Josef Kurka : Citation Profile

Univerzita Karlova v Praze

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H index

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i10 index

125

Citations

RESEARCH PRODUCTION:

1

Articles

3

Papers

RESEARCH ACTIVITY:

   7 years (2017 - 2024). See details.
   Cites by year: 17
   Journals where Josef Kurka has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pku722
   Updated: 2026-01-10    RAS profile: 2022-10-25    
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Relations with other researchers

Works with:

Baruník, Jozef (2)

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

Is cited by:

Goutte, Stéphane (9)

Perez-Laborda, Alejandro (3)

Gil-Alana, Luis (3)

Raheem, Ibrahim (3)

Baumohl, Eduard (3)

Fernandez Bariviera, Aurelio (3)

Isah, Kazeem (3)

Ahmed, Walid (3)

Pham, Linh (2)

Dar, Arif (2)

Sosvilla-Rivero, Simon (2)

Cites to:

Roubaud, David (6)

Bouri, Elie (6)

Baruník, Jozef (5)

Vacha, Lukas (5)

Diebold, Francis (5)

Kočenda, Evžen (5)

GUPTA, RANGAN (4)

Madhavan, Ananth (3)

lucey, brian (3)

Szafarz, Ariane (3)

Yilmaz, Kamil (3)

Main data

Where Josef Kurka has published?

Working Papers Series with more than one paper published# docs
Working Papers IES / Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies2

Recent works citing Josef Kurka (2025 and 2024)

YearTitle of citing document
2025Interconnected Markets: Exploring the Dynamic Relationship Between BRICS Stock Markets and Cryptocurrency. (2025). Wang, Wei. In: Papers. RePEc:arx:papers:2406.07641.

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2024Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhuang, Zixi ; Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199.

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2025Heterogeneity, Jumps and Co-Movements in Transmission of Volatility Spillovers Among Cryptocurrencies. (2025). Maria, Tantoula ; Manolis, Tzagarakis ; Konstantinos, Gkillas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:29:y:2025:i:5:p:621-649:n:1002.

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2024Dynamic volatility spillover among cryptocurrencies and energy markets: An empirical analysis based on a multilevel complex network. (2024). Xiao, Zumian ; Wang, Xuetong ; Ma, Shiqun ; Xiang, Lijin ; Fang, Fang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001584.

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2025Cryptocurrencies, stocks, and economic policy uncertainty: A FAVAR analysis. (2025). Jackson Young, Laura ; Civelli, Andrea. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000452.

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2024Time-varying causalities from the COVID-19 media coverage to the dynamic spillovers among the cryptocurrency, the clean energy, and the crude oil. (2024). Lu, Xunfa ; Huang, Nan ; Mo, Jianlei. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001506.

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2024The resilience of Shariah-compliant investments: Probing the static and dynamic connectedness between gold-backed cryptocurrencies and GCC equity markets. (2024). Ali, Shoaib ; Naveed, Muhammad ; Gubareva, Mariya ; Hanif, Hasan. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005616.

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2024Assessing the crypto market stability after the FTX collapse: A study of high frequency volatility and connectedness. (2024). Jareo, Francisco ; Esparcia, Carlos ; Escribano, Ana. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002199.

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2024Diversifying and hedging REIT portfolios with cryptocurrencies: Evidence from global and regional REIT indices. (2024). Akinsomi, Omokolade ; Odusami, Babatunde O. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002618.

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2024Dynamic linkages among bitcoin, equity, gold and oil: An implied volatility perspective. (2024). Choudhary, Sangita ; Biswal, Pratap Chandra ; Jain, Anshul. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002502.

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2024What drives cryptocurrency pump and dump schemes: Coin versus market factors?. (2024). Charfeddine, Lanouar ; Mahrous, Ahmed. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008912.

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2025Connectedness between traditional finance, cryptocurrencies and DeFi in the post COVID period. (2025). Sala, Carlo ; Parrondo, Luz. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325001618.

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2024Unveiling interconnectedness and risk spillover among cryptocurrencies and other asset classes. (2024). Kumar, Dilip ; Narayan, Shivani. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000905.

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2024Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness. (2024). Sila, Jan ; Kočenda, Evžen ; Kukacka, Jiri ; Kristoufek, Ladislav ; Kocenda, Evzen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001288.

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2025Spillovers between cryptocurrencies and financial markets in a global framework. (2025). Frömmel, Michael ; Vukovi, Darko B ; Zinovev, Vyacheslav ; Vigne, Samuel A ; Frmmel, Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:150:y:2025:i:c:s0261560624002225.

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2024Interconnections and contagion among cryptocurrencies, DeFi, NFT and traditional financial assets: Some new evidence from tail risk driven network. (2024). Zhang, Yuanyuan ; Liao, Xin ; Chan, Stephen ; Chu, Jeffrey. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:647:y:2024:i:c:s0378437124004011.

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2025Cryptocurrency dynamics during global crises: Insights from Bitcoin’s interplay with traditional markets. (2025). Kallandranis, Christos ; Anastasiou, Dimitrios ; Karagiorgis, Ariston ; Ballis, Antonis. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025006756.

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2024The relationship between cryptocurrencies and convention financial market: Dynamic causality test and time-varying influence. (2024). Huang, Linxian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:811-826.

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2024Performance of crypto-Forex portfolios based on intraday data. (2024). Lopez, Raquel ; Esparcia, Carlos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000096.

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2024How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?. (2024). Panagiotidis, Theodore ; Bampinas, Georgios. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924000655.

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2024Do clean and dirty cryptocurrencies connect financial assets differently? The perspective of market inefficiency. (2024). Urquhart, Andrew ; Peng, Long ; Zhang, Liya ; Duan, Kun ; Yao, Kai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001442.

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2024Are the Crypto Markets Shock Resilient to COVID-19? A Comparative Investigation of Trading Prices and Volumes. (2024). Bwando, William ; Ul, Asad. In: International Econometric Review (IER). RePEc:erh:journl:v:16:y:2024:i:2:p:148-171.

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2025Cryptocurrencies and Economic Community of West African States Stock Markets: An Analysis by the DCC-GARCH Model. (2025). Gaudens-Omer, Kouakou Thiaedjae. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:17:y:2025:i:4:p:111.

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2024Do cryptocurrency and commodities markets affect stock market performance in South Asia? An empirical investigation during the COVID-19 pandemic. (2024). Kamal, Muhammad Abdul ; Syed, Aamir Aijaz. In: International Journal of Economics and Business Research. RePEc:ids:ijecbr:v:27:y:2024:i:4:p:673-692.

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2025Relation Between Digital Currencies and Other Financial Markets: A Non-Linear and Multivariate Analysis. (2025). Sah, Abhishek ; Patra, Biswajit. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:2:d:10.1007_s10690-024-09466-7.

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2024Long-Run Linkages Between us Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; de Dios, Jos Javier. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-023-10510-3.

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2024Exploring the Dynamics of Equity and Cryptocurrency Markets: Fresh Evidence from the Russia–Ukraine War. (2024). Naeem, Muhammad Abubakr ; Yousaf, Imran ; Hamouda, Foued. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10573-w.

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2024How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?. (2024). Panagiotidis, Theodore ; Bampinas, Georgios. In: Working Paper series. RePEc:rim:rimwps:24-01.

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2024Measuring cryptocurrency moment convergence using distance analysis. (2024). Dao, Thong ; Su, Haozhe ; Cheah, Jeremy Eng-Tuck. In: Annals of Operations Research. RePEc:spr:annopr:v:332:y:2024:i:1:d:10.1007_s10479-023-05573-2.

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2024Cryptocurrency market microstructure: a systematic literature review. (2024). Gonçalves, Tiago ; Almeida, Jos ; Gonalves, Tiago Cruz. In: Annals of Operations Research. RePEc:spr:annopr:v:332:y:2024:i:1:d:10.1007_s10479-023-05627-5.

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2024A comparative analysis between FinTech and traditional stock markets: using Russia and Ukraine war data. (2024). Hasan, Fakhrul ; Al-Okaily, Manaf ; Choudhury, Tonmoy ; Kayani, Umar. In: Electronic Commerce Research. RePEc:spr:elcore:v:24:y:2024:i:1:d:10.1007_s10660-023-09734-0.

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2024Do cryptocurrencies integrate with the indices of equity, sustainability, clean energy, and crude oil? A wavelet coherency approach. (2024). Jayaraman, Sivakumar Vepur ; Annamalaisamy, Bhuvaneskumar. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:3372-3392.

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Works by Josef Kurka:

YearTitleTypeCited
2024Risks of heterogeneously persistent higher moments In: Papers.
[Full Text][Citation analysis]		paper0
2019Do cryptocurrencies and traditional asset classes influence each other? In: Finance Research Letters.
[Full Text][Citation analysis]		article125
2017Do Cryptocurrencies and Traditional Asset Classes Influence Each Other?.(2017) In: Working Papers IES.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 125		paper
2021Frequency-Dependent Higher Moment Risks In: Working Papers IES.
[Full Text][Citation analysis]		paper0

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