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 75 0 0 1 199
Are we able to capture the EU debt crisis? Evidence from PIIGGS countries in panel unit root framework 0 0 1 84 0 0 4 236
Asymmetric GARCH and the financial crisis: a preliminary study 0 0 0 42 0 0 0 74
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? 3 5 21 384 12 39 191 2,566
Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis 0 0 0 39 1 1 3 109
Do people gamble more in good times? Evidence from 27 European countries 0 0 0 45 1 1 1 64
Fear of the coronavirus and the stock markets 0 0 0 35 0 3 5 128
Firm Survival in New EU Member States 1 1 1 65 1 2 3 135
Firm survival in new EU member states 0 0 2 28 1 1 3 51
From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks 0 0 1 122 0 2 4 332
Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment 0 0 0 71 0 0 0 250
How Firms Survive in European Emerging Markets: A Survey 1 3 3 24 2 4 4 29
How smooth is the stock market integration of CEE-3? 0 0 0 38 1 1 2 176
Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector 0 1 3 158 0 2 14 531
Institutions and Determinants of Firm Survival in European Emerging Markets 0 0 0 72 0 1 1 175
Institutions and determinants of firm survival in European emerging markets 0 0 0 26 0 1 6 81
Network-based asset allocation strategies 0 0 1 48 0 0 4 175
Networks of Volatility Spillovers among Stock Markets 0 0 0 57 0 0 1 85
Networks of volatility spillovers among stock markets 0 0 0 96 0 1 1 186
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 1 2 56 0 1 2 90
Return spillovers around the globe: A network approach 0 0 0 49 0 0 1 91
Social aspirations in European banks: peer-influenced risk behavior 0 0 0 34 0 0 2 104
Socioeconomic factors and shifts in ideological orientation among political parties: Parliamentary elections in Slovakia from 1998 to 2020 0 0 1 26 0 0 6 37
Stablecoins as a crypto safe haven? Not all of them! 0 0 2 61 3 4 15 205
Stationarity of time series and the problem of spurious regression 0 0 2 70 0 0 14 375
Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance 0 0 0 58 0 2 2 170
Stock market integration between the CEE-4 and the G7 markets: Asymmetric DCC and smooth transition approach 0 0 0 112 1 1 1 262
Stock returns and real activity: the dynamic conditional lagged correlation approach 0 0 0 22 1 1 2 81
Testing the covariance stationarity of CEE stocks 0 0 0 37 1 2 3 119
The instability of the correlation structure of the S&P 500 0 0 0 105 0 0 1 92
Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries 0 0 0 93 0 1 2 274
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 2 70 3 5 11 213
Total Working Papers 5 11 42 2,484 28 76 312 8,187

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 1 37 0 0 4 160
Beneish Model for the Detection of Tax Manipulation: Evidence from Slovakia 0 0 2 12 3 5 9 26
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 9 0 0 3 20
Determinanty integrácie akciových trhov krajín V4 0 0 0 54 0 0 0 115
Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis 0 1 1 18 0 3 5 77
Do people gamble more in good times? Evidence from 27 European countries 0 0 1 12 1 1 2 33
Fear of the coronavirus and the stock markets 0 0 0 15 2 3 7 93
Firm survival in new EU member states 0 0 1 16 0 0 3 71
Funding Structure of the European and North American Clusters: Results from an Independent Questionnaire 0 0 1 13 0 1 2 63
Granger causality stock market networks: Temporal proximity and preferential attachment 0 1 1 34 0 2 8 279
Guest Editors’ Introduction to the Special Issue 0 0 0 8 0 0 0 19
How Firms Survive in European Emerging Markets: A Survey 0 0 0 3 0 1 2 11
Institutions and determinants of firm survival in European emerging markets 0 0 0 36 0 1 5 135
Integrácia akciových trhov: DCC MV-GARCH model 0 0 1 184 0 1 4 442
Macroeconomic environment and the future performance of loans: Evidence from three peer-to-peer platforms 1 1 4 4 1 5 15 15
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach 0 0 1 10 0 0 2 27
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach 0 3 8 25 0 3 19 72
Network-based asset allocation strategies 0 0 0 20 0 1 4 98
Networks of volatility spillovers among stock markets 0 0 0 24 0 1 2 94
Quantile coherency networks of international stock markets 0 0 0 18 0 0 1 65
Return spillovers around the globe: A network approach 0 0 0 11 0 0 0 55
Risk-Return Convergence in CEE Stock Markets: Structural Breaks and Market Volatility 0 0 0 19 0 1 1 113
Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets 0 0 0 40 0 2 3 109
Similarity of emerging market returns under changing market conditions: Markets in the ASEAN-4, Latin America, Middle East, and BRICs 0 0 1 13 0 0 1 127
Social aspirations in European banks: peer-influenced risk behaviour 0 0 0 0 0 0 0 22
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 1 4 161 1 4 13 525
Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance 0 0 0 8 0 0 2 38
Stock market networks: The dynamic conditional correlation approach 0 0 0 40 0 1 1 138
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 1 213
Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group 0 0 0 46 1 1 1 170
Volatility and dynamic conditional correlations of worldwide emerging and frontier markets 0 0 1 38 1 1 3 214
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 1 1 2 7 6 9 22 64
Total Journal Articles 2 8 31 1,035 16 47 147 3,865

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Statistics updated 2025-05-12