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 0 84 0 4 12 248
Asymmetric GARCH and the financial crisis: a preliminary study 0 0 0 42 1 4 12 86
Asymmetric GARCH and the financial crisis: a preliminary study 0 0 0 41 0 2 5 108
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 5 11 111
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 15 1 3 15 46
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 0 1 3 8 14
Country and industry effects in CEE stock market networks: Preliminary results 0 0 0 27 0 5 18 57
Country effects in CEE3 stock market networks: a preliminary study 0 0 0 13 1 4 8 70
Fear of the coronavirus and the stock markets 0 0 0 35 0 0 10 139
From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks 0 0 0 122 1 5 22 355
Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment 0 0 1 72 0 5 15 265
Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector 0 0 0 158 2 11 21 552
Industry Concentration Dynamics and Structural Changes: The Case of Aerospace & Defence 0 0 1 56 0 3 16 165
Network-based asset allocation strategies 0 0 0 48 1 6 20 195
Networks of Volatility Spillovers among Stock Markets 0 1 1 58 0 4 13 98
Networks of volatility spillovers among stock markets 0 0 0 96 2 5 10 196
On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries 0 0 0 47 0 2 8 130
Return spillovers around the globe: A network approach 0 0 0 49 1 4 15 106
Social aspirations in European banks: peer-influenced risk behavior 0 0 0 34 0 4 18 122
Stablecoins as a crypto safe haven? Not all of them! 0 0 3 64 0 5 36 241
Stock returns and real activity: the dynamic conditional lagged correlation approach 0 0 0 22 1 6 9 90
The instability of the correlation structure of the S&P 500 0 0 0 105 0 9 20 112
Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries 0 0 1 94 2 7 38 312
YOLO trading: Riding with the herd during the GameStop episode 1 1 2 72 4 26 53 266
Total Working Papers 1 2 9 1,379 18 132 413 4,084

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 1 2 9 20
Beneish Model for the Detection of Tax Manipulation: Evidence from Slovakia 0 1 4 16 1 8 22 49
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 9 0 4 14 34
Defection of Traditional Standard Deviation Scaling of Capital Asset Returns 0 0 0 11 0 4 9 106
FX market volatility modelling: Can we use low-frequency data? 1 1 1 10 4 9 33 64
Fear of the coronavirus and the stock markets 0 0 0 15 2 9 15 109
Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility 1 1 2 13 4 8 18 46
Granger causality stock market networks: Temporal proximity and preferential attachment 0 0 0 34 2 5 13 292
Guest Editors’ Introduction to the Special Issue 0 0 0 8 2 3 9 28
Integrácia akciových trhov: DCC MV-GARCH model 0 0 0 184 1 4 7 450
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach 2 2 3 29 4 12 32 108
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach 0 0 0 10 0 7 24 52
Network-based asset allocation strategies 0 1 4 24 0 8 19 119
Networks of volatility spillovers among stock markets 0 0 0 24 0 3 11 105
No shortfall of ES estimators: Insights from cryptocurrency portfolios 1 1 3 3 2 6 15 19
Predicting risk in energy markets: Low-frequency data still matter 0 0 0 11 2 7 12 57
Return spillovers around the globe: A network approach 0 0 0 11 1 5 12 69
Scale-free distribution of firm-size distribution in emerging economies 0 0 0 3 0 5 12 32
Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets 0 0 0 40 0 1 4 113
Social aspirations in European banks: peer-influenced risk behaviour 0 0 0 0 1 4 12 35
Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects 0 0 2 163 0 8 46 571
Stock market networks: The dynamic conditional correlation approach 0 0 3 43 1 2 10 148
Stock market volatility forecasting: Do we need high-frequency data? 1 1 6 39 2 11 41 138
The Stock Markets and Real Economic Activity 0 0 0 69 0 1 10 223
The looming crisis in the Chinese stock market? Left-tail exposure analysis of Chinese stocks to Evergrande 0 0 0 6 3 5 16 31
To bet or not to bet: a reality check for tennis betting market efficiency 0 0 5 35 6 27 48 138
Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group 0 1 1 47 0 6 15 185
What Drives the Stock Market Integration in the CEE-3? 0 0 0 5 0 4 6 80
YOLO trading: Riding with the herd during the GameStop episode 1 1 4 11 2 15 51 117
Total Journal Articles 7 10 38 875 41 193 545 3,538

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Statistics updated 2026-06-04