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 0 76 0 0 8 208
Are we able to capture the EU debt crisis? Evidence from PIIGGS countries in panel unit root framework 0 0 0 84 0 2 14 250
Asymmetric GARCH and the financial crisis: a preliminary study 0 0 0 42 0 1 12 87
Asymmetric GARCH and the financial crisis: a preliminary study 0 0 0 41 1 2 7 110
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 11 111
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 15 1 1 16 47
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 0 0 1 9 15
Constructing weekly returns based on daily stock market data: A puzzle for empirical research? 0 1 8 398 2 6 71 2,669
Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis 0 0 0 39 0 0 6 115
Do people gamble more in good times? Evidence from 27 European countries 0 0 0 45 0 1 7 71
Fear of the coronavirus and the stock markets 0 0 0 35 2 3 12 142
Firm Survival in New EU Member States 0 0 0 65 0 0 26 166
Firm survival in new EU member states 0 0 0 28 1 3 15 67
From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks 0 0 0 122 2 2 24 357
Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment 0 0 1 72 2 3 17 268
How Firms Survive in European Emerging Markets: A Survey 0 0 0 24 0 0 4 33
How smooth is the stock market integration of CEE-3? 0 0 1 39 0 1 9 187
Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector 0 0 0 158 1 1 20 553
Institutions and Determinants of Firm Survival in European Emerging Markets 0 0 0 72 0 1 26 205
Institutions and determinants of firm survival in European emerging markets 0 0 1 27 2 5 26 109
Network-based asset allocation strategies 0 1 1 49 2 4 21 199
Networks of Volatility Spillovers among Stock Markets 0 0 1 58 2 2 14 100
Networks of volatility spillovers among stock markets 0 0 0 96 0 1 9 197
On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries 0 0 0 47 1 2 10 132
Quantile coherency networks of international stock markets 0 0 0 56 0 1 14 106
Return spillovers around the globe: A network approach 0 0 0 49 1 1 15 107
Social aspirations in European banks: peer-influenced risk behavior 0 0 0 34 0 0 16 122
Socioeconomic factors and shifts in ideological orientation among political parties: Parliamentary elections in Slovakia from 1998 to 2020 0 0 2 28 1 1 21 59
Stablecoins as a crypto safe haven? Not all of them! 0 0 3 64 1 1 35 242
Stationarity of time series and the problem of spurious regression 1 2 6 77 1 2 36 413
Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance 0 0 0 58 0 0 12 183
Stock market integration between the CEE-4 and the G7 markets: Asymmetric DCC and smooth transition approach 0 0 0 112 0 2 15 277
Stock returns and real activity: the dynamic conditional lagged correlation approach 0 0 0 22 1 1 10 91
Testing the covariance stationarity of CEE stocks 0 0 0 37 0 2 14 134
The instability of the correlation structure of the S&P 500 0 0 0 105 2 2 21 114
Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries 0 0 1 94 1 2 40 314
Volatility and dynamic conditional correlations of European emerging stock markets 0 0 0 54 0 1 14 144
YOLO trading: Riding with the herd during the GameStop episode 0 0 2 72 3 7 57 273
Total Working Papers 1 4 27 2,519 30 65 714 8,977

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 1 9 172
Beneish Model for the Detection of Tax Manipulation: Evidence from Slovakia 0 0 4 16 0 2 22 51
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 9 0 1 11 35
Determinanty integrácie akciových trhov krajín V4 0 1 1 55 0 3 8 124
Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis 0 0 0 19 0 1 10 89
Do people gamble more in good times? Evidence from 27 European countries 0 0 0 12 1 3 8 41
Fear of the coronavirus and the stock markets 0 0 0 15 3 3 18 112
Firm support without zombification: Evidence from the COVID-19 pandemic 0 0 1 1 0 0 7 7
Firm survival in new EU member states 0 0 1 17 1 3 11 82
Funding Structure of Clusters in Post-Communist and Developed Countries 0 0 1 1 0 0 8 8
Funding Structure of the European and North American Clusters: Results from an Independent Questionnaire 0 0 1 14 0 0 4 67
Granger causality stock market networks: Temporal proximity and preferential attachment 0 0 0 34 1 4 17 296
Guest Editors’ Introduction to the Special Issue 0 0 0 8 0 1 9 29
How Firms Survive in European Emerging Markets: A Survey 0 0 0 3 0 0 9 20
Institutions and determinants of firm survival in European emerging markets 0 0 0 39 0 1 24 168
Integrácia akciových trhov: DCC MV-GARCH model 0 0 0 184 0 0 7 450
Macroeconomic environment and the future performance of loans: Evidence from three peer-to-peer platforms 0 2 6 13 1 3 24 45
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach 0 0 0 10 0 0 23 52
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach 0 0 2 29 2 3 33 111
Network-based asset allocation strategies 0 0 2 24 0 1 18 120
Networks of volatility spillovers among stock markets 0 0 0 24 0 2 13 107
Quantile coherency networks of international stock markets 0 0 0 18 0 1 20 86
Return spillovers around the globe: A network approach 0 0 0 11 4 6 14 75
Risk-Return Convergence in CEE Stock Markets: Structural Breaks and Market Volatility 0 0 0 19 1 3 9 125
Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets 0 0 0 40 0 0 4 113
Similarity of emerging market returns under changing market conditions: Markets in the ASEAN-4, Latin America, Middle East, and BRICs 0 0 0 13 1 1 21 148
Social aspirations in European banks: peer-influenced risk behaviour 0 0 0 0 0 0 12 35
Stability of the “returns-growth” relationship in G7: The dynamic conditional lagged correlation approach 0 0 0 17 0 0 6 65
Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects 0 0 2 163 2 13 57 584
Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance 0 0 1 9 1 1 7 46
Stock market networks: The dynamic conditional correlation approach 0 0 3 43 0 1 10 149
The Real Convergence of CEE Countries: A Study of Real GDP per capita 0 0 0 9 1 2 15 44
The Stock Markets and Real Economic Activity 0 0 0 69 0 3 12 226
Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group 0 0 1 47 0 1 14 186
Volatility and dynamic conditional correlations of worldwide emerging and frontier markets 1 1 1 39 2 4 6 223
What Drives the Stock Market Integration in the CEE-3? 0 0 0 5 1 3 9 83
YOLO trading: Riding with the herd during the GameStop episode 0 0 2 11 2 5 47 122
α-threshold networks in credit risk models 0 0 1 1 0 0 7 7
Total Journal Articles 1 4 30 1,078 24 76 563 4,503

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Statistics updated 2026-09-10