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 4 6 205
Are we able to capture the EU debt crisis? Evidence from PIIGGS countries in panel unit root framework 0 0 0 84 3 5 6 242
Asymmetric GARCH and the financial crisis: a preliminary study 0 0 0 42 4 5 7 81
Asymmetric GARCH and the financial crisis: a preliminary study 0 0 0 41 1 3 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 2 4 6 106
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 0 2 3 4 10
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 15 8 10 11 42
Constructing weekly returns based on daily stock market data: A puzzle for empirical research? 0 0 13 392 17 33 116 2,643
Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis 0 0 0 39 2 4 5 113
Do people gamble more in good times? Evidence from 27 European countries 0 0 0 45 1 4 6 69
Fear of the coronavirus and the stock markets 0 0 0 35 4 4 12 137
Firm Survival in New EU Member States 0 0 1 65 4 15 23 156
Firm survival in new EU member states 0 0 0 28 2 7 11 61
From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks 0 0 0 122 3 13 18 348
Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment 0 1 1 72 2 7 9 259
How Firms Survive in European Emerging Markets: A Survey 0 0 3 24 0 2 6 31
How smooth is the stock market integration of CEE-3? 0 1 1 39 2 4 7 182
Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector 0 0 1 158 3 8 12 541
Institutions and Determinants of Firm Survival in European Emerging Markets 0 0 0 72 13 15 21 195
Institutions and determinants of firm survival in European emerging markets 0 0 0 26 5 10 13 93
Network-based asset allocation strategies 0 0 0 48 5 8 12 187
Networks of Volatility Spillovers among Stock Markets 0 0 0 57 5 8 9 94
Networks of volatility spillovers among stock markets 0 0 0 96 0 2 5 190
On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries 0 0 0 47 2 4 4 126
Quantile coherency networks of international stock markets 0 0 1 56 5 7 12 101
Return spillovers around the globe: A network approach 0 0 0 49 4 8 9 100
Social aspirations in European banks: peer-influenced risk behavior 0 0 0 34 5 7 9 113
Socioeconomic factors and shifts in ideological orientation among political parties: Parliamentary elections in Slovakia from 1998 to 2020 0 1 2 28 5 11 13 50
Stablecoins as a crypto safe haven? Not all of them! 1 2 2 63 10 21 29 230
Stationarity of time series and the problem of spurious regression 1 2 3 73 4 9 15 390
Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance 0 0 0 58 4 9 12 180
Stock market integration between the CEE-4 and the G7 markets: Asymmetric DCC and smooth transition approach 0 0 0 112 3 6 8 269
Stock returns and real activity: the dynamic conditional lagged correlation approach 0 0 0 22 1 3 4 84
Testing the covariance stationarity of CEE stocks 0 0 0 37 2 4 8 125
The instability of the correlation structure of the S&P 500 0 0 0 105 3 5 9 101
Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries 0 0 1 94 14 21 25 298
Volatility and dynamic conditional correlations of European emerging stock markets 0 0 0 54 3 3 3 133
YOLO trading: Riding with the herd during the GameStop episode 0 1 1 71 9 12 25 233
Total Working Papers 2 8 31 2,504 162 308 513 8,624

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 3 4 7 167
Beneish Model for the Detection of Tax Manipulation: Evidence from Slovakia 1 1 2 14 5 8 18 39
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 9 0 4 9 29
Determinanty integrácie akciových trhov krajín V4 0 0 0 54 1 1 3 118
Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis 0 0 2 19 2 2 7 81
Do people gamble more in good times? Evidence from 27 European countries 0 0 0 12 0 1 4 36
Fear of the coronavirus and the stock markets 0 0 0 15 5 5 10 100
Firm survival in new EU member states 0 0 0 16 1 2 3 74
Funding Structure of Clusters in Post-Communist and Developed Countries 0 0 1 1 5 5 6 6
Funding Structure of the European and North American Clusters: Results from an Independent Questionnaire 0 0 0 13 1 2 3 65
Granger causality stock market networks: Temporal proximity and preferential attachment 0 0 1 34 0 3 9 286
Guest Editors’ Introduction to the Special Issue 0 0 0 8 3 4 6 25
How Firms Survive in European Emerging Markets: A Survey 0 0 0 3 2 3 5 15
Institutions and determinants of firm survival in European emerging markets 0 0 3 39 4 8 23 157
Integrácia akciových trhov: DCC MV-GARCH model 0 0 0 184 1 2 5 446
Macroeconomic environment and the future performance of loans: Evidence from three peer-to-peer platforms 1 1 6 9 3 11 23 33
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach 0 0 0 10 4 11 16 43
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach 0 0 5 27 11 15 25 94
Network-based asset allocation strategies 0 0 2 22 3 5 13 110
Networks of volatility spillovers among stock markets 0 0 0 24 2 3 7 100
Quantile coherency networks of international stock markets 0 0 0 18 6 11 14 79
Return spillovers around the globe: A network approach 0 0 0 11 2 2 9 64
Risk-Return Convergence in CEE Stock Markets: Structural Breaks and Market Volatility 0 0 0 19 0 2 6 118
Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets 0 0 0 40 2 3 5 112
Similarity of emerging market returns under changing market conditions: Markets in the ASEAN-4, Latin America, Middle East, and BRICs 0 0 0 13 8 12 14 141
Social aspirations in European banks: peer-influenced risk behaviour 0 0 0 0 7 8 9 31
Stability of the “returns-growth” relationship in G7: The dynamic conditional lagged correlation approach 0 0 0 17 0 2 2 61
Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects 1 2 3 163 15 31 40 561
Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance 0 1 1 9 2 4 5 43
Stock market networks: The dynamic conditional correlation approach 0 1 2 42 3 5 8 145
The Real Convergence of CEE Countries: A Study of Real GDP per capita 0 0 0 9 6 9 9 38
The Stock Markets and Real Economic Activity 0 0 0 69 5 7 8 221
Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group 0 0 0 46 3 5 10 179
Volatility and dynamic conditional correlations of worldwide emerging and frontier markets 0 0 0 38 1 1 6 219
What Drives the Stock Market Integration in the CEE-3? 0 0 0 5 0 2 2 76
YOLO trading: Riding with the herd during the GameStop episode 1 1 4 10 4 20 45 100
α-threshold networks in credit risk models 1 1 1 1 2 2 2 2
Total Journal Articles 5 8 33 1,060 122 225 396 4,214

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-02-12