8
H index
8
i10 index
234
Citations
Ekonomická Univerzita v Bratislave | 8 H index 8 i10 index 234 Citations RESEARCH PRODUCTION: 27 Articles 24 Papers RESEARCH ACTIVITY: 19 years (2004 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pvr18 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Tomáš Výrost. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Finance Research Letters | 5 |
Physica A: Statistical Mechanics and its Applications | 4 |
Czech Journal of Economics and Finance (Finance a uver) | 4 |
EconStor Open Access Articles and Book Chapters | 2 |
Economic Modelling | 2 |
Applied Economics Letters | 2 |
Working Papers Series with more than one paper published | # docs |
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MPRA Paper / University Library of Munich, Germany | 10 |
EconStor Preprints / ZBW - Leibniz Information Centre for Economics | 8 |
Papers / arXiv.org | 2 |
Year | Title of citing document |
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2023 | The role of tail network topological characteristic in portfolio selection: A TNA?PMC model. (2023). Zhao, Qinna ; Jiang, Cuixia ; Xu, Qifa ; Li, Mengting. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:37-57. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Return 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. Full description at Econpapers || Download paper |
2023 | The cross-border interconnectedness of shadow banking. (2023). Ozgur, Gokcer. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001980. Full description at Econpapers || Download paper |
2023 | Government intervention, linkages and financial fragility. (2023). Samartin, Margarita ; Hasman, Augusto. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002419. Full description at Econpapers || Download paper |
2023 | Building 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. Full description at Econpapers || Download paper |
2023 | Modeling 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. Full description at Econpapers || Download paper |
2023 | Forecasting 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. Full description at Econpapers || Download paper |
2023 | Scrutinizing 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. Full description at Econpapers || Download paper |
2023 | Attention 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. Full description at Econpapers || Download paper |
2023 | A wavelet-based methodology to compare the impact of pandemic versus RussiaâUkraine 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. Full description at Econpapers || Download paper |
2023 | Network 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. Full description at Econpapers || Download paper |
2023 | Forecasting 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. Full description at Econpapers || Download paper |
2023 | Interconnected 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. Full description at Econpapers || Download paper |
2023 | Do 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. Full description at Econpapers || Download paper |
2023 | Heterogenous 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | European 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. Full description at Econpapers || Download paper |
2023 | Which 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. Full description at Econpapers || Download paper |
2023 | Betting 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. Full description at Econpapers || Download paper |
2023 | What 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. Full description at Econpapers || Download paper |
2023 | Tail 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. Full description at Econpapers || Download paper |
2023 | Dynamic 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. Full description at Econpapers || Download paper |
2023 | Emerging 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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | COVID-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. Full description at Econpapers || Download paper |
2023 | Investigating 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. Full description at Econpapers || Download paper |
2023 | What 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. Full description at Econpapers || Download paper |
2023 | Analysing 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. Full description at Econpapers || Download paper |
2023 | Machine 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. Full description at Econpapers || Download paper |
2023 | COVID-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. Full description at Econpapers || Download paper |
2023 | Effects 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. Full description at Econpapers || Download paper |
2023 | Assessing the Credit Risk of Crypto-Assets Using Daily Range Volatility Models. (2023). Fantazzini, Dean. In: MPRA Paper. RePEc:pra:mprapa:117141. Full description at Econpapers || Download paper |
2023 | Examining volatility and spillover effects between markets for sovereign bonds of African countries and the worldâs long term interest rate. (2023). Debalke, Negash Mulatu. In: MPRA Paper. RePEc:pra:mprapa:117491. Full description at Econpapers || Download paper |
2023 | Financial 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. Full description at Econpapers || Download paper |
2023 | Social 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. Full description at Econpapers || Download paper |
2023 | Predicting 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. Full description at Econpapers || Download paper |
2023 | Dynamic 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. Full description at Econpapers || Download paper |
2023 | Covid-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. Full description at Econpapers || Download paper |
2023 | Did real economic uncertainty drive risk connectedness in the oilâstock 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2014 | Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment In: Papers. [Full Text][Citation analysis] | paper | 38 |
2015 | Granger causality stock market networks: Temporal proximity and preferential attachment.(2015) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | article | |
2015 | Return spillovers around the globe: A network approach In: Papers. [Full Text][Citation analysis] | paper | 13 |
2019 | Return spillovers around the globe: A network approach.(2019) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
2017 | Networks of Volatility Spillovers among Stock Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 28 |
2018 | Networks of volatility spillovers among stock markets.(2018) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | article | |
2016 | Networks of volatility spillovers among stock markets.(2016) In: KIER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2021 | Predicting risk in energy markets: Low-frequency data still matter In: Applied Energy. [Full Text][Citation analysis] | article | 5 |
2022 | Measuring systemic risk in the global banking sector: A cross-quantilogram network approach In: Economic Modelling. [Full Text][Citation analysis] | article | 4 |
2022 | Measuring systemic risk in the global banking sector: A cross-quantilogram network approach.(2022) In: EconStor Open Access Articles and Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2019 | Network-based asset allocation strategies In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 11 |
2018 | Network-based asset allocation strategies.(2018) In: EconStor Preprints. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2020 | Fear of the coronavirus and the stock markets In: Finance Research Letters. [Full Text][Citation analysis] | article | 33 |
2020 | Fear of the coronavirus and the stock markets.(2020) In: EconStor Preprints. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
2021 | A tale of tails : New evidence on the growth-return nexus In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2021 | FX market volatility modelling: Can we use low-frequency data? In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
2022 | YOLO trading: Riding with the herd during the GameStop episode In: Finance Research Letters. [Full Text][Citation analysis] | article | 6 |
2021 | YOLO trading: Riding with the herd during the GameStop episode.(2021) In: EconStor Preprints. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2022 | The looming crisis in the Chinese stock market? Left-tail exposure analysis of Chinese stocks to Evergrande In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2021 | Stock market volatility forecasting: Do we need high-frequency data? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 8 |
2021 | Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks In: Resources Policy. [Full Text][Citation analysis] | article | 21 |
2021 | Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks.(2021) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2021 | Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks.(2021) In: EconStor Preprints. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2012 | Stock market networks: The dynamic conditional correlation approach In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 15 |
2018 | Scale-free distribution of firm-size distribution in emerging economies In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
2004 | Defection of Traditional Standard Deviation Scaling of Capital Asset Returns In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 0 |
2010 | Stock 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] | article | 19 |
2011 | Volatility 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] | article | 2 |
2021 | Guest Editorsâ Introduction to the Special Issue In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 0 |
2010 | Industry Concentration Dynamics and Structural Changes: The Case of Aerospace & Defence In: Working Papers IES. [Full Text][Citation analysis] | paper | 0 |
2011 | The Stock Markets and Real Economic Activity In: Eastern European Economics. [Full Text][Citation analysis] | article | 4 |
2009 | Asymmetric GARCH and the financial crisis: a preliminary study In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2009 | Asymmetric GARCH and the financial crisis: a preliminary study.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2011 | On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2011 | Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2011 | Are we able to capture the EU debt crisis? Evidence from PIIGGS countries in panel unit root framework In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2011 | The instability of the correlation structure of the S&P 500 In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2012 | Breakdowns 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] | paper | 0 |
2012 | Stock returns and real activity: the dynamic conditional lagged correlation approach In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2012 | Country effects in CEE3 stock market networks: a preliminary study In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2015 | Country and industry effects in CEE stock market networks: Preliminary results In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2010 | Integrácia akciových trhov: DCC MV-GARCH model In: Politická ekonomie. [Full Text][Citation analysis] | article | 0 |
2023 | Beneish Model for the Detection of Tax Manipulation: Evidence from Slovakia In: Journal of Economics / Ekonomicky casopis. [Full Text][Citation analysis] | article | 0 |
2011 | Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets In: Applied Economics Letters. [Full Text][Citation analysis] | article | 6 |
2019 | Social aspirations in European banks: peer-influenced risk behaviour In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2018 | Social aspirations in European banks: peer-influenced risk behavior.(2018) In: EconStor Preprints. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2018 | To bet or not to bet: a reality check for tennis betting market efficiency In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
2013 | What Drives the Stock Market Integration in the CEE-3? In: EconStor Open Access Articles and Book Chapters. [Full Text][Citation analysis] | article | 1 |
2020 | Stablecoins as a crypto safe haven? Not all of them! In: EconStor Preprints. [Full Text][Citation analysis] | paper | 3 |
2020 | From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks In: EconStor Preprints. [Full Text][Citation analysis] | paper | 2 |
2020 | Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector In: EconStor Preprints. [Full Text][Citation analysis] | paper | 2 |
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