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 3 236
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? 2 6 17 390 11 28 159 2,594
Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis 0 0 0 39 0 0 3 109
Fear of the coronavirus and the stock markets 0 0 0 35 1 2 6 130
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 2 176
Industry Concentration Dynamics and Structural Changes: The Case of Aerospace & Defence 0 0 1 55 0 1 3 149
Network-based asset allocation strategies 0 0 1 48 0 0 3 175
Networks of Volatility Spillovers among Stock Markets 0 0 0 57 0 1 1 86
Networks of volatility spillovers among stock markets 0 0 0 96 0 0 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 2 36
Return spillovers around the globe: A network approach 0 0 0 49 0 1 2 92
Social aspirations in European banks: peer-influenced risk behavior 0 0 0 34 1 1 2 105
Stationarity of time series and the problem of spurious regression 0 1 2 71 1 2 10 377
Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance 0 0 0 58 0 0 2 170
Stock returns and real activity: the dynamic conditional lagged correlation approach 0 0 0 22 0 0 2 81
Testing the covariance stationarity of CEE stocks 0 0 0 37 0 1 4 120
The instability of the correlation structure of the S&P 500 0 0 0 105 0 1 2 93
Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries 0 0 0 93 0 0 1 274
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 0 70 1 2 10 215
Total Working Papers 2 7 22 1,624 15 40 220 6,006

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 2 2 11
Asymmetric volatility in equity markets around the world 0 0 0 8 0 0 2 50
Central bank announcements and realized volatility of stock markets in G7 countries 0 0 1 18 1 4 6 82
Connectedness of financial institutions in Europe: A network approach across quantiles 1 1 2 15 2 2 7 54
Default or profit scoring credit systems? Evidence from European and US peer-to-peer lending markets 0 0 0 3 1 3 14 43
Determinants of Commercial Banks’ Efficiency: Evidence from 11 CEE Countries 0 0 2 405 0 0 8 1,078
Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis 0 0 1 18 1 1 5 78
Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds 0 0 0 4 0 0 4 35
FX market volatility modelling: Can we use low-frequency data? 0 1 4 9 0 4 14 33
Fear of the coronavirus and the stock markets 0 0 0 15 0 1 8 94
Forecasting Exchange Rate Volatility: The Case of the Czech Republic, Hungary and Poland 0 1 1 23 3 8 11 132
Forecasting of clean energy market volatility: The role of oil and the technology sector 0 1 1 1 0 4 8 9
Granger causality stock market networks: Temporal proximity and preferential attachment 0 0 1 34 0 0 7 279
Growth-returns nexus: Evidence from three Central and Eastern European countries 0 0 0 10 1 1 2 53
Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin 1 3 7 40 5 15 33 181
Impact of wind and solar production on electricity prices: Quantile regression approach 0 0 2 3 0 0 6 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 2 12 0 0 10 69
Network-based asset allocation strategies 0 2 2 22 0 4 7 102
Networks of volatility spillovers among stock markets 0 0 0 24 0 0 2 94
New Credit Drivers: Results from a Small Open Economy 2 2 5 7 2 3 7 12
Nominal and discretionary household income convergence: The effect of a crisis in a small open economy 0 0 3 8 0 0 8 31
Predicting risk in energy markets: Low-frequency data still matter 0 0 1 11 0 0 3 45
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 6 18 3 5 50 125
Return adjusted charge ratios: What drives fees and costs of pension schemes? 1 1 3 6 1 3 9 18
Return spillovers around the globe: A network approach 0 0 0 11 3 5 5 60
Risk-Return Convergence in CEE Stock Markets: Structural Breaks and Market Volatility 0 0 0 19 3 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 1 2 9 39
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 1 13 0 0 1 127
Social aspirations in European banks: peer-influenced risk behaviour 0 0 0 0 0 1 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 1 17 0 0 4 80
Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance 0 0 0 8 1 1 3 39
Stock market networks: The dynamic conditional correlation approach 0 0 0 40 0 0 1 138
Stock market oscillations during the corona crash: The role of fear and uncertainty 0 0 1 28 0 0 3 69
Stock market volatility forecasting: Do we need high-frequency data? 1 3 6 34 6 10 21 104
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 1 1 214
The US banking crisis in 2023: Intraday attention and price variation of banks at risk 0 2 4 11 0 5 15 29
The effect of non-trading days on volatility forecasts in equity markets 0 0 0 7 3 4 6 48
The looming crisis in the Chinese stock market? Left-tail exposure analysis of Chinese stocks to Evergrande 0 0 0 6 1 2 4 16
The tipping point of electricity price attention: When a problem becomes a problem 0 0 0 0 1 1 3 4
To bet or not to bet: a reality check for tennis betting market efficiency 1 2 3 31 5 8 12 96
Trading and non-trading period realized market volatility: Does it matter for forecasting the volatility of US stocks? 0 1 2 10 3 5 9 53
Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group 0 0 0 46 0 1 2 171
Volatility and dynamic conditional correlations of worldwide emerging and frontier markets 0 0 0 38 2 3 5 217
Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations? 0 0 0 4 0 2 4 69
Volatility forecasting of strategically linked commodity ETFs: gold-silver 0 0 1 1 0 1 3 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 1 1 3 41
What drives volatility of the U.S. oil and gas firms? 0 0 0 8 0 0 2 35
YOLO trading: Riding with the herd during the GameStop episode 1 2 3 9 3 10 27 74
Total Journal Articles 8 23 68 1,234 53 126 387 4,956

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Statistics updated 2025-08-05