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 62
Fear of the coronavirus and the stock markets 0 0 0 35 0 1 6 129
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
Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector 0 0 3 158 0 0 5 531
Industry Concentration Dynamics and Structural Changes: The Case of Aerospace & Defence 0 0 1 55 0 1 3 149
Network-based asset allocation strategies 0 0 1 48 0 0 4 175
Networks of Volatility Spillovers among Stock Markets 0 0 0 57 1 1 2 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
Return spillovers around the globe: A network approach 0 0 0 49 1 1 2 92
Social aspirations in European banks: peer-influenced risk behavior 0 0 0 34 0 0 1 104
Stablecoins as a crypto safe haven? Not all of them! 0 0 2 61 1 4 10 206
Stock returns and real activity: the dynamic conditional lagged correlation approach 0 0 0 22 0 1 2 81
The instability of the correlation structure of the S&P 500 0 0 0 105 1 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
YOLO trading: Riding with the herd during the GameStop episode 0 0 0 70 1 4 9 214
Total Working Papers 0 0 9 1,370 5 16 61 3,676

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 2 2 11
Beneish Model for the Detection of Tax Manipulation: Evidence from Slovakia 0 0 0 12 2 6 10 29
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 9 2 2 3 22
Defection of Traditional Standard Deviation Scaling of Capital Asset Returns 0 0 0 11 0 0 1 97
FX market volatility modelling: Can we use low-frequency data? 0 1 4 9 2 5 14 33
Fear of the coronavirus and the stock markets 0 0 0 15 0 3 8 94
Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility 0 0 11 11 0 3 28 28
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 0 0 0 19
Integrácia akciových trhov: DCC MV-GARCH model 0 0 1 184 0 1 5 443
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach 0 0 1 10 1 2 4 29
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach 0 1 8 26 0 4 14 76
Network-based asset allocation strategies 2 2 2 22 2 4 7 102
Networks of volatility spillovers among stock markets 0 0 0 24 0 0 2 94
No shortfall of ES estimators: Insights from cryptocurrency portfolios 0 0 0 0 0 1 4 4
Predicting risk in energy markets: Low-frequency data still matter 0 0 1 11 0 1 3 45
Return spillovers around the globe: A network approach 0 0 0 11 0 2 2 57
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 0 0 3 109
Social aspirations in European banks: peer-influenced risk behaviour 0 0 0 0 0 1 1 23
Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects 0 0 4 161 0 1 10 525
Stock market networks: The dynamic conditional correlation approach 0 0 0 40 0 0 1 138
Stock market volatility forecasting: Do we need high-frequency data? 0 2 5 33 1 6 15 98
The Stock Markets and Real Economic Activity 0 0 0 69 1 1 1 214
The looming crisis in the Chinese stock market? Left-tail exposure analysis of Chinese stocks to Evergrande 0 0 0 6 0 1 3 15
To bet or not to bet: a reality check for tennis betting market efficiency 0 1 2 30 1 3 8 91
Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group 0 0 0 46 1 2 2 171
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 8 5 13 25 71
Total Journal Articles 3 9 43 840 18 64 183 3,011

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Statistics updated 2025-07-04