3
H index
1
i10 index
178
Citations
Vit Bubak : Citation Profile
Univerzita Karlova v Praze | RESEARCH PRODUCTION: 7 Articles 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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16 years (2003 - 2019). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Vit Bubak. | Is cited by:
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Main data
Where Vit Bubak has published?
| Journals with more than one article published | # docs |
|---|---|
| Czech Journal of Economics and Finance (Finance a uver) | 3 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers IES / Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies | 3 |
Recent works citing Vit Bubak (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Volatility Connectedness on the Central European Forex Markets. (2023). Kočenda, Evžen ; Albrecht, Peter ; Kocenda, Even ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10728. Full description at Econpapers || Download paper |
| 2023 | The COVID-19 pandemic and financial markets in Central Europe: Macroeconomic measures and international policy spillovers. (2023). Stawasz-Grabowska, Ewa ; Janus, Jakub ; Grabowski, Wojciech. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s156601412200108x. Full description at Econpapers || Download paper |
| 2023 | Foreign exchange market return spillovers and connectedness among African countries. (2023). Osei, Kofi Acheampong ; Kang, Sang Hoon ; Mensah, Lord Kwaku ; Boakye, Robert Owusu. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000212. Full description at Econpapers || Download paper |
| 2024 | Volatility connectedness on the central European forex markets. (2024). Kočenda, Evžen ; Koenda, Even ; Albrecht, Peter. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400111x. Full description at Econpapers || Download paper |
| 2023 | Portfolio diversification during the COVID-19 pandemic: Do vaccinations matter?. (2023). Vo, Xuan Vinh ; Do, Hung Xuan ; Thanh, Thao Thac ; Pham, Son Duy. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000189. Full description at Econpapers || Download paper |
| 2024 | Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations. (2024). Li, Xiao-Ming ; Thanh, Thao Thac ; Pham, Son Duy. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001187. Full description at Econpapers || Download paper |
| 2023 | The impact of crisis periods and monetary decisions of the Fed and the ECB on the sovereign yield curve network. (2023). Kotro, Balazs B ; Huszar, Zsuzsa R ; Badics, Milan Csaba. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001051. Full description at Econpapers || Download paper |
| 2024 | Outlier-robust methods for forecasting realized covariance matrices. (2024). Clements, Adam ; Drovandi, Christopher ; Li, Dan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:392-408. Full description at Econpapers || Download paper |
| 2023 | The volatility of natural resources implications for sustainable development: Crude oil volatility prediction based on the multivariate structural regime switching. (2023). Ma, Feng ; Tang, Yusui. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003239. Full description at Econpapers || Download paper |
| 2023 | How geopolitical risk drives spillover interconnectedness between crude oil and exchange rate markets: Evidence from the Russia-Ukraine war. (2023). Ohikhuare, Obaika M. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723009935. Full description at Econpapers || Download paper |
| 2023 | International transmission of exchange rate volatility: Evidence from FIEs’ investments in China. (2023). Xu, Yangfei ; Li, Baoxin ; Dai, Yanke. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000166. Full description at Econpapers || Download paper |
| 2023 | The level of African forex markets integration and Eurobond issue. (2023). Kuttu, Saint ; Boachie-Yiadom, Eric ; Andoh, Charles ; Mensah, Lord. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:1:d:10.1007_s12197-022-09596-6. Full description at Econpapers || Download paper |
| 2023 | Heterogeneous Behavior and Volatility Transmission in the Forex Market using High-Frequency Data. (2023). Shira, Ruba Khalid ; Lamouchi, Rim Ammar. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:13:y:2023:i:3:f:13_3_3. Full description at Econpapers || Download paper |
| 2023 | Contemporaneous and noncontemporaneous idiosyncratic risk spillovers in commodity futures markets: A novel network topology approach. (2023). Hao, Jun ; Li, Jianping ; Yang, Xian ; Zhang, XU. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:6:p:705-733. Full description at Econpapers || Download paper |
Works by Vit Bubak:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | Volatility Transmission in Emerging European Foreign Exchange Markets In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 161 |
| 2011 | Volatility transmission in emerging European foreign exchange markets.(2011) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 161 | article | |
| 2011 | Volatility Transmission in Emerging European Foreign Exchange Markets.(2011) In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 161 | paper | |
| 2019 | Closing the rural-urban gap in child malnutrition: Evidence from Paraguay, 1997–2012 In: Economics & Human Biology. [Full Text][Citation analysis] | article | 5 |
| 2010 | Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market In: Czech Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2010 | Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market.(2010) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2010 | Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market.(2010) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2006 | Seasonality and Non-Trading Effect on Central European Stock Markets (in English) In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 3 |
| 2006 | Trading Intensity and Intraday Volatility on the Prague Stock Exchange: Evidence from an Autoregressive Conditional Duration Model (in English) In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 0 |
| 2009 | Distribution and Dynamics of Central-European Exchange Rates: Evidence from Intraday Data In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 7 |
| 2005 | Trading Intensity and Intraday Volatility on the Prague Stock Exchange: Evidence from an Autoregressive Conditional Duration Model In: Working Papers IES. [Citation analysis] | paper | 0 |
| 2006 | The Price Impact of Stock Trades: Evidence from the Prague Stock Exchange In: Working Papers IES. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Value-at-Risk on Central and Eastern European Stock Markets: An Empirical Investigation Using GARCH Models In: Working Papers IES. [Full Text][Citation analysis] | paper | 1 |
| 2003 | Informative value of firm capital structure In: Prague Economic Papers. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team