| 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 |
1 |
3 |
12 |
| Asymmetric volatility in equity markets around the world |
0 |
0 |
0 |
8 |
1 |
2 |
4 |
52 |
| Central bank announcements and realized volatility of stock markets in G7 countries |
1 |
1 |
2 |
19 |
4 |
9 |
14 |
90 |
| Connectedness of financial institutions in Europe: A network approach across quantiles |
0 |
1 |
2 |
15 |
0 |
2 |
6 |
54 |
| Default or profit scoring credit systems? Evidence from European and US peer-to-peer lending markets |
0 |
0 |
0 |
3 |
1 |
3 |
10 |
45 |
| Determinants of Commercial Banks’ Efficiency: Evidence from 11 CEE Countries |
0 |
0 |
2 |
405 |
0 |
1 |
7 |
1,079 |
| Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis |
0 |
1 |
2 |
19 |
0 |
2 |
5 |
79 |
| Do hurricanes cause storm on the stock market? The case of US energy companies |
0 |
2 |
7 |
7 |
2 |
8 |
23 |
23 |
| Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds |
0 |
0 |
0 |
4 |
0 |
0 |
3 |
35 |
| FX market volatility modelling: Can we use low-frequency data? |
0 |
0 |
3 |
9 |
0 |
3 |
16 |
36 |
| Fear of the coronavirus and the stock markets |
0 |
0 |
0 |
15 |
1 |
1 |
9 |
95 |
| Forecasting Exchange Rate Volatility: The Case of the Czech Republic, Hungary and Poland |
0 |
1 |
2 |
24 |
3 |
9 |
17 |
138 |
| Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility |
0 |
0 |
9 |
11 |
0 |
2 |
27 |
30 |
| Forecasting of clean energy market volatility: The role of oil and the technology sector |
0 |
0 |
1 |
1 |
0 |
1 |
8 |
10 |
| Granger causality stock market networks: Temporal proximity and preferential attachment |
0 |
0 |
1 |
34 |
4 |
4 |
10 |
283 |
| Growth-returns nexus: Evidence from three Central and Eastern European countries |
0 |
0 |
0 |
10 |
0 |
1 |
2 |
53 |
| Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin |
1 |
2 |
5 |
41 |
4 |
13 |
36 |
189 |
| Impact of wind and solar production on electricity prices: Quantile regression approach |
0 |
0 |
2 |
3 |
2 |
2 |
8 |
13 |
| Interconnectedness of international tourism demand in Europe: A cross-quantilogram network approach |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
16 |
| Macroeconomic environment and the future performance of loans: Evidence from three peer-to-peer platforms |
1 |
2 |
7 |
8 |
1 |
4 |
19 |
22 |
| Modeling realized volatility of the EUR/USD exchange rate: Does implied volatility really matter? |
0 |
0 |
0 |
12 |
1 |
1 |
7 |
70 |
| 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 |
| New Credit Drivers: Results from a Small Open Economy |
0 |
2 |
5 |
7 |
0 |
2 |
7 |
12 |
| Nominal and discretionary household income convergence: The effect of a crisis in a small open economy |
1 |
1 |
4 |
9 |
3 |
3 |
11 |
34 |
| Peer-to-peer loan returns: heterogeneous effects across quantiles |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Predicting risk in energy markets: Low-frequency data still matter |
0 |
0 |
1 |
11 |
0 |
1 |
3 |
46 |
| Quantile dependence of tourism activity between Southern European countries |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
9 |
| Residual electricity demand: An empirical investigation |
0 |
1 |
5 |
19 |
0 |
7 |
43 |
129 |
| Return adjusted charge ratios: What drives fees and costs of pension schemes? |
0 |
1 |
3 |
6 |
0 |
2 |
10 |
19 |
| 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 |
| Russia’s ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention |
0 |
0 |
0 |
10 |
2 |
6 |
12 |
44 |
| 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 |
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 Contagion: a New Approach |
0 |
0 |
0 |
17 |
0 |
0 |
3 |
80 |
| 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 |
| Stock market oscillations during the corona crash: The role of fear and uncertainty |
0 |
0 |
1 |
28 |
2 |
2 |
4 |
71 |
| Stock market volatility forecasting: Do we need high-frequency data? |
1 |
2 |
5 |
35 |
5 |
13 |
25 |
111 |
| 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 |
| The US banking crisis in 2023: Intraday attention and price variation of banks at risk |
0 |
0 |
4 |
11 |
0 |
2 |
15 |
31 |
| The effect of non-trading days on volatility forecasts in equity markets |
0 |
0 |
0 |
7 |
0 |
3 |
6 |
48 |
| The looming crisis in the Chinese stock market? Left-tail exposure analysis of Chinese stocks to Evergrande |
0 |
0 |
0 |
6 |
0 |
1 |
3 |
16 |
| The tipping point of electricity price attention: When a problem becomes a problem |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
| To bet or not to bet: a reality check for tennis betting market efficiency |
0 |
1 |
3 |
31 |
1 |
8 |
14 |
99 |
| Trading and non-trading period realized market volatility: Does it matter for forecasting the volatility of US stocks? |
0 |
1 |
3 |
11 |
1 |
6 |
12 |
56 |
| 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 |
| Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations? |
0 |
0 |
0 |
4 |
0 |
1 |
3 |
70 |
| Volatility forecasting of strategically linked commodity ETFs: gold-silver |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
19 |
| 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 |
1 |
6 |
0 |
0 |
2 |
40 |
| What drives intermediation costs? A case of tennis betting market |
0 |
0 |
0 |
14 |
0 |
3 |
5 |
43 |
| What drives the uranium sector risk? The role of attention, economic and geopolitical uncertainty |
0 |
1 |
1 |
1 |
0 |
2 |
9 |
9 |
| What drives volatility of the U.S. oil and gas firms? |
0 |
0 |
0 |
8 |
1 |
1 |
2 |
36 |
| YOLO trading: Riding with the herd during the GameStop episode |
0 |
1 |
3 |
9 |
4 |
8 |
29 |
79 |
| Total Journal Articles |
6 |
22 |
88 |
1,270 |
48 |
158 |
496 |
5,129 |
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