14
H index
16
i10 index
512
Citations
Ekonomická Univerzita v Bratislave (50% share) | 14 H index 16 i10 index 512 Citations RESEARCH PRODUCTION: 35 Articles 38 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Eduard Baumöhl. | Is cited by: | Cites to: |
Year | Title of citing document |
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2025 | Predicting 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. Full description at Econpapers || Download paper |
2024 | Dynamic 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. Full description at Econpapers || Download paper |
2024 | Does 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. Full description at Econpapers || Download paper |
2024 | Le 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. Full description at Econpapers || Download paper |
2024 | Exploring 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. Full description at Econpapers || Download paper |
2025 | How 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. Full description at Econpapers || Download paper |
2024 | Why 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. Full description at Econpapers || Download paper |
2024 | Dynamics 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. Full description at Econpapers || Download paper |
2024 | Contagion 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. Full description at Econpapers || Download paper |
2024 | Revisit 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. Full description at Econpapers || Download paper |
2024 | Crypto 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. Full description at Econpapers || Download paper |
2024 | How 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. Full description at Econpapers || Download paper |
2025 | Frequency 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. Full description at Econpapers || Download paper |
2025 | Spatial 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. Full description at Econpapers || Download paper |
2025 | Identifying 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. Full description at Econpapers || Download paper |
2025 | Imported 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. Full description at Econpapers || Download paper |
2024 | Integrated 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. Full description at Econpapers || Download paper |
2024 | Contagion 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. Full description at Econpapers || Download paper |
2024 | Volatility 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. Full description at Econpapers || Download paper |
2024 | Distributed 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. Full description at Econpapers || Download paper |
2024 | Global 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. Full description at Econpapers || Download paper |
2024 | Does 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. Full description at Econpapers || Download paper |
2024 | Quantile 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. Full description at Econpapers || Download paper |
2024 | Assessing 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. Full description at Econpapers || Download paper |
2024 | Extreme 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. Full description at Econpapers || Download paper |
2024 | Safe 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. Full description at Econpapers || Download paper |
2024 | Quantile 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. Full description at Econpapers || Download paper |
2025 | Does 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. Full description at Econpapers || Download paper |
2024 | Google 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. Full description at Econpapers || Download paper |
2024 | What 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. Full description at Econpapers || Download paper |
2024 | Cross-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. Full description at Econpapers || Download paper |
2024 | Examining 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. Full description at Econpapers || Download paper |
2024 | How 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. Full description at Econpapers || Download paper |
2024 | Driving 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. Full description at Econpapers || Download paper |
2025 | Do 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. Full description at Econpapers || Download paper |
2024 | Impact 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. Full description at Econpapers || Download paper |
2024 | Decomposing 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. Full description at Econpapers || Download paper |
2024 | Robinhood, 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. Full description at Econpapers || Download paper |
2024 | Gold-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. Full description at Econpapers || Download paper |
2024 | Asymmetric 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. Full description at Econpapers || Download paper |
2024 | Forecasting 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. Full description at Econpapers || Download paper |
2025 | Perception 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. Full description at Econpapers || Download paper |
2024 | Financial 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. Full description at Econpapers || Download paper |
2025 | Stablecoin 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. Full description at Econpapers || Download paper |
2024 | Quantile 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. Full description at Econpapers || Download paper |
2024 | Coal 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. Full description at Econpapers || Download paper |
2024 | Food-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. Full description at Econpapers || Download paper |
2024 | How 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. Full description at Econpapers || Download paper |
2024 | Government 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. Full description at Econpapers || Download paper |
2025 | Religion 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. Full description at Econpapers || Download paper |
2024 | Identify 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. Full description at Econpapers || Download paper |
2024 | Commodity 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. Full description at Econpapers || Download paper |
2024 | Quantifying 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. Full description at Econpapers || Download paper |
2024 | Time-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. Full description at Econpapers || Download paper |
2024 | Social 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. Full description at Econpapers || Download paper |
2024 | Extreme 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. Full description at Econpapers || Download paper |
2024 | Flight-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. Full description at Econpapers || Download paper |
2024 | Comparative 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. Full description at Econpapers || Download paper |
2024 | Financial 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. Full description at Econpapers || Download paper |
2024 | Spillover 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. Full description at Econpapers || Download paper |
2025 | Revisiting 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. Full description at Econpapers || Download paper |
2025 | Research 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. Full description at Econpapers || Download paper |
2025 | Optimizing 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. Full description at Econpapers || Download paper |
2024 | FinTech 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Does 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. Full description at Econpapers || Download paper |
2024 | Assessing 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. Full description at Econpapers || Download paper |
2024 | How 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. Full description at Econpapers || Download paper |
2025 | The 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. Full description at Econpapers || Download paper |
2025 | How 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. Full description at Econpapers || Download paper |
2024 | Systemic 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2025 | Firm 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. Full description at Econpapers || Download paper |
2024 | Network 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. Full description at Econpapers || Download paper |
2024 | Innovation 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. Full description at Econpapers || Download paper |
2024 | Do 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. Full description at Econpapers || Download paper |
2025 | Modelling 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. Full description at Econpapers || Download paper |
2024 | Total 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2025 | Research 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2025 | Resilience 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. Full description at Econpapers || Download paper |
2025 | Impact 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. Full description at Econpapers || Download paper |
2024 | Quantile 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. Full description at Econpapers || Download paper |
2025 | Comparing 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. Full description at Econpapers || Download paper |
2024 | Le 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. Full description at Econpapers || Download paper |
2024 | Directional 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. Full description at Econpapers || Download paper |
2024 | Hedge 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2025 | Japanese 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. Full description at Econpapers || Download paper |
2025 | Causal 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. Full description at Econpapers || Download paper |
2024 | Special 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. Full description at Econpapers || Download paper |
2025 | Institutional 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. 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 | 43 |
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: 43 | article | |
2015 | Return spillovers around the globe: A network approach In: Papers. [Full Text][Citation analysis] | paper | 16 |
2019 | Return spillovers around the globe: A network approach.(2019) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
2014 | Stability of the “returns-growth†relationship in G7: The dynamic conditional lagged correlation approach In: Borsa Istanbul Review. [Full Text][Citation analysis] | article | 0 |
2017 | Networks of Volatility Spillovers among Stock Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 31 |
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: 31 | 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: 31 | paper | |
2019 | Institutions and determinants of firm survival in European emerging markets In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 38 |
2018 | Institutions 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 | |
2019 | Institutions and determinants of firm survival in European emerging markets.(2019) In: Working and Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
2022 | Measuring systemic risk in the global banking sector: A cross-quantilogram network approach In: Economic Modelling. [Full Text][Citation analysis] | article | 14 |
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: 14 | article | |
2014 | Volatility and dynamic conditional correlations of worldwide emerging and frontier markets In: Economic Modelling. [Full Text][Citation analysis] | article | 16 |
2019 | Network-based asset allocation strategies In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 18 |
2018 | Network-based asset allocation strategies.(2018) In: EconStor Preprints. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2015 | Similarity 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] | article | 1 |
2020 | Firm survival in new EU member states In: Economic Systems. [Full Text][Citation analysis] | article | 17 |
2017 | Firm 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 | |
2019 | Firm survival in new EU member states.(2019) In: Working and Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2024 | Macroeconomic environment and the future performance of loans: Evidence from three peer-to-peer platforms In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
2017 | Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis In: Finance Research Letters. [Full Text][Citation analysis] | article | 31 |
2017 | Directional 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 | |
2019 | Are cryptocurrencies connected to forex? A quantile cross-spectral approach In: Finance Research Letters. [Full Text][Citation analysis] | article | 66 |
2018 | Are 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 | |
2019 | Quantile coherency networks of international stock markets In: Finance Research Letters. [Full Text][Citation analysis] | article | 44 |
2019 | Quantile coherency networks of international stock markets.(2019) In: EconStor Preprints. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
2020 | Fear of the coronavirus and the stock markets In: Finance Research Letters. [Full Text][Citation analysis] | article | 42 |
2020 | Fear of the coronavirus and the stock markets.(2020) In: EconStor Preprints. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
2022 | YOLO trading: Riding with the herd during the GameStop episode In: Finance Research Letters. [Full Text][Citation analysis] | article | 11 |
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: 11 | paper | |
2021 | Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks In: Resources Policy. [Full Text][Citation analysis] | article | 38 |
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: 38 | 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: 38 | paper | |
2012 | Stock market networks: The dynamic conditional correlation approach In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 18 |
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 | 14 |
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 | 1 |
2014 | Risk-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] | article | 1 |
2021 | Guest Editors’ Introduction to the Special Issue In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 0 |
2022 | How Firms Survive in European Emerging Markets: A Survey In: Working Papers IES. [Full Text][Citation analysis] | paper | 3 |
2022 | How 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 | |
2011 | The Stock Markets and Real Economic Activity In: Eastern European Economics. [Full Text][Citation analysis] | article | 3 |
2016 | Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
2018 | Stock 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 | |
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 | |
2009 | Stationarity of time series and the problem of spurious regression In: MPRA Paper. [Full Text][Citation analysis] | paper | 9 |
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 | 0 |
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 | Constructing weekly returns based on daily stock market data: A puzzle for empirical research? In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2012 | Testing the covariance stationarity of CEE stocks In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2013 | Stock market integration between the CEE-4 and the G7 markets: Asymmetric DCC and smooth transition approach. In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
2013 | Volatility and dynamic conditional correlations of European emerging stock markets In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2016 | Do people gamble more in good times? Evidence from 27 European countries In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2017 | Do people gamble more in good times? Evidence from 27 European countries.(2017) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2010 | Integrácia akciových trhov: DCC MV-GARCH model In: Politická ekonomie. [Full Text][Citation analysis] | article | 0 |
2014 | Determinanty integrácie akciových trhov krajín V4 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 | 0 |
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 | |
2014 | How smooth is the stock market integration of CEE-3? In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2012 | The Real Convergence of CEE Countries: A Study of Real GDP per capita In: EconStor Open Access Articles and Book Chapters. [Full Text][Citation analysis] | article | 1 |
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 |
2017 | Funding 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] | article | 0 |
2020 | Stablecoins as a crypto safe haven? Not all of them! In: EconStor Preprints. [Full Text][Citation analysis] | paper | 9 |
2020 | From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks In: EconStor Preprints. [Full Text][Citation analysis] | paper | 3 |
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 |
2021 | Socioeconomic factors and shifts in ideological orientation among political parties: Parliamentary elections in Slovakia from 1998 to 2020 In: EconStor Preprints. [Full Text][Citation analysis] | paper | 0 |
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