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 0 1 7 206
Are we able to capture the EU debt crisis? Evidence from PIIGGS countries in panel unit root framework 0 0 0 84 4 9 12 248
Asymmetric GARCH and the financial crisis: a preliminary study 0 0 0 42 0 5 8 82
Asymmetric GARCH and the financial crisis: a preliminary study 0 0 0 41 0 1 3 106
Breakdowns and revivals: the long-run relationship between the stock market and real economic activity in the G-7 countries 0 0 0 25 1 3 7 107
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 15 1 10 13 44
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 0 2 5 7 13
Constructing weekly returns based on daily stock market data: A puzzle for empirical research? 0 0 11 392 2 25 97 2,651
Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis 0 0 0 39 0 2 5 113
Do people gamble more in good times? Evidence from 27 European countries 0 0 0 45 1 2 7 70
Fear of the coronavirus and the stock markets 0 0 0 35 0 6 11 139
Firm Survival in New EU Member States 0 0 1 65 2 13 31 165
Firm survival in new EU member states 0 0 0 28 0 3 12 62
From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks 0 0 0 122 1 6 19 351
Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment 0 0 1 72 2 5 12 262
How Firms Survive in European Emerging Markets: A Survey 0 0 1 24 1 1 5 32
How smooth is the stock market integration of CEE-3? 0 0 1 39 0 3 8 183
Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector 0 0 0 158 6 9 16 547
Institutions and Determinants of Firm Survival in European Emerging Markets 0 0 0 72 2 20 27 202
Institutions and determinants of firm survival in European emerging markets 0 1 1 27 1 10 17 98
Network-based asset allocation strategies 0 0 0 48 4 11 18 193
Networks of Volatility Spillovers among Stock Markets 1 1 1 58 2 7 11 96
Networks of volatility spillovers among stock markets 0 0 0 96 0 1 5 191
On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries 0 0 0 47 0 4 6 128
Quantile coherency networks of international stock markets 0 0 0 56 1 7 13 103
Return spillovers around the globe: A network approach 0 0 0 49 1 7 12 103
Social aspirations in European banks: peer-influenced risk behavior 0 0 0 34 0 10 14 118
Socioeconomic factors and shifts in ideological orientation among political parties: Parliamentary elections in Slovakia from 1998 to 2020 0 0 2 28 4 9 17 54
Stablecoins as a crypto safe haven? Not all of them! 0 2 3 64 2 18 36 238
Stationarity of time series and the problem of spurious regression 1 2 4 74 6 12 23 398
Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance 0 0 0 58 1 5 11 181
Stock market integration between the CEE-4 and the G7 markets: Asymmetric DCC and smooth transition approach 0 0 0 112 2 5 10 271
Stock returns and real activity: the dynamic conditional lagged correlation approach 0 0 0 22 0 1 4 84
Testing the covariance stationarity of CEE stocks 0 0 0 37 1 6 11 129
The instability of the correlation structure of the S&P 500 0 0 0 105 0 5 11 103
Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries 0 0 1 94 2 23 33 307
Volatility and dynamic conditional correlations of European emerging stock markets 0 0 0 54 1 9 9 139
YOLO trading: Riding with the herd during the GameStop episode 0 0 1 71 14 30 44 254
Total Working Papers 2 6 29 2,508 67 309 612 8,771

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 3 7 167
Beneish Model for the Detection of Tax Manipulation: Evidence from Slovakia 1 3 4 16 1 8 19 42
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 9 1 2 11 31
Determinanty integrácie akciových trhov krajín V4 0 0 0 54 1 2 4 119
Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis 0 0 1 19 1 6 8 85
Do people gamble more in good times? Evidence from 27 European countries 0 0 0 12 0 0 4 36
Fear of the coronavirus and the stock markets 0 0 0 15 1 6 10 101
Firm support without zombification: Evidence from the COVID-19 pandemic 0 1 1 1 1 2 2 2
Firm survival in new EU member states 0 1 1 17 0 3 5 76
Funding Structure of Clusters in Post-Communist and Developed Countries 0 0 1 1 0 6 7 7
Funding Structure of the European and North American Clusters: Results from an Independent Questionnaire 0 1 1 14 0 2 3 66
Granger causality stock market networks: Temporal proximity and preferential attachment 0 0 0 34 2 3 10 289
Guest Editors’ Introduction to the Special Issue 0 0 0 8 0 3 6 25
How Firms Survive in European Emerging Markets: A Survey 0 0 0 3 0 3 5 16
Institutions and determinants of firm survival in European emerging markets 0 0 3 39 1 9 27 162
Integrácia akciových trhov: DCC MV-GARCH model 0 0 0 184 1 2 5 447
Macroeconomic environment and the future performance of loans: Evidence from three peer-to-peer platforms 1 2 7 10 1 4 20 34
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach 0 0 2 27 1 14 25 97
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach 0 0 0 10 1 7 19 46
Network-based asset allocation strategies 0 1 3 23 4 8 17 115
Networks of volatility spillovers among stock markets 0 0 0 24 2 6 10 104
Quantile coherency networks of international stock markets 0 0 0 18 3 10 18 83
Return spillovers around the globe: A network approach 0 0 0 11 0 2 9 64
Risk-Return Convergence in CEE Stock Markets: Structural Breaks and Market Volatility 0 0 0 19 2 2 7 120
Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets 0 0 0 40 0 2 3 112
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 10 16 143
Social aspirations in European banks: peer-influenced risk behaviour 0 0 0 0 0 7 9 31
Stability of the “returns-growth” relationship in G7: The dynamic conditional lagged correlation approach 0 0 0 17 1 1 3 62
Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects 0 1 2 163 5 22 44 568
Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance 0 0 1 9 0 2 5 43
Stock market networks: The dynamic conditional correlation approach 0 1 3 43 1 5 9 147
The Real Convergence of CEE Countries: A Study of Real GDP per capita 0 0 0 9 2 8 11 40
The Stock Markets and Real Economic Activity 0 0 0 69 0 6 9 222
Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group 0 0 0 46 1 4 11 180
Volatility and dynamic conditional correlations of worldwide emerging and frontier markets 0 0 0 38 0 1 6 219
What Drives the Stock Market Integration in the CEE-3? 0 0 0 5 1 1 3 77
YOLO trading: Riding with the herd during the GameStop episode 0 1 4 10 7 13 51 109
α-threshold networks in credit risk models 0 1 1 1 1 5 5 5
Total Journal Articles 2 13 35 1,068 43 200 443 4,292

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Statistics updated 2026-04-09