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 2 9 208
Are we able to capture the EU debt crisis? Evidence from PIIGGS countries in panel unit root framework 0 0 0 84 0 4 12 248
Asymmetric GARCH and the financial crisis: a preliminary study 0 0 0 41 0 2 5 108
Asymmetric GARCH and the financial crisis: a preliminary study 0 0 0 42 1 4 12 86
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 5 11 111
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 15 1 3 15 46
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 0 1 3 8 14
Constructing weekly returns based on daily stock market data: A puzzle for empirical research? 2 5 10 397 6 14 84 2,663
Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis 0 0 0 39 0 2 6 115
Do people gamble more in good times? Evidence from 27 European countries 0 0 0 45 0 1 6 70
Fear of the coronavirus and the stock markets 0 0 0 35 0 0 10 139
Firm Survival in New EU Member States 0 0 0 65 0 3 31 166
Firm survival in new EU member states 0 0 0 28 0 2 12 64
From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks 0 0 0 122 1 5 22 355
Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment 0 0 1 72 0 5 15 265
How Firms Survive in European Emerging Markets: A Survey 0 0 0 24 0 2 4 33
How smooth is the stock market integration of CEE-3? 0 0 1 39 2 3 10 186
Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector 0 0 0 158 2 11 21 552
Institutions and Determinants of Firm Survival in European Emerging Markets 0 0 0 72 0 4 27 204
Institutions and determinants of firm survival in European emerging markets 0 0 1 27 1 7 23 104
Network-based asset allocation strategies 0 0 0 48 1 6 20 195
Networks of Volatility Spillovers among Stock Markets 0 1 1 58 0 4 13 98
Networks of volatility spillovers among stock markets 0 0 0 96 2 5 10 196
On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries 0 0 0 47 0 2 8 130
Quantile coherency networks of international stock markets 0 0 0 56 0 3 14 105
Return spillovers around the globe: A network approach 0 0 0 49 1 4 15 106
Social aspirations in European banks: peer-influenced risk behavior 0 0 0 34 0 4 18 122
Socioeconomic factors and shifts in ideological orientation among political parties: Parliamentary elections in Slovakia from 1998 to 2020 0 0 2 28 0 8 21 58
Stablecoins as a crypto safe haven? Not all of them! 0 0 3 64 0 5 36 241
Stationarity of time series and the problem of spurious regression 1 2 4 75 6 19 35 411
Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance 0 0 0 58 0 3 13 183
Stock market integration between the CEE-4 and the G7 markets: Asymmetric DCC and smooth transition approach 0 0 0 112 1 6 13 275
Stock returns and real activity: the dynamic conditional lagged correlation approach 0 0 0 22 1 6 9 90
Testing the covariance stationarity of CEE stocks 0 0 0 37 0 4 13 132
The instability of the correlation structure of the S&P 500 0 0 0 105 0 9 20 112
Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries 0 0 1 94 2 7 38 312
Volatility and dynamic conditional correlations of European emerging stock markets 0 0 0 54 1 5 13 143
YOLO trading: Riding with the herd during the GameStop episode 1 1 2 72 4 26 53 266
Total Working Papers 4 9 27 2,515 34 208 705 8,912

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 4 11 171
Beneish Model for the Detection of Tax Manipulation: Evidence from Slovakia 0 1 4 16 1 8 22 49
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 9 0 4 14 34
Determinanty integrácie akciových trhov krajín V4 0 0 0 54 0 3 6 121
Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis 0 0 1 19 1 4 11 88
Do people gamble more in good times? Evidence from 27 European countries 0 0 0 12 0 2 5 38
Fear of the coronavirus and the stock markets 0 0 0 15 2 9 15 109
Firm support without zombification: Evidence from the COVID-19 pandemic 0 0 1 1 2 6 7 7
Firm survival in new EU member states 0 0 1 17 0 3 8 79
Funding Structure of Clusters in Post-Communist and Developed Countries 0 0 1 1 0 1 8 8
Funding Structure of the European and North American Clusters: Results from an Independent Questionnaire 0 0 1 14 0 1 4 67
Granger causality stock market networks: Temporal proximity and preferential attachment 0 0 0 34 2 5 13 292
Guest Editors’ Introduction to the Special Issue 0 0 0 8 2 3 9 28
How Firms Survive in European Emerging Markets: A Survey 0 0 0 3 0 4 9 20
Institutions and determinants of firm survival in European emerging markets 0 0 1 39 3 6 30 167
Integrácia akciových trhov: DCC MV-GARCH model 0 0 0 184 1 4 7 450
Macroeconomic environment and the future performance of loans: Evidence from three peer-to-peer platforms 1 2 5 11 1 9 24 42
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach 2 2 3 29 4 12 32 108
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach 0 0 0 10 0 7 24 52
Network-based asset allocation strategies 0 1 4 24 0 8 19 119
Networks of volatility spillovers among stock markets 0 0 0 24 0 3 11 105
Quantile coherency networks of international stock markets 0 0 0 18 0 5 20 85
Return spillovers around the globe: A network approach 0 0 0 11 1 5 12 69
Risk-Return Convergence in CEE Stock Markets: Structural Breaks and Market Volatility 0 0 0 19 1 4 9 122
Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets 0 0 0 40 0 1 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 2 4 20 147
Social aspirations in European banks: peer-influenced risk behaviour 0 0 0 0 1 4 12 35
Stability of the “returns-growth” relationship in G7: The dynamic conditional lagged correlation approach 0 0 0 17 2 4 6 65
Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects 0 0 2 163 0 8 46 571
Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance 0 0 1 9 0 2 7 45
Stock market networks: The dynamic conditional correlation approach 0 0 3 43 1 2 10 148
The Real Convergence of CEE Countries: A Study of Real GDP per capita 0 0 0 9 0 4 13 42
The Stock Markets and Real Economic Activity 0 0 0 69 0 1 10 223
Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group 0 1 1 47 0 6 15 185
Volatility and dynamic conditional correlations of worldwide emerging and frontier markets 0 0 0 38 0 0 4 219
What Drives the Stock Market Integration in the CEE-3? 0 0 0 5 0 4 6 80
YOLO trading: Riding with the herd during the GameStop episode 1 1 4 11 2 15 51 117
α-threshold networks in credit risk models 0 0 1 1 1 3 7 7
Total Journal Articles 4 8 34 1,074 31 178 541 4,427

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Statistics updated 2026-06-04