Access Statistics for Tomáš Výrost

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 we able to capture the EU debt crisis? Evidence from PIIGGS countries in panel unit root framework 0 0 1 84 0 0 4 236
Asymmetric GARCH and the financial crisis: a preliminary study 0 0 0 41 0 0 0 103
Asymmetric GARCH and the financial crisis: a preliminary study 0 0 0 42 0 0 0 74
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 15 0 0 0 31
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 0 0 0 0 6
Country and industry effects in CEE stock market networks: Preliminary results 0 0 0 27 0 0 0 39
Country effects in CEE3 stock market networks: a preliminary study 0 0 0 13 0 1 2 61
Fear of the coronavirus and the stock markets 0 0 0 35 3 4 5 128
From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks 0 1 1 122 0 2 3 330
Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment 0 0 0 71 0 0 0 250
Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector 1 1 3 158 2 2 14 531
Industry Concentration Dynamics and Structural Changes: The Case of Aerospace & Defence 0 1 1 55 0 1 3 148
Network-based asset allocation strategies 0 0 2 48 0 1 7 175
Networks of Volatility Spillovers among Stock Markets 0 0 0 57 0 0 3 85
Networks of volatility spillovers among stock markets 0 0 0 96 1 1 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
Return spillovers around the globe: A network approach 0 0 0 49 0 0 2 91
Social aspirations in European banks: peer-influenced risk behavior 0 0 0 34 0 0 2 104
Stablecoins as a crypto safe haven? Not all of them! 0 2 4 61 0 4 17 201
Stock returns and real activity: the dynamic conditional lagged correlation approach 0 0 0 22 0 0 1 80
The instability of the correlation structure of the S&P 500 0 0 0 105 0 1 1 92
Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries 0 0 0 93 0 0 1 273
YOLO trading: Riding with the herd during the GameStop episode 0 0 2 70 1 2 9 209
Total Working Papers 1 5 14 1,370 7 19 77 3,655

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A tale of tails: New evidence on the growth-return nexus 0 0 0 2 0 0 0 9
Beneish Model for the Detection of Tax Manipulation: Evidence from Slovakia 0 0 5 12 2 2 9 23
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 9 0 0 3 20
Defection of Traditional Standard Deviation Scaling of Capital Asset Returns 0 0 0 11 1 1 1 97
FX market volatility modelling: Can we use low-frequency data? 0 1 6 8 0 4 13 28
Fear of the coronavirus and the stock markets 0 0 0 15 1 3 7 91
Granger causality stock market networks: Temporal proximity and preferential attachment 0 0 0 33 1 4 8 278
Guest Editors’ Introduction to the Special Issue 0 0 0 8 0 0 0 19
Integrácia akciových trhov: DCC MV-GARCH model 0 0 1 184 1 2 4 442
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach 0 0 2 10 0 0 4 27
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach 1 5 7 23 1 5 19 70
Network-based asset allocation strategies 0 0 1 20 0 0 4 97
Networks of volatility spillovers among stock markets 0 0 0 24 0 0 2 93
Predicting risk in energy markets: Low-frequency data still matter 1 1 1 11 1 1 4 44
Return spillovers around the globe: A network approach 0 0 0 11 0 0 0 55
Scale-free distribution of firm-size distribution in emerging economies 0 0 0 3 0 0 0 20
Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets 0 0 0 40 2 2 4 109
Social aspirations in European banks: peer-influenced risk behaviour 0 0 0 0 0 0 0 22
Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects 1 3 5 161 1 5 13 522
Stock market networks: The dynamic conditional correlation approach 0 0 0 40 1 1 1 138
Stock market volatility forecasting: Do we need high-frequency data? 0 1 5 31 1 2 16 91
The Stock Markets and Real Economic Activity 0 0 1 69 0 0 2 213
The looming crisis in the Chinese stock market? Left-tail exposure analysis of Chinese stocks to Evergrande 0 0 4 6 0 0 8 13
To bet or not to bet: a reality check for tennis betting market efficiency 0 0 1 28 1 1 9 87
Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group 0 0 0 46 0 0 0 169
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 0 0 1 6 0 2 14 55
Total Journal Articles 3 11 40 816 14 35 145 2,906

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Statistics updated 2025-03-03