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 0 1 76 1 1 3 201
Are we able to capture the EU debt crisis? Evidence from PIIGGS countries in panel unit root framework 0 0 1 84 1 1 3 237
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 1 2 2 76
Breakdowns and revivals: the long-run relationship between the stock market and real economic activity in the G-7 countries 0 0 0 25 2 2 2 102
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 15 1 1 1 32
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 0 1 1 1 7
Constructing weekly returns based on daily stock market data: A puzzle for empirical research? 2 2 17 392 9 16 123 2,610
Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis 0 0 0 39 0 0 2 109
Do people gamble more in good times? Evidence from 27 European countries 0 0 0 45 1 1 2 65
Fear of the coronavirus and the stock markets 0 0 0 35 3 3 9 133
Firm Survival in New EU Member States 0 0 1 65 1 3 8 141
Firm survival in new EU member states 0 0 0 28 2 2 4 54
From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks 0 0 1 122 1 2 7 335
Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment 0 0 0 71 1 2 2 252
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 2 3 178
Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector 0 0 1 158 0 1 5 533
Institutions and Determinants of Firm Survival in European Emerging Markets 0 0 0 72 0 1 6 180
Institutions and determinants of firm survival in European emerging markets 0 0 0 26 0 2 4 83
Network-based asset allocation strategies 0 0 1 48 1 4 6 179
Networks of Volatility Spillovers among Stock Markets 0 0 0 57 0 0 1 86
Networks of volatility spillovers among stock markets 0 0 0 96 0 2 3 188
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 2 2 5 94
Return spillovers around the globe: A network approach 0 0 0 49 0 0 1 92
Social aspirations in European banks: peer-influenced risk behavior 0 0 0 34 0 1 2 106
Socioeconomic factors and shifts in ideological orientation among political parties: Parliamentary elections in Slovakia from 1998 to 2020 1 1 1 27 1 2 5 39
Stablecoins as a crypto safe haven? Not all of them! 0 0 2 61 2 2 12 209
Stationarity of time series and the problem of spurious regression 0 0 1 71 2 4 8 381
Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance 0 0 0 58 0 1 3 171
Stock market integration between the CEE-4 and the G7 markets: Asymmetric DCC and smooth transition approach 0 0 0 112 1 1 2 263
Stock returns and real activity: the dynamic conditional lagged correlation approach 0 0 0 22 0 0 1 81
Testing the covariance stationarity of CEE stocks 0 0 0 37 0 1 5 121
The instability of the correlation structure of the S&P 500 0 0 0 105 1 3 5 96
Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries 1 1 1 94 3 3 4 277
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 5 6 14 221
Total Working Papers 4 4 32 2,496 43 75 268 8,316

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 0 0 4 163
Beneish Model for the Detection of Tax Manipulation: Evidence from Slovakia 0 1 1 13 1 2 11 31
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 9 0 3 5 25
Determinanty integrácie akciových trhov krajín V4 0 0 0 54 1 2 2 117
Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis 0 1 2 19 0 1 5 79
Do people gamble more in good times? Evidence from 27 European countries 0 0 0 12 1 2 3 35
Fear of the coronavirus and the stock markets 0 0 0 15 0 1 9 95
Firm survival in new EU member states 0 0 0 16 1 1 2 72
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 4 9 283
Guest Editors’ Introduction to the Special Issue 0 0 0 8 1 1 2 21
How Firms Survive in European Emerging Markets: A Survey 0 0 0 3 1 1 2 12
Institutions and determinants of firm survival in European emerging markets 0 0 3 39 5 10 17 149
Integrácia akciových trhov: DCC MV-GARCH model 0 0 1 184 1 1 6 444
Macroeconomic environment and the future performance of loans: Evidence from three peer-to-peer platforms 0 1 7 8 0 2 18 22
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach 0 0 1 10 2 3 6 32
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach 0 1 9 27 1 2 14 79
Network-based asset allocation strategies 0 0 2 22 2 3 8 105
Networks of volatility spillovers among stock markets 0 0 0 24 3 3 4 97
Quantile coherency networks of international stock markets 0 0 0 18 2 2 3 68
Return spillovers around the globe: A network approach 0 0 0 11 1 2 7 62
Risk-Return Convergence in CEE Stock Markets: Structural Breaks and Market Volatility 0 0 0 19 0 0 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 0 13 0 2 2 129
Social aspirations in European banks: peer-influenced risk behaviour 0 0 0 0 0 0 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 3 161 1 3 13 530
Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance 0 0 0 8 0 0 2 39
Stock market networks: The dynamic conditional correlation approach 0 1 1 41 0 2 3 140
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 0 1 214
Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group 0 0 0 46 1 3 5 174
Volatility and dynamic conditional correlations of worldwide emerging and frontier markets 0 0 0 38 1 1 5 218
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 3 9 1 6 30 80
Total Journal Articles 0 5 35 1,051 27 63 208 3,988

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Statistics updated 2025-11-08