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 5 7 205
Are we able to capture the EU debt crisis? Evidence from PIIGGS countries in panel unit root framework 0 0 0 84 1 3 3 239
Asymmetric GARCH and the financial crisis: a preliminary study 0 0 0 42 1 2 3 77
Asymmetric GARCH and the financial crisis: a preliminary study 0 0 0 41 1 2 2 105
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 4 4 104
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 0 0 2 2 8
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 15 1 3 3 34
Constructing weekly returns based on daily stock market data: A puzzle for empirical research? 0 2 15 392 8 25 113 2,626
Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis 0 0 0 39 1 2 4 111
Do people gamble more in good times? Evidence from 27 European countries 0 0 0 45 3 4 5 68
Fear of the coronavirus and the stock markets 0 0 0 35 0 3 9 133
Firm Survival in New EU Member States 0 0 1 65 4 12 19 152
Firm survival in new EU member states 0 0 0 28 3 7 9 59
From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks 0 0 0 122 4 11 15 345
Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment 0 1 1 72 2 6 7 257
How Firms Survive in European Emerging Markets: A Survey 0 0 3 24 1 2 6 31
How smooth is the stock market integration of CEE-3? 1 1 1 39 1 2 5 180
Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector 0 0 1 158 2 5 9 538
Institutions and Determinants of Firm Survival in European Emerging Markets 0 0 0 72 1 2 8 182
Institutions and determinants of firm survival in European emerging markets 0 0 0 26 4 5 8 88
Network-based asset allocation strategies 0 0 0 48 2 4 7 182
Networks of Volatility Spillovers among Stock Markets 0 0 0 57 3 3 4 89
Networks of volatility spillovers among stock markets 0 0 0 96 1 2 5 190
On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries 0 0 0 47 2 2 2 124
Quantile coherency networks of international stock markets 0 0 1 56 2 4 7 96
Return spillovers around the globe: A network approach 0 0 0 49 0 4 5 96
Social aspirations in European banks: peer-influenced risk behavior 0 0 0 34 2 2 4 108
Socioeconomic factors and shifts in ideological orientation among political parties: Parliamentary elections in Slovakia from 1998 to 2020 1 2 2 28 6 7 9 45
Stablecoins as a crypto safe haven? Not all of them! 0 1 2 62 7 13 21 220
Stationarity of time series and the problem of spurious regression 1 1 2 72 3 7 12 386
Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance 0 0 0 58 4 5 8 176
Stock market integration between the CEE-4 and the G7 markets: Asymmetric DCC and smooth transition approach 0 0 0 112 1 4 5 266
Stock returns and real activity: the dynamic conditional lagged correlation approach 0 0 0 22 1 2 3 83
Testing the covariance stationarity of CEE stocks 0 0 0 37 1 2 7 123
The instability of the correlation structure of the S&P 500 0 0 0 105 1 3 7 98
Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries 0 1 1 94 3 10 11 284
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 1 1 71 2 8 16 224
Total Working Papers 3 10 32 2,502 82 189 374 8,462

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 1 5 164
Beneish Model for the Detection of Tax Manipulation: Evidence from Slovakia 0 0 1 13 3 4 13 34
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 9 4 4 9 29
Determinanty integrácie akciových trhov krajín V4 0 0 0 54 0 1 2 117
Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis 0 0 2 19 0 0 5 79
Do people gamble more in good times? Evidence from 27 European countries 0 0 0 12 1 2 4 36
Fear of the coronavirus and the stock markets 0 0 0 15 0 0 7 95
Firm survival in new EU member states 0 0 0 16 0 2 2 73
Funding Structure of Clusters in Post-Communist and Developed Countries 0 1 1 1 0 1 1 1
Funding Structure of the European and North American Clusters: Results from an Independent Questionnaire 0 0 0 13 0 1 2 64
Granger causality stock market networks: Temporal proximity and preferential attachment 0 0 1 34 1 3 10 286
Guest Editors’ Introduction to the Special Issue 0 0 0 8 0 2 3 22
How Firms Survive in European Emerging Markets: A Survey 0 0 0 3 1 2 3 13
Institutions and determinants of firm survival in European emerging markets 0 0 3 39 3 9 20 153
Integrácia akciových trhov: DCC MV-GARCH model 0 0 0 184 1 2 5 445
Macroeconomic environment and the future performance of loans: Evidence from three peer-to-peer platforms 0 0 6 8 6 8 22 30
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach 0 0 0 10 4 9 12 39
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach 0 0 5 27 4 5 14 83
Network-based asset allocation strategies 0 0 2 22 2 4 10 107
Networks of volatility spillovers among stock markets 0 0 0 24 1 4 5 98
Quantile coherency networks of international stock markets 0 0 0 18 2 7 8 73
Return spillovers around the globe: A network approach 0 0 0 11 0 1 7 62
Risk-Return Convergence in CEE Stock Markets: Structural Breaks and Market Volatility 0 0 0 19 2 2 6 118
Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets 0 0 0 40 1 1 3 110
Similarity of emerging market returns under changing market conditions: Markets in the ASEAN-4, Latin America, Middle East, and BRICs 0 0 0 13 2 4 6 133
Social aspirations in European banks: peer-influenced risk behaviour 0 0 0 0 1 1 2 24
Stability of the “returns-growth” relationship in G7: The dynamic conditional lagged correlation approach 0 0 0 17 2 2 3 61
Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects 0 1 2 162 12 17 27 546
Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance 1 1 1 9 1 2 3 41
Stock market networks: The dynamic conditional correlation approach 1 1 2 42 1 2 5 142
The Real Convergence of CEE Countries: A Study of Real GDP per capita 0 0 0 9 3 3 3 32
The Stock Markets and Real Economic Activity 0 0 0 69 2 2 3 216
Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group 0 0 0 46 1 3 7 176
Volatility and dynamic conditional correlations of worldwide emerging and frontier markets 0 0 0 38 0 1 5 218
What Drives the Stock Market Integration in the CEE-3? 0 0 0 5 0 2 2 76
YOLO trading: Riding with the herd during the GameStop episode 0 0 3 9 10 17 41 96
α-threshold networks in credit risk models 0 0 0 0 0 0 0 0
Total Journal Articles 2 4 29 1,055 72 131 285 4,092

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Statistics updated 2026-01-09