Eduard Baumöhl : Citation Profile

Ekonomická Univerzita v Bratislave (50% share)
Slovenská Akadémia Vied (50% share)

14

H index

16

i10 index

512

Citations

RESEARCH PRODUCTION:

35

Articles

38

Papers

RESEARCH ACTIVITY:

   15 years (2009 - 2024). See details.
   Cites by year: 34
   Journals where Eduard Baumöhl has often published
   Relations with other researchers
   Recent citing documents: 93.    Total self citations: 34 (6.23 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba835
   Updated: 2025-07-12    RAS profile: 2025-06-10    
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Relations with other researchers

Works with:

Výrost, Tomáš (14)

Shahzad, Syed Jawad Hussain (4)

Lyócsa, Štefan (4)

Sarwar, Suleman (3)

Kočenda, Evžen (3)

Bouri, Elie (2)

Molnár, Peter (2)

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

Is cited by:

Iwasaki, Ichiro (28)

Kočenda, Evžen (20)

Shida, Yoshisada (14)

Shahzad, Syed Jawad Hussain (12)

Lyócsa, Štefan (12)

Wang, Gang-Jin (8)

Maghyereh, Aktham (7)

Yoon, Seong-Min (7)

Umar, Zaghum (7)

Výrost, Tomáš (7)

Deev, Oleg (6)

Cites to:

Engle, Robert (62)

Kočenda, Evžen (51)

Lyócsa, Štefan (32)

Výrost, Tomáš (31)

Hanousek, Jan (31)

Sheppard, Kevin (28)

lucey, brian (26)

Perron, Pierre (23)

Horvath, Roman (23)

Bekaert, Geert (21)

Mantegna, Rosario (20)

Main data

Where Eduard Baumöhl has published?

Journals with more than one article published# docs
Finance Research Letters5
Czech Journal of Economics and Finance (Finance a uver)4
EconStor Open Access Articles and Book Chapters4
Applied Economics Letters3
Physica A: Statistical Mechanics and its Applications3
Economic Modelling3
Eastern European Economics2
Economic Systems2
Politick ekonomie2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany15
EconStor Preprints / ZBW - Leibniz Information Centre for Economics11
Papers / arXiv.org2
Working and Discussion Papers / Research Department, National Bank of Slovakia2
CEI Working Paper Series / Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University2

Recent works citing Eduard Baumöhl (2025 and 2024)

YearTitle of citing document
2025Predicting Insurance Penetration Rate in Ghana Using the Autoregressive Integrated Moving Average (ARIMA) Model. (2025). Gidisu, Godwin ; Gyima-Adu, Thomas. In: Papers. RePEc:arx:papers:2502.07841.

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

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2024Does size matter? Examining the probability of firm emergence from bankruptcy. (2024). Krishnamurti, Chandrasekhar ; Rashid, Afzalur ; Shams, Syed ; Zikri, Miftah. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:4:p:669-713.

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2024Le microentrepreneuriat et l’accès à l’eau potable dans les quartiers précaires d’Abidjan (Côte d’Ivoire). (2024). Boyer, Marcel ; Petkantchin, Valentin ; el Moussaoui, Hicham. In: CIRANO Working Papers. RePEc:cir:cirwor:2024s-05.

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2024Exploring Advanced GARCH Models for Analyzing Asymmetric Volatility Dynamics for the Emerging Stock Market in Hungary: An Empirical Case Study. (2024). Shahil, Raza ; Birau, Ramona ; Cirjan, Nadia Tudora ; Simion, Mircea Laurentiu ; Meher, Bharat Kumar ; Abhishek, Anand ; Aman, Shreevastava. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2024:i:2:p:41-52.

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2025How closely is the US stock market linked to Caribbean tax havens?. (2025). Balli, Faruk ; Billiah, Mabruk ; Chowdhury, Iftekhar Hassan. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00279.

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2024Why do corporate farms survive in Central and Eastern Europe?. (2024). Shida, Yoshisada ; Iwasaki, Ichiro ; Fertő, Imre ; Bojnec, Tefan. In: Agricultural Systems. RePEc:eee:agisys:v:218:y:2024:i:c:s0308521x2400115x.

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

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2024Contagion mechanism of liquidity risk in the interbank network. (2024). Chen, Naixi ; Fan, Hong ; Pang, Congyuan. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s026499932400230x.

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2024Revisit the impact of exchange rate on stock market returns during the pandemic period. (2024). Chang, Tsangyao ; Wang, Mei-Chih. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001912.

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

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2024How does node centrality in a financial network affect asset price prediction?. (2024). Xu, Yuhong ; Zhao, Xinyao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000883.

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2025Frequency domain cross-quantile coherency and connectedness network of exchange rates: Evidence from ASEAN+3 countries. (2025). Zeng, Tian ; Zhu, Huiming ; Xia, Xiling ; Wang, Xinghui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001840.

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2025Spatial linkages of positive feedback trading among the stock index futures markets. (2025). Liu, Shuyi ; Tian, Shuxi ; Mu, Lijie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002407.

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2025Identifying risk transmission in carbon, energy and metal markets: Evidence from a novel quantile frequency connectedness approach. (2025). Huang, Yuan ; Wu, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002791.

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2025Imported risk in global financial markets: Evidence from cross-market connectedness. (2025). Ouyang, Zisheng ; Chen, Zhen ; Zhou, Xuewei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000142.

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

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2024Contagion among European financial indices, evidence from a quantile VAR approach. (2024). Tedeschi, Marco ; Palomba, Giulio. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362524000050.

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2024Volatility connectedness and its determinants of global energy stock markets. (2024). Wang, XU ; Cong, Xiaoping ; Xie, Qichang ; Luo, Chao. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362524000153.

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2024Distributed mean reversion online portfolio strategy with stock network. (2024). Zhong, Yannan ; Xu, Weijun ; Li, Hongyi. 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 ; Kang, Yong Joo ; Park, Dojoon. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000116.

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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 ; Zhou, Xiaoran ; Enilov, Martin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001762.

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2024Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU. (2024). Hamori, Shigeyuki ; Shang, Jin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001816.

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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). Yang, Yimin ; Pei, Xiaoyun ; Zhang, Hua ; Li, Hailing. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s014098832400183x.

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2024Extreme co-movements between decomposed oil price shocks and sustainable investments. (2024). Apergis, Nicholas ; Zhang, Zhengjun ; Lu, Xunfa ; He, Pengchao ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002883.

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2024Safe haven properties of industrial stocks against ESG in the United States: Portfolio implication for sustainable investments. (2024). Imran, Zulfiqar Ali ; Ahad, Muhammad ; Ahmad, Mobeen ; Shahzad, Khurram ; Hameed, Imran. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004201.

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2024Quantile connectedness among fintech, carbon future, and energy markets: Implications for hedging and investment strategies. (2024). He, Jian ; Su, Xianfang. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006121.

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2025Does public climate attention affect the net return spillover from energy to non-energy commodities?. (2025). Lin, Anlan ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000155.

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

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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 ; Zhang, Junru ; Zheng, Chen. 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). Wang, Yifu ; Hardle, Wolfgang Karl ; Lu, Wanbo ; Ren, Rui ; Lin, Min-Bin. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001789.

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2024Examining the quantile cross-coherence between fossil energy and clean energy: Is the dependence structure changing with the COVID-19 outbreak?. (2024). Wang, Zhuo ; Wei, YU ; Zhang, Yifeng ; Chen, Xiaodan ; Zhou, Chunyan. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001984.

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2024How does tail risk spill over between Chinese and the US stock markets? An empirical study based on multilayer network. (2024). Feng, Yusen ; Mo, Tingcheng ; Li, Kelong ; Xie, Chi ; Ouyang, Yingbo. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004472.

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2024Driving green: Financial benefits of carbon emission reduction in companies. (2024). Tveters, Ragnar ; Misund, Brd ; Ibishova, Banovsha. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006896.

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2025Do hurricanes cause storm on the stock market? The case of US energy companies. (2025). Horvath, Roman ; Kalistov, Anna ; Horvth, Roman ; Moravcov, Michala ; Mikufov, Marta ; Lycsa, Tefan. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007488.

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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 ; Goodell, John W ; Mahapatra, Biplab ; Banerjee, Ameet Kumar. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010309.

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2024Decomposing risk spillover effect in international stock market: A novel intertemporal network topology approach. (2024). Lv, Zhiyu ; Zhang, XU ; Naeem, Muhammad Abubakr ; Liu, Jiawen ; Rauf, Abdul. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s154461232400401x.

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2024Robinhood, Reddit, and the news: The impact of traditional and social media on retail investor trading. (2024). Reichenbach, Felix ; Mnster, Markus ; Walther, Martin. In: Journal of Financial Markets. RePEc:eee:finmar:v:71:y:2024:i:c:s1386418124000478.

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2024Gold-backed cryptocurrencies: A hedging tool against categorical and regional financial stress. (2024). Tiwari, Aviral ; Billah, Syed ; Hoque, Mohammad Enamul ; Alam, Md Rafayet. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s104402832400036x.

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2024Asymmetric shocks of the COVID-19 pandemic on the Australian stock market: Evidence from multiple threshold nonlinear ARDL (MTNARDL) approach. (2024). Pradhan, Rudra P ; Gangopadhyay, Partha ; Das, Narasingha. In: International Economics. RePEc:eee:inteco:v:179:y:2024:i:c:s2110701724000568.

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2024Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility. (2024). Vrost, Toma ; Plihal, Toma ; Lyocsa, Tefan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1275-1301.

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2025Perception towards government advisory, perceived risk and willingness to invest in cryptocurrency. (2025). Wasiuzzaman, Shaista. In: Journal of Economics and Business. RePEc:eee:jebusi:v:133:y:2025:i:c:s014861952400050x.

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2024Financial contagion and networks among the oil and BRICS stock markets during seven episodes of crisis events. (2024). Chiu, Yi-Bin ; Hsiao, Cody Yu-Ling. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:144:y:2024:i:c:s0261560624000688.

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2025Stablecoin price dynamics under a peg-stabilising mechanism. (2025). Lo, Chi-Fai ; Wong, Andrew ; Hui, Cho-Hoi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:152:y:2025:i:c:s0261560625000154.

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

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2024Coal price shock propagation through sectoral financial interconnectedness in Chinas stock market: Quantile coherency network modelling and shock decomposition analysis. (2024). Xu, Yushi ; Zhang, Yan ; Zhu, Xintong ; Huang, Jionghao. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000114.

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2024Food-fuel nexus beyond mean-variance: New evidence from a quantile approach. (2024). Etienne, Xiaoli ; Wang, Linjie ; Li, Jian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000606.

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2024How does the mineral resource exploitation sector interact with Islamic and traditional ventures? Insights amidst the impact of green reforms and state-of-the-art technological advancements. (2024). Isfahani, Mohammad Nasr ; Mohammadi, Mahsa ; Asl, Mahdi Ghaemi. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724006548.

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

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2025Religion vs. ethics: Tail dependence between Sukuk, green bond, Islamic Fintech, and fourth industrial revolution assets. (2025). Hassan, M. Kabir ; Shaik, Muneer ; Halim, Zairihan Abdul ; Billah, Syed Mabruk ; Rabbani, Mustafa Raza. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000204.

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

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2024Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach. (2024). Ben Amar, Amine ; Bellalah, Makram ; 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). Umar, Zaghum ; Teplova, Tamara ; Choi, Sun-Yong ; 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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2024Time-frequency co-movement and cross-quantile connectedness of exchange rates: Evidence from ASEAN+3 Countries. (2024). Deng, XI ; Zhu, Huiming ; Huang, XI ; Ren, Yinghua. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001261.

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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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2024Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets. (2024). Mishra, Sibanjan ; Kang, Sang Hoon ; Bhattacherjee, Purba. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:1176-1197.

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2024Flight-to-safety across time and market conditions. (2024). Jalkh, Naji ; Bouri, Elie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s105905602400340x.

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2024Comparative analysis of responses of risky and safe haven assets to stock market risk before and after the yield curve inversions in the U.S.. (2024). Hammoudeh, Shawkat ; Sokhanvar, Amin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s105905602400368x.

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2024Financial market spillovers and investor attention to the Russia-Ukraine war. (2024). Yang, Wanyi ; Zhang, Yuqian ; Li, Zhaohua ; Hu, Baiding. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005136.

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2024Spillover dynamics among commodities along the Chinese oil industrial chain: From the perspective of multidimensional networks. (2024). Bai, Jiangyao ; Liu, Shuhao ; Qi, Yajie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s105905602400604x.

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2025Revisiting the currency-commodity nexus: New insights into the R2 decomposed connectedness and the role of global shocks. (2025). Xia, Xiaohua ; An, Chaofan ; Liu, Mengai ; Chen, Baifan ; Huang, Jionghao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000152.

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2025Research on sovereign credit and international banking industry tail risk contagion ----Perspective from double-layer complex network. (2025). Xiao-Li, Gong ; Zhuo-Cheng, WU ; Xiong, Xiong ; Wei, Zhang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025001558.

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2025Optimizing investment strategies: Harnessing the power of K-line complex networks. (2025). Lan, Qiujun ; Li, Haojie ; Mi, Xianhua ; Zhang, Chunyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s105905602500187x.

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2024FinTech and fan tokens: Understanding the risks spillover of digital asset investment. (2024). Foglia, Matteo ; Pacelli, Vincenzo ; Maci, Giampiero. 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 ; Zouaoui, Riadh ; Guesmi, Khaled ; Rachdi, Houssem ; Aloui, Donia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s027553192300329x.

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2024Does ESG affect stock market dependence? An empirical exploration of S&P 1200 companies shows the divergent nature of E–S–G pillars. (2024). Horváth, Matúš ; Horvath, Matu ; Gyonyor, Lucie Stank. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000229.

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2024Assessing the connectedness between cryptocurrency environment attention index and green cryptos, energy cryptos, and green financial assets. (2024). Chishti, Muhammad Zubair ; Patel, Ritesh ; Gubareva, Mariya. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001326.

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2024How electricity and natural gas prices affect banking systemic risk. (2024). Giorgio, Saverio ; Marzioni, Stefano ; Paccione, Cosimo ; Mure, Pina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924003039.

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2025The advantages of CBOE credit VIXs for corporate bond investors in North America: A sectoral analysis. (2025). Ozkan, Oktay ; Bouri, Elie ; Iqbal, Najaf. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924004008.

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2025How robust are financial connectedness networks? A network attack assessment. (2025). Cao, Yufei ; Zou, Yueming. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000649.

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2024Systemic Risk in Indian Financial Institutions: A Probabilistic Approach. (2024). Karmakar, Subhash ; Mukhopadhyay, Jayanta Nath ; Bandyopadhyay, Gautam. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:3:d:10.1007_s10690-023-09426-7.

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2024The Effects of Economic Uncertainty and Trade Policy Uncertainty on Industry-Specific Stock Markets Equity. (2024). Sharif, Arshian ; Tang, Xuan ; Shah, Waheed Ullah ; Gupta, Himani ; Younis, Ijaz. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-024-10552-1.

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2025Firm Survival in Emerging European Markets: Impacts of COVID-19 Pandemic and Russo-Ukrainian War. (2025). Kočenda, Evžen ; Iwasaki, Ichiro ; Kocenda, Evzen. In: KIER Working Papers. RePEc:kyo:wpaper:1115.

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2024Network Risk Parity: graph theory-based portfolio construction. (2024). Ciciretti, Vito ; Pallotta, Alberto. 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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2024Innovation investments and economic development in South Africa: an empirical analysis. (2024). Muchara, Binganidzo ; Mongale, Itumeleng Pleasure ; Milanzi, Sayeed Aboobakr. In: Journal of Economic and Social Development. RePEc:ris:joeasd:0017.

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2024Do crises Really Catalyze Creative Destruction? A Critical Reflection on Firm Survival. (2024). Muoz-Dueas, Pilar ; Meijide-Vecino, Manuel ; Lampn, Jess F ; Vaamonde-Liste, Antonio. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241258005.

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2025Modelling systemic risk of energy and non-energy commodity markets during the COVID-19 pandemic. (2025). Tiwari, Aviral Kumar ; Naeem, Muhammad Abubakr ; Khan, Ashraf ; Anwer, Zaheer. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-022-04879-x.

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2024Total factor productivity and institutional quality in Vietnam: which institutions matter most?. (2024). Thi, Hien Nguyen ; Kim, Anh Tran ; Andre, John ; Ha, Van. In: Asia-Pacific Journal of Regional Science. RePEc:spr:apjors:v:8:y:2024:i:2:d:10.1007_s41685-024-00343-9.

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2024The use of high-frequency data in cryptocurrency research: a meta-review of literature with bibliometric analysis. (2024). Yarovaya, Larisa ; Shahzad, Syed Jawad Hussain ; Anas, Muhammad. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00595-y.

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2025Research on the cross-contagion between international stock markets and geopolitical risks: the two-layer network perspective. (2025). Xiong, Xiong ; Ning, Hao-Yang ; Gong, Xiao-Li. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00687-3.

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2024The comovements of tail risks in time and frequency domains: evidence from US and emerging Asian stock markets. (2024). Baba, Boubekeur. In: Future Business Journal. RePEc:spr:futbus:v:10:y:2024:i:1:d:10.1186_s43093-024-00350-4.

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2025Resilience vs. survival: same song, new melody?. (2025). Schtz, Enrico. In: Future Business Journal. RePEc:spr:futbus:v:11:y:2025:i:1:d:10.1186_s43093-025-00427-8.

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2025Impact of information disparity between individual investors on profits of meme stocks using an artificial market simulation approach. (2025). Izumi, Kiyoshi ; Murayama, Yuri ; Suzuki, Masahiro ; Hashimoto, Ryuji ; Matsumoto, Miyuki. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:8:y:2025:i:1:d:10.1007_s42001-024-00355-7.

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2024Quantile coherency of futures prices in palm and soybean oil markets. (2024). Fousekis, Panos. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:48:y:2024:i:1:d:10.1007_s12197-023-09647-6.

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2025Comparing the Impacts of Past Major Events on the Network Topology Structure of the Malaysian Consumer Products and Services Sector. (2025). Razak, Fatimah Abdul ; Bahaludin, Hafizah ; Ismail, Munira ; Dellow, Alyssa April. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:1:d:10.1007_s13132-024-02038-0.

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2024Le microentrepreneuriat et laccès à leau potable dans les quartiers précaires dAbidjan (Côte dIvoire). (2024). Boyer, Marcel ; Petkantchin, Valentin ; el Moussaoui, Hicham. In: TSE Working Papers. RePEc:tse:wpaper:129827.

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2024Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1): New evidence from cross‐quantilogram approach. (2024). Tiwari, Aviral ; Shahbaz, Muhammad ; Hammoudeh, Shawkat ; Ahmed, Rizwan ; Khalfaoui, Rabeh. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:1:p:719-789.

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2024Hedge and safe haven role of commodities for the US and Chinese equity markets. (2024). Shahzad, Syed Jawad Hussain ; Naifar, Nader ; Hussain, Syed Jawad ; Mujtaba, Ghulam ; Siddique, Asima. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2381-2414.

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2024The role of long‐ and short‐run correlation networks in international portfolio selection. (2024). Liu, Yezheng ; Xu, Qifa ; Jiang, Cuixia. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:3147-3176.

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2025Japanese stock market sectoral dynamics: A time and frequency analysis. (2025). el Khoury, Rim ; Polat, Onur ; Alshater, Muneer M. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1249-1274.

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2025Causal Network Representations in Factor Investing. (2025). Howard, Clint ; Lohre, Harald ; Mudde, Sebastiaan. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:32:y:2025:i:1:n:e70001.

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2024Special economic zone dynamics and firm performance: Evidence from an emerging economy. (2024). Osei, Robert ; Ackah, Charles Godfred ; Kusi, Baah Aye. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:45:y:2024:i:6:p:3834-3851.

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2025Institutional Quality and Sustainable Firm Growth: Evidence From North African Countries. (2025). Abozeid, Hady O ; Elamer, Ahmed A ; Attia, Eman F. In: Sustainable Development. RePEc:wly:sustdv:v:33:y:2025:i:3:p:4380-4392.

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Works by Eduard Baumöhl:

YearTitleTypeCited
2014Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment In: Papers.
[Full Text][Citation analysis]		paper43
2015Granger causality stock market networks: Temporal proximity and preferential attachment.(2015) In: Physica A: Statistical Mechanics and its Applications.
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This paper has nother version. Agregated cites: 43		article
2015Return spillovers around the globe: A network approach In: Papers.
[Full Text][Citation analysis]		paper16
2019Return spillovers around the globe: A network approach.(2019) In: Economic Modelling.
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This paper has nother version. Agregated cites: 16		article
2014Stability of the “returns-growth” relationship in G7: The dynamic conditional lagged correlation approach In: Borsa Istanbul Review.
[Full Text][Citation analysis]		article0
2017Networks of Volatility Spillovers among Stock Markets In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper31
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: 31		article
2016Networks of volatility spillovers among stock markets.(2016) In: KIER Working Papers.
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This paper has nother version. Agregated cites: 31		paper
2019Institutions and determinants of firm survival in European emerging markets In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article38
2018Institutions and Determinants of Firm Survival in European Emerging Markets.(2018) In: CEI Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		paper
2019Institutions and determinants of firm survival in European emerging markets.(2019) In: Working and Discussion Papers.
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This paper has nother version. Agregated cites: 38		paper
2022Measuring systemic risk in the global banking sector: A cross-quantilogram network approach In: Economic Modelling.
[Full Text][Citation analysis]		article14
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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This paper has nother version. Agregated cites: 14		article
2014Volatility and dynamic conditional correlations of worldwide emerging and frontier markets In: Economic Modelling.
[Full Text][Citation analysis]		article16
2019Network-based asset allocation strategies In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article18
2018Network-based asset allocation strategies.(2018) In: EconStor Preprints.
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This paper has nother version. Agregated cites: 18		paper
2015Similarity of emerging market returns under changing market conditions: Markets in the ASEAN-4, Latin America, Middle East, and BRICs In: Economic Systems.
[Full Text][Citation analysis]		article1
2020Firm survival in new EU member states In: Economic Systems.
[Full Text][Citation analysis]		article17
2017Firm Survival in New EU Member States.(2017) In: CEI Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2019Firm survival in new EU member states.(2019) In: Working and Discussion Papers.
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This paper has nother version. Agregated cites: 17		paper
2024Macroeconomic environment and the future performance of loans: Evidence from three peer-to-peer platforms In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2017Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis In: Finance Research Letters.
[Full Text][Citation analysis]		article31
2017Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2019Are cryptocurrencies connected to forex? A quantile cross-spectral approach In: Finance Research Letters.
[Full Text][Citation analysis]		article66
2018Are cryptocurrencies connected to forex? A quantile cross-spectral approach.(2018) In: EconStor Preprints.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 66		paper
2019Quantile coherency networks of international stock markets In: Finance Research Letters.
[Full Text][Citation analysis]		article44
2019Quantile coherency networks of international stock markets.(2019) In: EconStor Preprints.
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This paper has nother version. Agregated cites: 44		paper
2020Fear of the coronavirus and the stock markets In: Finance Research Letters.
[Full Text][Citation analysis]		article42
2020Fear of the coronavirus and the stock markets.(2020) In: EconStor Preprints.
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This paper has nother version. Agregated cites: 42		paper
2022YOLO trading: Riding with the herd during the GameStop episode In: Finance Research Letters.
[Full Text][Citation analysis]		article11
2021YOLO trading: Riding with the herd during the GameStop episode.(2021) In: EconStor Preprints.
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This paper has nother version. Agregated cites: 11		paper
2021Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks In: Resources Policy.
[Full Text][Citation analysis]		article38
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: 38		paper
2021Connectedness 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: 38		paper
2012Stock market networks: The dynamic conditional correlation approach In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article18
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]		article14
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]		article1
2014Risk-Return Convergence in CEE Stock Markets: Structural Breaks and Market Volatility In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article1
2021Guest Editors’ Introduction to the Special Issue In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article0
2022How Firms Survive in European Emerging Markets: A Survey In: Working Papers IES.
[Full Text][Citation analysis]		paper3
2022How Firms Survive in European Emerging Markets: A Survey.(2022) In: Eastern European Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2011The Stock Markets and Real Economic Activity In: Eastern European Economics.
[Full Text][Citation analysis]		article3
2016Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance In: Working Papers.
[Full Text][Citation analysis]		paper8
2018Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance.(2018) In: The European Journal of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2009Asymmetric GARCH and the financial crisis: a preliminary study In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2009Asymmetric GARCH and the financial crisis: a preliminary study.(2009) In: MPRA Paper.
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This paper has nother version. Agregated cites: 0		paper
2009Stationarity of time series and the problem of spurious regression In: MPRA Paper.
[Full Text][Citation analysis]		paper9
2011On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries In: MPRA Paper.
[Full Text][Citation analysis]		paper0
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
2012Constructing weekly returns based on daily stock market data: A puzzle for empirical research? In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2012Testing the covariance stationarity of CEE stocks In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2013Stock market integration between the CEE-4 and the G7 markets: Asymmetric DCC and smooth transition approach. In: MPRA Paper.
[Full Text][Citation analysis]		paper4
2013Volatility and dynamic conditional correlations of European emerging stock markets In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2016Do people gamble more in good times? Evidence from 27 European countries In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2017Do people gamble more in good times? Evidence from 27 European countries.(2017) In: Applied Economics Letters.
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This paper has nother version. Agregated cites: 0		article
2010Integrácia akciových trhov: DCC MV-GARCH model In: Politická ekonomie.
[Full Text][Citation analysis]		article0
2014Determinanty integrácie akciových trhov krajín V4 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]		article0
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
2014How smooth is the stock market integration of CEE-3? In: William Davidson Institute Working Papers Series.
[Full Text][Citation analysis]		paper1
2012The Real Convergence of CEE Countries: A Study of Real GDP per capita In: EconStor Open Access Articles and Book Chapters.
[Full Text][Citation analysis]		article1
2013What Drives the Stock Market Integration in the CEE-3? In: EconStor Open Access Articles and Book Chapters.
[Full Text][Citation analysis]		article1
2017Funding Structure of the European and North American Clusters: Results from an Independent Questionnaire In: EconStor Open Access Articles and Book Chapters.
[Full Text][Citation analysis]		article0
2020Stablecoins as a crypto safe haven? Not all of them! In: EconStor Preprints.
[Full Text][Citation analysis]		paper9
2020From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks In: EconStor Preprints.
[Full Text][Citation analysis]		paper3
2020Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector In: EconStor Preprints.
[Full Text][Citation analysis]		paper2
2021Socioeconomic factors and shifts in ideological orientation among political parties: Parliamentary elections in Slovakia from 1998 to 2020 In: EconStor Preprints.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated July, 2 2025. Contact: CitEc Team