Access Statistics for Eduard Baumöhl

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are cryptocurrencies connected to forex? A quantile cross-spectral approach 0 1 1 76 0 1 2 200
Are we able to capture the EU debt crisis? Evidence from PIIGGS countries in panel unit root framework 0 0 1 84 0 0 3 236
Asymmetric GARCH and the financial crisis: a preliminary study 0 0 0 42 0 0 0 74
Asymmetric GARCH and the financial crisis: a preliminary study 0 0 0 41 0 0 0 103
Breakdowns and revivals: the long-run relationship between the stock market and real economic activity in the G-7 countries 0 0 0 25 0 0 2 100
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 0 0 0 0 6
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 15 0 0 0 31
Constructing weekly returns based on daily stock market data: A puzzle for empirical research? 2 6 17 390 11 28 159 2,594
Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis 0 0 0 39 0 0 3 109
Do people gamble more in good times? Evidence from 27 European countries 0 0 0 45 0 0 1 64
Fear of the coronavirus and the stock markets 0 0 0 35 1 2 6 130
Firm Survival in New EU Member States 0 0 1 65 1 3 6 138
Firm survival in new EU member states 0 0 0 28 0 1 2 52
From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks 0 0 1 122 0 1 5 333
Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment 0 0 0 71 0 0 0 250
How Firms Survive in European Emerging Markets: A Survey 0 0 3 24 0 0 4 29
How smooth is the stock market integration of CEE-3? 0 0 0 38 0 0 2 176
Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector 0 0 2 158 1 1 5 532
Institutions and Determinants of Firm Survival in European Emerging Markets 0 0 0 72 1 4 5 179
Institutions and determinants of firm survival in European emerging markets 0 0 0 26 0 0 5 81
Network-based asset allocation strategies 0 0 1 48 0 0 3 175
Networks of Volatility Spillovers among Stock Markets 0 0 0 57 0 1 1 86
Networks of volatility spillovers among stock markets 0 0 0 96 0 0 1 186
On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries 0 0 0 47 0 0 0 122
Quantile coherency networks of international stock markets 0 0 1 56 1 2 3 92
Return spillovers around the globe: A network approach 0 0 0 49 0 1 2 92
Social aspirations in European banks: peer-influenced risk behavior 0 0 0 34 1 1 2 105
Socioeconomic factors and shifts in ideological orientation among political parties: Parliamentary elections in Slovakia from 1998 to 2020 0 0 1 26 0 0 5 37
Stablecoins as a crypto safe haven? Not all of them! 0 0 2 61 1 2 11 207
Stationarity of time series and the problem of spurious regression 0 1 2 71 1 2 10 377
Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance 0 0 0 58 0 0 2 170
Stock market integration between the CEE-4 and the G7 markets: Asymmetric DCC and smooth transition approach 0 0 0 112 0 0 1 262
Stock returns and real activity: the dynamic conditional lagged correlation approach 0 0 0 22 0 0 2 81
Testing the covariance stationarity of CEE stocks 0 0 0 37 0 1 4 120
The instability of the correlation structure of the S&P 500 0 0 0 105 0 1 2 93
Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries 0 0 0 93 0 0 1 274
Volatility and dynamic conditional correlations of European emerging stock markets 0 0 0 54 0 0 0 130
YOLO trading: Riding with the herd during the GameStop episode 0 0 0 70 1 2 10 215
Total Working Papers 2 8 33 2,492 20 54 270 8,241

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are cryptocurrencies connected to forex? A quantile cross-spectral approach 0 0 0 37 1 3 5 163
Beneish Model for the Detection of Tax Manipulation: Evidence from Slovakia 0 0 0 12 0 3 10 29
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 9 0 2 3 22
Determinanty integrácie akciových trhov krajín V4 0 0 0 54 0 0 0 115
Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis 0 0 1 18 1 1 5 78
Do people gamble more in good times? Evidence from 27 European countries 0 0 0 12 0 0 1 33
Fear of the coronavirus and the stock markets 0 0 0 15 0 1 8 94
Firm survival in new EU member states 0 0 0 16 0 0 1 71
Funding Structure of the European and North American Clusters: Results from an Independent Questionnaire 0 0 0 13 0 0 1 63
Granger causality stock market networks: Temporal proximity and preferential attachment 0 0 1 34 0 0 7 279
Guest Editors’ Introduction to the Special Issue 0 0 0 8 1 1 1 20
How Firms Survive in European Emerging Markets: A Survey 0 0 0 3 0 0 1 11
Institutions and determinants of firm survival in European emerging markets 1 3 3 39 1 4 8 139
Integrácia akciových trhov: DCC MV-GARCH model 0 0 1 184 0 1 5 443
Macroeconomic environment and the future performance of loans: Evidence from three peer-to-peer platforms 1 3 7 7 2 5 20 20
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach 0 1 8 26 1 5 13 77
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach 0 0 1 10 0 2 3 29
Network-based asset allocation strategies 0 2 2 22 0 4 7 102
Networks of volatility spillovers among stock markets 0 0 0 24 0 0 2 94
Quantile coherency networks of international stock markets 0 0 0 18 1 1 1 66
Return spillovers around the globe: A network approach 0 0 0 11 3 5 5 60
Risk-Return Convergence in CEE Stock Markets: Structural Breaks and Market Volatility 0 0 0 19 3 3 4 116
Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets 0 0 0 40 0 0 2 109
Similarity of emerging market returns under changing market conditions: Markets in the ASEAN-4, Latin America, Middle East, and BRICs 0 0 1 13 0 0 1 127
Social aspirations in European banks: peer-influenced risk behaviour 0 0 0 0 0 1 1 23
Stability of the “returns-growth” relationship in G7: The dynamic conditional lagged correlation approach 0 0 1 17 0 0 2 59
Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects 0 0 4 161 2 2 11 527
Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance 0 0 0 8 1 1 3 39
Stock market networks: The dynamic conditional correlation approach 0 0 0 40 0 0 1 138
The Real Convergence of CEE Countries: A Study of Real GDP per capita 0 0 0 9 0 0 0 29
The Stock Markets and Real Economic Activity 0 0 0 69 0 1 1 214
Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group 0 0 0 46 0 1 2 171
Volatility and dynamic conditional correlations of worldwide emerging and frontier markets 0 0 0 38 2 3 5 217
What Drives the Stock Market Integration in the CEE-3? 0 0 0 5 0 0 0 74
YOLO trading: Riding with the herd during the GameStop episode 1 2 3 9 3 10 27 74
Total Journal Articles 3 11 33 1,046 22 60 167 3,925

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-08-05