12
H index
14
i10 index
359
Citations
Prešovská Univerzita (66% share) | 12 H index 14 i10 index 359 Citations RESEARCH PRODUCTION: 52 Articles 23 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Štefan Lyócsa. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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MPRA Paper / University Library of Munich, Germany | 12 |
EconStor Preprints / ZBW - Leibniz Information Centre for Economics | 4 |
Papers / arXiv.org | 2 |
Year | Title of citing document | |
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2023 | Nonparametric Test for Volatility in Clustered Multiple Time Series. (2021). Barrios, Erniel B ; Victor, Paolo. In: Papers. RePEc:arx:papers:2104.14412. Full description at Econpapers || Download paper | |
2022 | Lead-lag detection and network clustering for multivariate time series with an application to the US equity market. (2022). Reinert, Gesine ; Cucuringu, Mihai ; Bennett, Stefanos. In: Papers. RePEc:arx:papers:2201.08283. Full description at Econpapers || Download paper | |
2022 | Network analysis and Eurozone trade imbalances. (2022). Vellucci, Pierluigi ; Carnazza, Giovanni. In: Papers. RePEc:arx:papers:2209.09837. Full description at Econpapers || Download paper | |
2022 | Banking in the shadow of Bitcoin? The institutional adoption of cryptocurrencies. (2022). Zoss, Markus ; Orazem, Lovrenc ; Lewrick, Ulf ; Farag, Marc ; Auer, Raphael. In: BIS Working Papers. RePEc:bis:biswps:1013. Full description at Econpapers || Download paper | |
2023 | The role of tail network topological characteristic in portfolio selection: A TNA?PMC model. (2023). Zhao, Qinna ; Jiang, Cuixia ; Xu, Qifa ; Li, Mengting. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:37-57. Full description at Econpapers || Download paper | |
2022 | Do stock markets play a role in determining COVID?19 economic stimulus? A cross?country analysis. (2022). Chaudhry, Sajid M ; Khalid, Usman ; Shafiullah, Muhammad. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:2:p:386-408. Full description at Econpapers || Download paper | |
2023 | Banking in the Shadow of Bitcoin? The Institutional Adoption of Cryptocurrencies. (2023). Auer, Raphael A ; Zoss, Markus ; Orazem, Lovrenc ; Lewrick, Ulf ; Farag, Marc. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10355. Full description at Econpapers || Download paper | |
2022 | Impact of European Union Social Policy during Pandemic on Household Income. (2022). Ciurea, Alina. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2022:i:3:p:117-124. Full description at Econpapers || Download paper | |
2022 | Energy storage to solve the diurnal, weekly, and seasonal mismatch and achieve zero-carbon electricity consumption in buildings. (2022). Zhang, Tao ; Liu, Xiaohua ; Kuang, Zhonghong ; Chen, QI. In: Applied Energy. RePEc:eee:appene:v:312:y:2022:i:c:s0306261922002008. Full description at Econpapers || Download paper | |
2022 | Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment. (2022). Sensoy, Ahmet ; Almeida, Dora ; Dionisio, Andreia ; Akhtaruzzaman, MD ; Banerjee, Ameet Kumar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:36:y:2022:i:c:s2214635022000703. Full description at Econpapers || Download paper | |
2022 | Intraday Trading of Precious Metals Futures Using Algorithmic Systems. (2022). Gil, Cohen. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:154:y:2022:i:c:s0960077921010304. Full description at Econpapers || Download paper | |
2022 | The impact of COVID-19 induced panic on stock market returns: A two-year experience. (2022). Huelamo, Diego ; Esparcia, Carlos ; Diaz, Antonio ; Cervantes, Paula. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:1075-1097. Full description at Econpapers || Download paper | |
2023 | Good and bad self-excitation: Asymmetric self-exciting jumps in Bitcoin returns. (2023). Peng, Zhe ; Xu, Mengyu ; Zhang, Zhengjun. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003613. Full description at Econpapers || Download paper | |
2023 | The role of uncertainty in forecasting volatility comovements across stock markets. (2023). Palomba, Giulio ; Rossi, Eduardo ; Bucci, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001219. Full description at Econpapers || Download paper | |
2022 | Partial cross-quantilogram networks: Measuring quantile connectedness of financial institutions. (2022). Xie, Chi ; Feng, Yusen ; Wang, Gang-Jin ; Qian, Biyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000055. Full description at Econpapers || Download paper | |
2022 | The contagion effect of jump risk across Asian stock markets during the Covid-19 pandemic. (2022). Liu, Fang ; Chen, Yajiao ; Zhou, Long ; Zhang, YI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000432. Full description at Econpapers || Download paper | |
2022 | The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets: Evidence from the time-frequency co-movements. (2022). Maitra, Debasish ; Dash, Saumya Ranjan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200064x. Full description at Econpapers || Download paper | |
2022 | Multiscale features of extreme risk spillover networks among global stock markets. (2022). Zhu, Huiming ; You, Wanhai ; Zhao, Wanru ; Ren, Yinghua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001012. Full description at Econpapers || Download paper | |
2022 | Dynamic volatility connectedness between industrial metal markets. (2022). Zhou, Zicheng ; Liu, Tangyong ; Xu, Jun ; Gong, XU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001498. Full description at Econpapers || Download paper | |
2023 | Building optimal regime-switching portfolios. (2023). Bucci, Andrea ; Ciciretti, Vito. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001723. Full description at Econpapers || Download paper | |
2022 | Measuring the impact of digital exchange cyberattacks on Bitcoin Returns. (2022). Ah, Seung ; Milunovich, George. In: Economics Letters. RePEc:eee:ecolet:v:221:y:2022:i:c:s0165176522003676. Full description at Econpapers || Download paper | |
2022 | Interconnectedness between convertible bonds and underlying stocks in the Chinese capital market: A multilayer network perspective. (2022). Wang, Gang-Jin ; Xie, Chi ; Ling, Yu-Xiu. In: Emerging Markets Review. RePEc:eee:ememar:v:52:y:2022:i:c:s1566014122000292. Full description at Econpapers || Download paper | |
2023 | Risk substitution in cryptocurrencies: Evidence from BRICS announcements. (2023). Pisera, Stefano ; Paltrinieri, Andrea ; Dreassi, Alberto ; Chiaramonte, Laura ; Alon, Ilan ; Goodell, John W. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122000553. Full description at Econpapers || Download paper | |
2023 | Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:308-321. Full description at Econpapers || Download paper | |
2023 | Are cryptocurrencies a safe haven for stock investors? A regime-switching approach. (2023). Miu, Peter ; Li, Leon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:367-385. Full description at Econpapers || Download paper | |
2022 | Intertemporal effects of imperfect competition through forward contracts in wholesale electricity markets. (2022). Gallego, Camilo A. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s014098832200024x. Full description at Econpapers || Download paper | |
2022 | Energy security: Does systemic risk spillover matter? Evidence from China. (2022). Hu, Xin ; Lin, Renda ; Deng, Yuanyue ; Zhu, BO ; Chen, Pingshe. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003930. Full description at Econpapers || Download paper | |
2022 | Does crude oil fire the emerging markets currencies contagion spillover? A systemic perspective. (2022). Singh, Vipul Kumar ; Kumar, Pawan. In: Energy Economics. RePEc:eee:eneeco:v:116:y:2022:i:c:s0140988322005138. Full description at Econpapers || Download paper | |
2022 | Natural gas volatility prediction: Fresh evidence from extreme weather and extended GARCH-MIDAS-ES model. (2022). Wang, LU ; Lai, Xiaodong ; Xia, Zhenglan ; Liang, Chao. In: Energy Economics. RePEc:eee:eneeco:v:116:y:2022:i:c:s0140988322005667. Full description at Econpapers || Download paper | |
2023 | Attention to oil prices and its impact on the oil, gold and stock markets and their covariance. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s014098832300141x. Full description at Econpapers || Download paper | |
2022 | Forecasting the volatility of crude oil futures: The role of oil investor attention and its regime switching characteristics under a high-frequency framework. (2022). Suleman, Muhammad Tahir ; Niu, Zibo ; Liu, Yuanyuan ; Zhang, Hongwei ; Yin, Libo. In: Energy. RePEc:eee:energy:v:238:y:2022:i:pa:s0360544221020272. Full description at Econpapers || Download paper | |
2022 | The economic value of high-frequency data in equity-oil hedge. (2022). Kuang, Wei. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pa:s0360544221021526. Full description at Econpapers || Download paper | |
2022 | Forecasting automobile gasoline demand in Australia using machine learning-based regression. (2022). Hensher, David A ; Zhou, BO ; Li, Zheng. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pd:s0360544221025603. Full description at Econpapers || Download paper | |
2022 | Co-jumps in the U.S. interest rates and precious metals markets and their implications for investors. (2022). Downing, Gareth ; Semeyutin, Artur. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000503. Full description at Econpapers || Download paper | |
2022 | Measuring systemic risk contribution of global stock markets: A dynamic tail risk network approach. (2022). Di, Zengru ; Tang, Renwu ; Chen, Zhihua ; Sun, Qingru ; Huang, Shupei ; Gao, Xiangyun ; Wang, ZE. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003118. Full description at Econpapers || Download paper | |
2022 | Does investor sentiment predict bitcoin return and volatility? A quantile regression approach. (2022). Narada, P ; Ruwani, J M ; Dias, Ishanka K. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003337. Full description at Econpapers || Download paper | |
2023 | Forecasting global stock market volatilities in an uncertain world. (2023). Zhang, Ting ; Wang, Gang-Jin ; Zeng, Zhi-Jian ; Xie, Chi ; Li, Zhao-Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004136. Full description at Econpapers || Download paper | |
2023 | Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets. (2023). Zhu, You ; Uddin, Gazi Salah ; Xie, Chi ; Feng, Yusen ; Wan, LI ; Wang, Gang-Jin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000340. Full description at Econpapers || Download paper | |
2023 | Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence. (2023). Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521922002587. Full description at Econpapers || Download paper | |
2022 | Using a hedging network to minimize portfolio risk. (2022). Zareei, Abalfazl ; Moreno, David ; Mayoral, Silvia. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001252. Full description at Econpapers || Download paper | |
2022 | COVID-19 and Tail-event Driven Network Risk in the Eurozone. (2022). Doukas, John A ; Foglia, Matteo ; Duc, Toan Luu. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001513. Full description at Econpapers || Download paper | |
2022 | Impact of global health crisis and oil price shocks on stock markets in the GCC. (2022). Eissa, Mohamed Abdel-Aziz ; Zeitun, Rami ; al Refai, Hisham. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002117. Full description at Econpapers || Download paper | |
2022 | COVIDâ19 media coverage and ESG leader indices. (2022). Umar, Zaghum ; Boubaker, Sabri ; Akhtaruzzaman, MD. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002440. Full description at Econpapers || Download paper | |
2022 | Novel alternative assets within a transmission mechanism of volatility spillovers: The role of SPACs. (2022). Pergeris, Georgios ; Koutsokostas, Drosos ; Papathanasiou, Spyros. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005419. Full description at Econpapers || Download paper | |
2022 | Stablecoins versus traditional cryptocurrencies in response to interbank rates. (2022). , Quan ; Anh, Thu Thi ; Nguyen, Thanh Cong ; Vu, Thai. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000654. Full description at Econpapers || Download paper | |
2022 | COVID-19 and the Economy: Summary of research and future directions. (2022). Simkins, Betty J ; Iyer, Subramanian Rama. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322001131. Full description at Econpapers || Download paper | |
2022 | Central bank speeches and digital currency competition. (2022). Scharnowski, Stefan. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003038. Full description at Econpapers || Download paper | |
2022 | The looming crisis in the Chinese stock market? Left-tail exposure analysis of Chinese stocks to Evergrande. (2022). Vrost, Toma ; Lyocsa, Tefan ; Deev, Oleg. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003762. Full description at Econpapers || Download paper | |
2022 | The Russo-Ukrainian war and financial markets: the role of dependence on Russian commodities. (2022). Sene, Babacar ; Bassene, Theophile ; Marcelin, Isaac ; Lo, Gaye-Del. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004007. Full description at Econpapers || Download paper | |
2022 | The Russia-Ukraine conflict and volatility risk of commodity markets. (2022). Shao, Zhiquan ; Fang, YI. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s154461232200455x. Full description at Econpapers || Download paper | |
2022 | The role of investor attention in global asset price variation during the invasion of Ukraine. (2022). Horvath, Matu ; Staek, Daniel ; Halouskova, Martina. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004755. Full description at Econpapers || Download paper | |
2023 | S&P volatility, VIX, and asymptotic volatility estimates. (2023). Christie-David, Rohan ; Chatrath, Arjun ; Bonaparte, Yosef. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005694. Full description at Econpapers || Download paper | |
2023 | Which component of air quality index drives stock price volatility in China: a decomposition-based forecasting method. (2023). Wu, Rui ; Peng, Lijuan ; Zhang, LI ; Yu, Jize. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005839. Full description at Econpapers || Download paper | |
2023 | Climate policy uncertainty and stock market volatility: Evidence from different sectors. (2023). Li, Bin ; Lv, Wendai. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006821. Full description at Econpapers || Download paper | |
2023 | Introducing the Cryptocurrency VIX: CVIX?. (2023). Bonaparte, Yosef. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000867. Full description at Econpapers || Download paper | |
2023 | Climate risks and realized volatility of major commodity currency exchange rates. (2023). GUPTA, RANGAN ; Pierdzioch, Christian ; Cepni, Oguzhan ; Bonato, Matteo. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000519. Full description at Econpapers || Download paper | |
2022 | The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness. (2022). Angelini, Eliana ; Addi, Abdelhamid ; Foglia, Matteo. In: Global Finance Journal. RePEc:eee:glofin:v:51:y:2022:i:c:s1044028321000752. Full description at Econpapers || Download paper | |
2022 | Euclidean (dis)similarity in financial network analysis. (2022). Esmalifalak, Hamidreza. In: Global Finance Journal. RePEc:eee:glofin:v:53:y:2022:i:c:s1044028321000144. Full description at Econpapers || Download paper | |
2022 | Pandemic-induced fear and stock market returns: Evidence from China. (2022). Fang, Tong ; Liu, Peng ; Su, Zhi. In: Global Finance Journal. RePEc:eee:glofin:v:54:y:2022:i:c:s1044028321000429. Full description at Econpapers || Download paper | |
2023 | Heterogenous responses of stock markets to covid related news and sentiments: Evidence from the 1st year of pandemic. (2023). Wohar, Mark ; Kamal, Javed Bin. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:68-85. Full description at Econpapers || Download paper | |
2022 | Does the world smile together? A network analysis of global index option implied volatilities. (2022). Tang, Jing ; Ryu, Doojin ; Han, Qian ; Chen, Jing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443121002018. Full description at Econpapers || Download paper | |
2022 | Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic. (2022). Marco, Chi Keung ; Lucey, Brian ; Goodell, John W ; Brzeszczyski, Janusz ; Yarovaya, Larisa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000725. Full description at Econpapers || Download paper | |
2022 | The size of good and bad volatility shocks does matter for spillovers. (2022). Bouri, Elie ; Harb, Etienne. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001020. Full description at Econpapers || Download paper | |
2023 | The connectedness between meme tokens, meme stocks, and other asset classes: Evidence from a quantile connectedness approach. (2023). Yousaf, Imran ; Goodell, John W ; Pham, Linh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001664. Full description at Econpapers || Download paper | |
2023 | European stock market volatility connectedness: The role of country and sector membership. (2023). Uribe, Jorge ; Guillen, Montserrat ; Vidal-Llana, Xenxo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001688. Full description at Econpapers || Download paper | |
2023 | Which COVID-19 information really impacts stock markets?. (2023). Brzeszczynski, Janusz ; Brzeszczyski, Janusz ; Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443122000749. Full description at Econpapers || Download paper | |
2023 | Cryptocurrency regulation and market quality. (2023). Clancey-Shang, Danjue ; Griffith, Todd. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000124. Full description at Econpapers || Download paper | |
2022 | Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models. (2022). Hou, Chenghan ; Ji, Qiang ; Klein, Tony ; Luo, Jiawen. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:51-73. Full description at Econpapers || Download paper | |
2022 | The effects of public sentiments and feelings on stock market behavior: Evidence from Australia. (2022). Tiwari, Aviral ; Hammoudeh, Shawkat ; Karikari, Nana Kwasi ; Bonsu, Christiana Osei ; Aikins, Emmanuel Joel. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:193:y:2022:i:c:p:443-472. Full description at Econpapers || Download paper | |
2022 | High policy uncertainty and low implied market volatility: An academic puzzle?. (2022). Wei, Xiaopeng ; Dang, Huong Dieu ; Biakowski, Jdrzej. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:3:p:1185-1208. Full description at Econpapers || Download paper | |
2022 | An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting. (2022). Wang, Shixuan ; Liu, Zhenya ; Han, Xuyuan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:25:y:2022:i:c:s2405851321000222. Full description at Econpapers || Download paper | |
2022 | Does the Russia-Ukraine war lead to currency asymmetries? A US dollar tale. (2022). Pandey, Dharen ; Chortane, Sana Gaied. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:26:y:2022:i:c:s1703494922000263. Full description at Econpapers || Download paper | |
2023 | Dynamic asymmetric connectedness in technological sectors. (2023). el Khoury, Rim ; Alqaralleh, Huthaifa ; Alshater, Muneer M. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000470. Full description at Econpapers || Download paper | |
2022 | Can dimensional reduction technology make better use of the information of uncertainty indices when predicting volatility of Chinese crude oil futures?. (2022). Chen, Zhonglu ; Li, Xiafei ; Bai, Jiancheng ; Yan, Xiang. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005286. Full description at Econpapers || Download paper | |
2022 | Impact of Russian-Ukraine war on clean energy, conventional energy, and metal markets: Evidence from event study approach. (2022). Yousaf, Imran ; Riaz, Yasir ; Umar, Muhammad. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004093. Full description at Econpapers || Download paper | |
2022 | Dynamic frequency volatility spillovers and connectedness between strategic commodity and stock markets: US-based sectoral analysis. (2022). Kang, Sang Hoon ; Vo, Xuan Vinh ; Alomari, Mohammad ; al Rababa, Abdel Razzaq ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004196. Full description at Econpapers || Download paper | |
2022 | Is Tether a safe haven of safe haven amid COVID-19? An assessment against Bitcoin and oil using improved measures of risk. (2022). Arbi, Lukman ; Muchtadi-Alamsyah, Intan ; Suprijanto, Djoko ; Hakim, Arief ; Syuhada, Khreshna. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005542. Full description at Econpapers || Download paper | |
2023 | Precious metal as a safe haven for global ESG stocks: Portfolio implications for socially responsible investing. (2023). Ye, Jing ; Liu, Huiling ; Xue, Minggao ; Lei, Heng. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006134. Full description at Econpapers || Download paper | |
2023 | Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities. (2023). Yoon, Seong-Min ; Hussain, Syed Jawad ; Ur, Mobeen ; Hernandez, Jose Arreola ; Kang, Sang Hoon. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420722007292. Full description at Econpapers || Download paper | |
2023 | A study on the transmission of trade behavior of global nickel products from the perspective of the industrial chain. (2023). Zhao, Yifan ; Yang, Hanshi ; Xing, Wanli ; Zheng, Shuxian ; Zhang, Hua ; Zhou, Xuanru. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000843. Full description at Econpapers || Download paper | |
2023 | Futures trading activity and the jump risk of spot market: Evidence from the bitcoin market. (2023). Liao, Xiaosai ; Ma, Huan ; Zhang, Chuanhai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000161. Full description at Econpapers || Download paper | |
2022 | Financial risk propagation between Chinese and American stock markets based on multilayer networks. (2022). Wu, Xiao-Qun ; Zhao, Jun-Chan ; Huang, Qi-An. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:586:y:2022:i:c:s0378437121007184. Full description at Econpapers || Download paper | |
2022 | The network structure of the China bond market: Characteristics and explanations from trading factors. (2022). Gao, Qiunan ; Sun, Rong ; Yao, Dongmin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:598:y:2022:i:c:s0378437122002710. Full description at Econpapers || Download paper | |
2022 | Construction and robustness of directed-weighted financial stock networks via meso-scales. (2022). Rong, Hang ; Wang, Xianjia ; Tu, Lilan ; Su, Qingqing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:605:y:2022:i:c:s0378437122006045. Full description at Econpapers || Download paper | |
2022 | A high-frequency approach to VaR measures and forecasts based on the HAR-QREG model with jumps. (2022). Song, Yuping ; Xu, Yang ; Huang, Jiefei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:608:y:2022:i:p1:s0378437122008111. Full description at Econpapers || Download paper | |
2023 | COVID-19 related TV news and stock returns: Evidence from major US TV stations. (2023). Reichmann, Doron ; Moller, Rouven. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:95-109. Full description at Econpapers || Download paper | |
2023 | Persistence and long run co-movements across stock market prices. (2023). Martin-Valmayor, Miguel Angel ; Infante, Juan ; Gil-Alana, Luis A. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:347-357. Full description at Econpapers || Download paper | |
2022 | What threatens stock markets more - The coronavirus or the hype around it?. (2022). Zykov, Alexander ; Dzhuraeva, Zarnigor ; Egorova, Julia ; Okhrin, Ostap ; Nepp, Alexander. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:519-539. Full description at Econpapers || Download paper | |
2023 | What do we know about meme stocks? A bibliometric and systematic review, current streams, developments, and directions for future research. (2023). Nobanee, Haitham ; Daoud, Nejla Ould. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:589-602. Full description at Econpapers || Download paper | |
2022 | Stock market volatility and the COVID-19 reproductive number. (2022). Winkelried, Diego ; Henriquez, Pablo A ; Diaz, Fernando. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001380. Full description at Econpapers || Download paper | |
2022 | Forecasting volatility of Bitcoin. (2022). Molnár, Peter ; Polasik, Micha ; Molnar, Peter ; Lind, Andrea Falk ; Bergsli, Lykke Overland. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001616. Full description at Econpapers || Download paper | |
2022 | Financial Risk Meter for emerging markets. (2022). Hardle, Wolfgang Karl ; Althof, Michael ; ben Amor, Souhir. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002154. Full description at Econpapers || Download paper | |
2022 | An examination of whether gold-backed Islamic cryptocurrencies are safe havens for international Islamic equity markets. (2022). Hussain, Syed Jawad ; Naifar, Nader ; Bouri, Elie ; Ali, Fahad ; Alahmad, Mohammad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:63:y:2022:i:c:s0275531922001544. Full description at Econpapers || Download paper | |
2022 | A model for CBDC audits based on blockchain technology: Learning from the DCEP. (2022). Ren, Yi-Shuai ; Ma, Chao-Qun ; Wang, Yi-Ran. In: Research in International Business and Finance. RePEc:eee:riibaf:v:63:y:2022:i:c:s0275531922001672. Full description at Econpapers || Download paper | |
2023 | Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors?. (2023). Tzeremes, Panayiotis ; Corbet, Shaen ; Papadamou, Stephanos ; Kyriazis, Nikolaos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002185. Full description at Econpapers || Download paper | |
2023 | Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning. (2023). Uddin, Gazi Salah ; Zhu, You ; Wang, Gang-Jin ; Xie, Chi ; Zhou, Yang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s027553192200232x. Full description at Econpapers || Download paper | |
2023 | Machine learning sentiment analysis, COVID-19 news and stock market reactions. (2023). Pelizzon, Loriana ; Nofer, Michael ; Hinz, Oliver ; Costola, Michele. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000077. Full description at Econpapers || Download paper | |
2023 | Border disputes, conflicts, war, and financial markets research: A systematic review. (2023). Pandey, Dharen ; Kumar, Satish ; Lucey, Brian M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000983. Full description at Econpapers || Download paper | |
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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 another version. Agregated cites: 37 | article | |
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2014 | Stability of the ââ¬Åreturns-growthââ¬Â relationship in G7: The dynamic conditional lagged correlation approach In: Borsa Istanbul Review. [Full Text][Citation analysis] | article | 0 |
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2018 | Networks of volatility spillovers among stock markets.(2018) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | article | |
2016 | Networks of volatility spillovers among stock markets.(2016) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
2021 | Predicting risk in energy markets: Low-frequency data still matter In: Applied Energy. [Full Text][Citation analysis] | article | 5 |
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2020 | Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 24 |
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2019 | Asymmetric volatility in equity markets around the world In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 9 |
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2017 | The effect of non-trading days on volatility forecasts in equity markets In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
2020 | Stock market oscillations during the corona crash: The role of fear and uncertainty In: Finance Research Letters. [Full Text][Citation analysis] | article | 16 |
2020 | Fear of the coronavirus and the stock markets In: Finance Research Letters. [Full Text][Citation analysis] | article | 32 |
2020 | Fear of the coronavirus and the stock markets.(2020) In: EconStor Preprints. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
2021 | A tale of tails : New evidence on the growth-return nexus In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
2021 | FX market volatility modelling: Can we use low-frequency data? In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
2022 | YOLO trading: Riding with the herd during the GameStop episode In: Finance Research Letters. [Full Text][Citation analysis] | article | 6 |
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2022 | Return adjusted charge ratios: What drives fees and costs of pension schemes? In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2022 | Russiaâs ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention In: Finance Research Letters. [Full Text][Citation analysis] | article | 10 |
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2019 | Central bank announcements and realized volatility of stock markets in G7 countries In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 0 |
2020 | Trading and non-trading period realized market volatility: Does it matter for forecasting the volatility of US stocks? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 7 |
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2012 | Stock market networks: The dynamic conditional correlation approach In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 15 |
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2020 | Connectedness of financial institutions in Europe: A network approach across quantiles In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 13 |
2021 | Modeling realized volatility of the EUR/USD exchange rate: Does implied volatility really matter? In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 1 |
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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 |
2016 | Forecasting Exchange Rate Volatility: The Case of the Czech Republic, Hungary and Poland In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 3 |
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2011 | Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
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 |
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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 |
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2013 | Volatility and dynamic conditional correlations of European emerging stock markets In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2015 | Predicting changes in the output of OECD countries: An international network perspective In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2022 | Default or profit scoring credit systems? Evidence from European and US peer-to-peer lending markets In: Financial Innovation. [Full Text][Citation analysis] | article | 0 |
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2019 | Social aspirations in European banks: peer-influenced risk behaviour In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
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2020 | Quantile dependence of tourism activity between Southern European countries In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
2016 | What drives intermediation costs? A case of tennis betting market In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
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