal regime-switching portfolios. (2023). Bucci, Andrea ; Ciciretti, Vito. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001723.

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2024Crypto havens during war times? Evidence from the Russian invasion of Ukraine. (2024). Horvath, Matu ; Linnertova, Dagmar Vagnerova ; Hampl, Filip. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000172.

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2024Integrated nested Laplace approximations for threshold stochastic volatility models. (2024). Rue, Hvard ; Marin, Miguel J ; de Zea, P ; Veiga, Helena. In: Econometrics and Statistics. RePEc:eee:ecosta:v:30:y:2024:i:c:p:15-35.

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2024Distributed mean reversion online portfolio strategy with stock network. (2024). Li, Hongyi ; Xu, Weijun ; Zhong, Yannan. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:3:p:1143-1158.

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2024Global contagion of US COVID-19 panic news. (2024). Ho, Young ; Park, Dojoon ; Kang, Yong Joo. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000116.

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2023Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:308-321.

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2023Forecasting realized volatility with machine learning: Panel data perspective. (2023). Liu, Zhi ; He, Lidan ; Bai, LU ; Zhu, Haibin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:251-271.

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2023Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy. (2023). Roubaud, David ; Tiwari, Aviral Kumar ; Roudari, Soheil ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006119.

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2023Attention to oil prices and its impact on the oil, gold and stock markets and their covariance. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s014098832300141x.

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2023A wavelet-based methodology to compare the impact of pandemic versus Russia–Ukraine conflict on crude oil sector and its interconnectedness with other energy and non-energy markets. (2023). Deb, Soudeep ; Soni, Anchal ; Roy, Archi. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003286.

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2023Network connectedness between Chinas crude oil futures and sector stock indices. (2023). Fan, Ying ; Liu, Bing-Yue ; Wang, Zi-Xin. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003468.

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2023Sailing across climate-friendly bonds and clean energy stocks: An asymmetric analysis with the Gulf Cooperation Council Stock markets. (2023). Karim, Sitara ; Sadorsky, Perry ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004097.

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2023Jumps in the Chinese crude oil futures volatility forecasting: New evidence. (2023). Wu, Hanlin ; Li, Pan ; Guo, Yangli. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s014098832300453x.

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2024Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets. (2024). Parhi, Mamata ; Enilov, Martin ; Zhou, Xiaoran. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001762.

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2024Assessing the impact of energy-related uncertainty on G20 stock market returns: A decomposed contemporaneous and lagged R2 connectedness approach. (2024). Zhang, Hua ; Yang, Yimin ; Pei, Xiaoyun ; Li, Hailing. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s014098832400183x.

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2024The role of sudden variance shifts in predicting volatility in bioenergy crop markets under structural breaks. (2024). Qizi, Madina Mansur ; Khajimuratov, Nizomjon Shukurullaevich ; Usmonov, Bunyod ; Burkhanov, Aktam Usmanovich ; Hasanov, Akram Shavkatovich. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224003062.

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

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2023Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets. (2023). Zhu, You ; Uddin, Gazi Salah ; Xie, Chi ; Feng, Yusen ; Wan, LI ; Wang, Gang-Jin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000340.

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2023Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence. (2023). Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521922002587.

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2024Google search trends and stock markets: Sentiment, attention or uncertainty?. (2024). Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub ; Brzeszczyski, Janusz. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923000650.

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2024Asymmetric and high-order risk transmission across VIX and Chinese futures markets. (2024). Luo, Jiawen ; Zhang, Zhendong. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000462.

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2024What accounts for the effect of sustainability engagement on stock price crash risk during the COVID-19 pandemic—Agency theory or legitimacy theory?. (2024). Shan, Yuan George ; Zheng, Chen ; Zhang, Junru. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000991.

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2024Cross-exchange crypto risk: A high-frequency dynamic network perspective. (2024). Ren, Rui ; Lin, Min-Bin ; Lu, Wanbo ; Wang, Yifu ; Hardle, Wolfgang Karl. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001789.

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2023The US banking crisis in 2023: Intraday attention and price variation of banks at risk. (2023). Halouskova, Martina ; Lyocsa, Tefan ; Haugom, Erik. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005810.

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2023European bank credit risk transmission during the credit Suisse collapse. (2023). Bouri, Elie ; Foglia, Matteo ; Nekhili, Ramzi. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008243.

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2024Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period. (2024). Sensoy, Ahmet ; Banerjee, Ameet Kumar ; Mahapatra, Biplab ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010309.

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2023Quantile connectedness and the determinants between FinTech and traditional financial institutions: Evidence from China. (2023). Uddin, Gazi ; Wang, Gang-Jin ; Chen, Yan ; Xie, Chi ; Zhu, You. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323001011.

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2024Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations. (2024). Li, Xiao-Ming ; Thanh, Thao Thac ; Pham, Son Duy. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001187.

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2023Heterogenous responses of stock markets to covid related news and sentiments: Evidence from the 1st year of pandemic. (2023). Wohar, Mark ; Kamal, Javed Bin. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:68-85.

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2023The connectedness between meme tokens, meme stocks, and other asset classes: Evidence from a quantile connectedness approach. (2023). Yousaf, Imran ; Goodell, John W ; Pham, Linh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001664.

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2023European stock market volatility connectedness: The role of country and sector membership. (2023). Uribe, Jorge ; Guillen, Montserrat ; Vidal-Llana, Xenxo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001688.

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2023Which COVID-19 information really impacts stock markets?. (2023). Brzeszczynski, Janusz ; Brzeszczyski, Janusz ; Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443122000749.

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2023The impact of crisis periods and monetary decisions of the Fed and the ECB on the sovereign yield curve network. (2023). Kotro, Balazs B ; Huszar, Zsuzsa R ; Badics, Milan Csaba. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001051.

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2023Betting on a buzz: Mispricing and inefficiency in online sportsbooks. (2023). Singleton, Carl ; Reade, J ; Ramirez, Philip. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1413-1423.

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2023Stock market volatility predictability in a data-rich world: A new insight. (2023). Ma, Yuanhui ; Wahab, M. I. M., ; Wang, Jiqian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1804-1819.

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2023What keeps stablecoins stable?. (2023). Viswanath-Natraj, Ganesh ; Lyons, Richard K. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001802.

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2023Time-varying coefficient DAR model and stability measures for stablecoin prices: An application to Tether. (2023). Jasiak, Joann ; Djogbenou, Antoine ; Inan, Emre. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s026156062300147x.

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2023Tail dependence, dynamic linkages, and extreme spillover between the stock and Chinas commodity markets. (2023). Wang, Suhui. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851323000028.

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2024Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; Rahman, Md Lutfur ; Lucey, Brian ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697.

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2023Dynamic asymmetric connectedness in technological sectors. (2023). el Khoury, Rim ; Alqaralleh, Huthaifa ; Alshater, Muneer M. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000470.

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2023Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure. (2023). Papadamou, Stephanos ; Kenourgios, Dimitris ; Fassas, Athanasios ; Dimitriou, Dimitrios. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000294.

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2023Emerging interaction of artificial intelligence with basic materials and oil & gas companies: A comparative look at the Islamic vs. conventional markets. (2023). Sarker, Tapan ; Panait, Mirela ; Asl, Mahdi Ghaemi ; Shahzad, Umer ; Apostu, Simona Andreea. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006407.

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2023A study on the transmission of trade behavior of global nickel products from the perspective of the industrial chain. (2023). Zhao, Yifan ; Yang, Hanshi ; Xing, Wanli ; Zheng, Shuxian ; Zhang, Hua ; Zhou, Xuanru. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000843.

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2023The Russia–Ukraine war and energy market volatility: A novel application of the volatility ratio in the context of natural gas. (2023). Abedin, Mohammad Zoynul ; Sharif, Taimur ; Bouteska, Ahmed ; Chen, Shengming. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005032.

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2024Government reporting credibility as immunity: Evidence from a public health event. (2024). Hu, Bill ; Zhang, Xiaori ; Jiang, Christine. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:73:y:2024:i:c:s1042444x24000124.

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2023Systemically important financial institutions and drivers of systemic risk: Evidence from India. (2023). Bouri, Elie ; Kumar, Dilip ; Narayan, Shivani. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002263.

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2024Identify causality by multi-scale structural complexity. (2024). Yang, Huijie ; Gu, Changgui ; Wang, Ping. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:633:y:2024:i:c:s0378437123009536.

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2023COVID-19 related TV news and stock returns: Evidence from major US TV stations. (2023). Reichmann, Doron ; Moller, Rouven. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:95-109.

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2023Investigating the spillovers between energy, food, and agricultural commodity markets: New insights from the quantile coherency approach. (2023). ben Jabeur, Sami ; Asl, Mahdi Ghaemi ; Shahzad, Umer ; Khalfaoui, Rabeh. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:63-80.

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2024Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach. (2024). Bellalah, Makram ; ben Amar, Amine ; Abricha, Amal. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:229-246.

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2024Quantifying endogenous and exogenous shocks to financial sector systemic risk: A comparison of GFC and COVID-19. (2024). Teplova, Tamara ; Choi, Sun-Yong ; Umar, Zaghum ; Usman, Muhammad. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:281-293.

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2023What do we know about meme stocks? A bibliometric and systematic review, current streams, developments, and directions for future research. (2023). Nobanee, Haitham ; Daoud, Nejla Ould. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:589-602.

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2024Social interactions in short squeeze scenarios. (2024). Suchanek, Max. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:898-919.

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2024The development of firm size distribution – Evidence from four Central European countries. (2024). Klietik, Toma ; Medzihorsk, Juraj ; Kritofik, Peter ; Musa, Hussam. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:98-110.

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2023Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning. (2023). Uddin, Gazi Salah ; Zhu, You ; Wang, Gang-Jin ; Xie, Chi ; Zhou, Yang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s027553192200232x.

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2023Machine learning sentiment analysis, COVID-19 news and stock market reactions. (2023). Pelizzon, Loriana ; Nofer, Michael ; Hinz, Oliver ; Costola, Michele. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000077.

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2024FinTech and fan tokens: Understanding the risks spillover of digital asset investment. (2024). Pacelli, Vincenzo ; Maci, Giampiero ; Foglia, Matteo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003161.

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2024The impact of ECB’s Quantitative Easing on cryptocurrency markets during times of crisis. (2024). Yarovaya, Larisa ; Guesmi, Khaled ; Rachdi, Houssem ; Zouaoui, Riadh ; Aloui, Donia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s027553192300329x.

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2023COVID-19 crisis and the efficiency of Indian banks: Have they weathered the storm?. (2023). Kumar, Sunil ; Hassan, Kabir M ; Charles, Vincent ; Gulati, Rachita. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:88:y:2023:i:c:s0038012123001738.

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2024Network Risk Parity: graph theory-based portfolio construction. (2024). Pallotta, Alberto ; Ciciretti, Vito. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:2:d:10.1057_s41260-023-00347-8.

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2023Effects of COVID-19 on Global Financial Markets: Evidence from Qualitative Research for Developed and Developing Economies. (2023). Taghizadeh-Hesary, Farhad ; Sarker, Tapan ; Rasoulinezhad, Ehsan ; Zhao, Linhai. In: The European Journal of Development Research. RePEc:pal:eurjdr:v:35:y:2023:i:1:d:10.1057_s41287-021-00494-x.

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2023Assessing the Credit Risk of Crypto-Assets Using Daily Range Volatility Models. (2023). Fantazzini, Dean. In: MPRA Paper. RePEc:pra:mprapa:117141.

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2023Examining volatility and spillover effects between markets for sovereign bonds of African countries and the world’s long term interest rate. (2023). Debalke, Negash Mulatu. In: MPRA Paper. RePEc:pra:mprapa:117491.

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2023Financial recommendations on Reddit, stock returns and cumulative prospect theory. (2023). Walther, Martin ; Reichenbach, Felix. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:2:d:10.1007_s42521-023-00084-y.

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2023Social informedness and investor sentiment in the GameStop short squeeze. (2023). Kauffman, Robert J ; Lee, Sang-Yong Tom ; Kim, Kwansoo. In: Electronic Markets. RePEc:spr:elmark:v:33:y:2023:i:1:d:10.1007_s12525-023-00632-9.

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2023Predicting abnormal trading behavior from internet rumor propagation: a machine learning approach. (2023). Yeo, Benjamin ; Lu, Wei-Ting ; Cheng, Li-Chen. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00423-9.

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2023Dynamic spatiotemporal correlation coefficient based on adaptive weight. (2023). Yu, Xuezeng ; Zhang, Weiguo ; Tan, Chunzhi ; Mo, Guoli. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00437-3.

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2023Covid-19 pandemic and stock returns in India. (2023). Hassan, M. Kabir ; Abedin, Mohammad Zoynul ; Huda, Makeen ; Dharani, Munusamy. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:1:d:10.1007_s12197-022-09586-8.

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2023Did real economic uncertainty drive risk connectedness in the oil–stock nexus during the COVID-19 outbreak? A partial wavelet coherence analysis. (2023). Maghyereh, Aktham ; Al-Shboul, Mohammad. In: Journal of Economic Structures. RePEc:spr:jecstr:v:12:y:2023:i:1:d:10.1186_s40008-023-00306-x.

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2023Time?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.
[Full Text][Citation analysis]		paper42
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 nother version. Agregated cites: 13		article
2017Networks of Volatility Spillovers among Stock Markets In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper30
2018Networks of volatility spillovers among stock markets.(2018) In: Physica A: Statistical Mechanics and its Applications.
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This paper has nother version. Agregated cites: 30		article
2016Networks of volatility spillovers among stock markets.(2016) In: KIER Working Papers.
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This paper has nother version. Agregated cites: 30		paper
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.
[Full Text][Citation analysis]		article12
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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This paper has nother version. Agregated cites: 15		paper
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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This paper has nother version. Agregated cites: 40		paper
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.
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2022YOLO trading: Riding with the herd during the GameStop episode In: Finance Research Letters.
[Full Text][Citation analysis]		article9
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.
[Full Text][Citation analysis]		article2
2021Stock market volatility forecasting: Do we need high-frequency data? In: International Journal of Forecasting.
[Full Text][Citation analysis]		article13
2021Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks In: Resources Policy.
[Full Text][Citation analysis]		article26
2021Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks.(2021) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2021Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks.(2021) In: EconStor Preprints.
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This paper has nother version. Agregated cites: 26		paper
2012Stock market networks: The dynamic conditional correlation approach In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article15
2018Scale-free distribution of firm-size distribution in emerging economies In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article3
2004Defection of Traditional Standard Deviation Scaling of Capital Asset Returns In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article0
2010Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article19
2011Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article2
2021Guest Editors’ Introduction to the Special Issue In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article0
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.
[Full Text][Citation analysis]		paper2
2011Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2011Are we able to capture the EU debt crisis? Evidence from PIIGGS countries in panel unit root framework In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2011The instability of the correlation structure of the S&P 500 In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2012Breakdowns and revivals: the long-run relationship between the stock market and real economic activity in the G-7 countries In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2012Stock returns and real activity: the dynamic conditional lagged correlation approach In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2012Country effects in CEE3 stock market networks: a preliminary study In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2015Country and industry effects in CEE stock market networks: Preliminary results In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2010Integrácia akciových trhov: DCC MV-GARCH model In: Politická ekonomie.
[Full Text][Citation analysis]		article0
2023Beneish Model for the Detection of Tax Manipulation: Evidence from Slovakia In: Journal of Economics / Ekonomicky casopis.
[Full Text][Citation analysis]		article0
2011Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets In: Applied Economics Letters.
[Full Text][Citation analysis]		article6
2019Social aspirations in European banks: peer-influenced risk behaviour In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2018Social aspirations in European banks: peer-influenced risk behavior.(2018) In: EconStor Preprints.
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This paper has nother version. Agregated cites: 0		paper
2018To bet or not to bet: a reality check for tennis betting market efficiency In: Applied Economics.
[Full Text][Citation analysis]		article3
2013What Drives the Stock Market Integration in the CEE-3? In: EconStor Open Access Articles and Book Chapters.
[Full Text][Citation analysis]		article1
2020Stablecoins as a crypto safe haven? Not all of them! In: EconStor Preprints.
[Full Text][Citation analysis]		paper6
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.
[Full Text][Citation analysis]		paper2

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