Access Statistics for Štefan Lyócsa

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 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
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
Constructing weekly returns based on daily stock market data: A puzzle for empirical research? 0 4 19 379 12 39 218 2,539
Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis 0 0 0 39 0 1 2 108
Fear of the coronavirus and the stock markets 0 0 0 35 3 4 5 128
Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment 0 0 0 71 0 0 0 250
How smooth is the stock market integration of CEE-3? 0 0 0 38 0 0 1 175
Industry Concentration Dynamics and Structural Changes: The Case of Aerospace & Defence 0 1 1 55 0 1 3 148
Network-based asset allocation strategies 0 0 2 48 0 1 7 175
Networks of Volatility Spillovers among Stock Markets 0 0 0 57 0 0 3 85
Networks of volatility spillovers among stock markets 0 0 0 96 1 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
Predicting changes in the output of OECD countries: An international network perspective 0 0 0 46 0 0 0 34
Return spillovers around the globe: A network approach 0 0 0 49 0 0 2 91
Social aspirations in European banks: peer-influenced risk behavior 0 0 0 34 0 0 2 104
Stationarity of time series and the problem of spurious regression 0 0 2 70 0 2 15 375
Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance 0 0 0 58 1 1 1 169
Stock returns and real activity: the dynamic conditional lagged correlation approach 0 0 0 22 0 0 1 80
Testing the covariance stationarity of CEE stocks 0 0 0 37 1 2 2 118
The instability of the correlation structure of the S&P 500 0 0 0 105 0 1 1 92
Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries 0 0 0 93 0 0 1 273
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 1 2 9 209
Total Working Papers 0 5 27 1,612 19 55 280 5,927

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A tale of tails: New evidence on the growth-return nexus 0 0 0 2 0 0 0 9
Asymmetric volatility in equity markets around the world 0 0 1 8 0 1 6 50
Central bank announcements and realized volatility of stock markets in G7 countries 0 1 2 18 0 2 5 78
Connectedness of financial institutions in Europe: A network approach across quantiles 0 0 2 13 1 2 9 51
Default or profit scoring credit systems? Evidence from European and US peer-to-peer lending markets 0 0 1 3 2 4 19 40
Determinants of Commercial Banks’ Efficiency: Evidence from 11 CEE Countries 1 1 3 404 3 3 10 1,075
Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis 0 0 1 17 0 0 3 74
Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds 0 0 0 4 1 1 4 35
FX market volatility modelling: Can we use low-frequency data? 0 1 6 8 0 4 13 28
Fear of the coronavirus and the stock markets 0 0 0 15 1 3 7 91
Forecasting Exchange Rate Volatility: The Case of the Czech Republic, Hungary and Poland 0 0 0 22 1 2 5 123
Forecasting of clean energy market volatility: The role of oil and the technology sector 0 0 0 0 0 1 5 5
Granger causality stock market networks: Temporal proximity and preferential attachment 0 0 0 33 1 4 8 278
Growth-returns nexus: Evidence from three Central and Eastern European countries 0 0 0 10 1 1 2 52
Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin 0 0 4 37 1 2 14 158
Impact of wind and solar production on electricity prices: Quantile regression approach 2 2 3 3 4 5 7 11
Interconnectedness of international tourism demand in Europe: A cross-quantilogram network approach 0 0 0 2 0 0 0 16
Modeling realized volatility of the EUR/USD exchange rate: Does implied volatility really matter? 0 0 4 12 0 0 18 69
Network-based asset allocation strategies 0 0 1 20 0 0 4 97
Networks of volatility spillovers among stock markets 0 0 0 24 0 0 2 93
New Credit Drivers: Results from a Small Open Economy 1 1 2 4 1 2 4 8
Nominal and discretionary household income convergence: The effect of a crisis in a small open economy 0 0 3 8 0 1 9 29
Predicting risk in energy markets: Low-frequency data still matter 1 1 1 11 1 1 4 44
Quantile dependence of tourism activity between Southern European countries 0 0 0 2 0 0 0 9
Residual electricity demand: An empirical investigation 0 0 10 15 5 17 63 109
Return adjusted charge ratios: What drives fees and costs of pension schemes? 0 1 2 4 0 3 5 12
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 1 1 1 113
Russia’s ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention 0 0 3 10 0 1 16 35
Scale-free distribution of firm-size distribution in emerging economies 0 0 0 3 0 0 0 20
Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets 0 0 0 40 2 2 4 109
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 1 1 17 0 2 2 59
Stock Market Contagion: a New Approach 0 0 1 17 0 1 3 79
Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance 0 0 0 8 0 1 2 38
Stock market networks: The dynamic conditional correlation approach 0 0 0 40 1 1 1 138
Stock market oscillations during the corona crash: The role of fear and uncertainty 0 1 1 28 0 2 3 69
Stock market volatility forecasting: Do we need high-frequency data? 0 1 5 31 1 2 16 91
The Real Convergence of CEE Countries: A Study of Real GDP per capita 0 0 2 9 0 0 2 29
The Stock Markets and Real Economic Activity 0 0 1 69 0 0 2 213
The US banking crisis in 2023: Intraday attention and price variation of banks at risk 0 0 3 7 0 0 11 16
The effect of non-trading days on volatility forecasts in equity markets 0 0 0 7 1 1 5 44
The looming crisis in the Chinese stock market? Left-tail exposure analysis of Chinese stocks to Evergrande 0 0 4 6 0 0 8 13
The tipping point of electricity price attention: When a problem becomes a problem 0 0 0 0 0 0 3 3
To bet or not to bet: a reality check for tennis betting market efficiency 0 0 1 28 1 1 9 87
Trading and non-trading period realized market volatility: Does it matter for forecasting the volatility of US stocks? 0 0 1 8 0 1 7 47
Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group 0 0 0 46 0 0 0 169
Volatility and dynamic conditional correlations of worldwide emerging and frontier markets 0 0 1 38 0 0 2 213
Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations? 0 0 0 4 0 0 3 67
Volatility forecasting of strategically linked commodity ETFs: gold-silver 0 0 1 1 0 0 5 18
What Drives the Stock Market Integration in the CEE-3? 0 0 0 5 0 0 0 74
What drives U.S. financial sector volatility? A Bayesian model averaging perspective 0 0 0 5 0 1 1 39
What drives intermediation costs? A case of tennis betting market 0 0 0 14 0 1 5 40
What drives volatility of the U.S. oil and gas firms? 0 0 1 8 1 1 5 35
YOLO trading: Riding with the herd during the GameStop episode 0 0 1 6 0 2 14 55
Total Journal Articles 5 11 74 1,197 31 80 357 4,761

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Statistics updated 2025-03-03