Vit Bubak : Citation Profile


Are you Vit Bubak?

Univerzita Karlova v Praze

3

H index

1

i10 index

182

Citations

RESEARCH PRODUCTION:

7

Articles

7

Papers

RESEARCH ACTIVITY:

   16 years (2003 - 2019). See details.
   Cites by year: 11
   Journals where Vit Bubak has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 3 (1.62 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbu105
   Updated: 2024-12-03    RAS profile: 2023-03-16    
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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:

Antonakakis, Nikolaos (9)

Kočenda, Evžen (9)

Soucek, Michael (5)

Do, Hung (4)

Khalifa, Ahmed (3)

Wang, Gang-Jin (3)

Baruník, Jozef (3)

Cubadda, Gianluca (3)

Hecq, Alain (3)

Clements, Adam (3)

Chatziantoniou, Ioannis (3)

Cites to:

Engle, Robert (14)

Bollerslev, Tim (14)

Andersen, Torben (12)

Diebold, Francis (11)

Corsi, Fulvio (5)

Melvin, Michael (4)

Bontemps, Christian (4)

Horvath, Roman (4)

Kočenda, Evžen (4)

Ito, Takatoshi (4)

Easley, David (3)

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 Studies3

Recent works citing Vit Bubak (2024 and 2023)


YearTitle of citing document
2023Volatility 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.

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2023The 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.

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2023Foreign 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.

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2024Volatility 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.

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2023Portfolio 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.

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2024Stabilizing 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.

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2023The 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.

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2024Outlier-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.

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2023The 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.

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2023How 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.

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2023International 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.

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2023The 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.

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2023Heterogeneous 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.

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2023Contemporaneous 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.

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Works by Vit Bubak:


YearTitleTypeCited
2010Volatility Transmission in Emerging European Foreign Exchange Markets In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper165
2011Volatility transmission in emerging European foreign exchange markets.(2011) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 165
article
2011Volatility 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: 165
paper
2019Closing the rural-urban gap in child malnutrition: Evidence from Paraguay, 1997–2012 In: Economics & Human Biology.
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article5
2010Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market In: Czech Economic Review.
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article0
2010Forecasting 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
2010Forecasting 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
2006Seasonality and Non-Trading Effect on Central European Stock Markets (in English) In: Czech Journal of Economics and Finance (Finance a uver).
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article3
2006Trading 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).
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article0
2009Distribution and Dynamics of Central-European Exchange Rates: Evidence from Intraday Data In: Czech Journal of Economics and Finance (Finance a uver).
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article7
2005Trading Intensity and Intraday Volatility on the Prague Stock Exchange: Evidence from an Autoregressive Conditional Duration Model In: Working Papers IES.
[Citation analysis]
paper0
2006The Price Impact of Stock Trades: Evidence from the Prague Stock Exchange In: Working Papers IES.
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paper0
2008Value-at-Risk on Central and Eastern European Stock Markets: An Empirical Investigation Using GARCH Models In: Working Papers IES.
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paper1
2003Informative value of firm capital structure In: Prague Economic Papers.
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article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team