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 0 2 200
Are we able to capture the EU debt crisis? Evidence from PIIGGS countries in panel unit root framework 0 0 1 84 0 0 3 236
Asymmetric GARCH and the financial crisis: a preliminary study 0 0 0 42 0 1 1 75
Asymmetric GARCH and the financial crisis: a preliminary study 0 0 0 41 0 0 0 103
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
Constructing weekly returns based on daily stock market data: A puzzle for empirical research? 0 2 16 390 3 18 135 2,601
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 0 0 1 64
Fear of the coronavirus and the stock markets 0 0 0 35 0 1 6 130
Firm Survival in New EU Member States 0 0 1 65 0 3 7 140
Firm survival in new EU member states 0 0 0 28 0 0 2 52
From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks 0 0 1 122 1 1 6 334
Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment 0 0 0 71 0 1 1 251
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 4 178
Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector 0 0 1 158 0 2 5 533
Institutions and Determinants of Firm Survival in European Emerging Markets 0 0 0 72 1 2 6 180
Institutions and determinants of firm survival in European emerging markets 0 0 0 26 0 2 5 83
Network-based asset allocation strategies 0 0 1 48 0 3 5 178
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 0 1 3 92
Return spillovers around the globe: A network approach 0 0 0 49 0 0 2 92
Social aspirations in European banks: peer-influenced risk behavior 0 0 0 34 0 2 2 106
Socioeconomic factors and shifts in ideological orientation among political parties: Parliamentary elections in Slovakia from 1998 to 2020 0 0 1 26 0 1 5 38
Stablecoins as a crypto safe haven? Not all of them! 0 0 2 61 0 1 10 207
Stationarity of time series and the problem of spurious regression 0 0 1 71 2 3 9 379
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 0 0 1 262
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 1 1 5 121
The instability of the correlation structure of the S&P 500 0 0 0 105 2 2 4 95
Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries 0 0 0 93 0 0 1 274
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 0 2 10 216
Total Working Papers 0 2 30 2,492 10 52 257 8,273

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 5 163
Beneish Model for the Detection of Tax Manipulation: Evidence from Slovakia 1 1 1 13 1 1 11 30
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 9 1 3 5 25
Determinanty integrácie akciových trhov krajín V4 0 0 0 54 0 1 1 116
Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis 0 1 2 19 0 2 5 79
Do people gamble more in good times? Evidence from 27 European countries 0 0 0 12 1 1 2 34
Fear of the coronavirus and the stock markets 0 0 0 15 1 1 9 95
Firm survival in new EU member states 0 0 0 16 0 0 1 71
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 4 4 10 283
Guest Editors’ Introduction to the Special Issue 0 0 0 8 0 1 1 20
How Firms Survive in European Emerging Markets: A Survey 0 0 0 3 0 0 1 11
Institutions and determinants of firm survival in European emerging markets 0 1 3 39 0 6 12 144
Integrácia akciových trhov: DCC MV-GARCH model 0 0 1 184 0 0 5 443
Macroeconomic environment and the future performance of loans: Evidence from three peer-to-peer platforms 1 2 7 8 1 4 19 22
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach 0 0 1 10 1 1 4 30
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach 0 1 9 27 0 2 13 78
Network-based asset allocation strategies 0 0 2 22 1 1 7 103
Networks of volatility spillovers among stock markets 0 0 0 24 0 0 1 94
Quantile coherency networks of international stock markets 0 0 0 18 0 1 1 66
Return spillovers around the globe: A network approach 0 0 0 11 0 4 6 61
Risk-Return Convergence in CEE Stock Markets: Structural Breaks and Market Volatility 0 0 0 19 0 3 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 2 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 4 161 2 4 13 529
Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance 0 0 0 8 0 1 2 39
Stock market networks: The dynamic conditional correlation approach 1 1 1 41 1 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 2 4 173
Volatility and dynamic conditional correlations of worldwide emerging and frontier markets 0 0 0 38 0 2 5 217
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 1 3 9 4 8 29 79
Total Journal Articles 3 8 36 1,051 21 58 188 3,961

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Statistics updated 2025-10-06