Access Statistics for Lukas Vacha

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility Spillover 1 1 1 110 6 9 12 419
Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? 0 0 0 42 2 3 8 167
Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? 0 0 7 338 3 8 31 874
Asymmetric volatility connectedness on forex markets 4 5 9 285 18 19 37 751
Asymmetric volatility connectedness on the forex market 0 0 0 49 6 7 8 135
Business cycle synchronization of the Visegrad Four and the European Union 0 0 0 34 0 2 5 87
Business cycle synchronization of the Visegrad Four and the European Union 0 0 0 9 0 0 1 43
Business cycle synchronization within the European Union: A wavelet cohesion approach 0 1 3 36 1 2 10 111
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis 0 2 4 76 3 6 12 235
Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data 0 1 1 109 1 3 5 272
Contagion among Central and Eastern European stock markets during the financial crisis 0 0 0 66 0 1 1 121
Do co-jumps impact correlations in currency markets? 1 3 5 162 2 6 11 417
Gold, Oil, and Stocks 0 0 0 27 2 2 7 193
Gold, Oil, and Stocks 0 0 0 123 1 1 1 246
Gold, Oil, and Stocks: Dynamic Correlations 0 2 2 87 3 6 12 281
Heterogeneous Agents Model with the Worst Out Algorithm 0 0 1 46 3 3 4 231
How does bad and good volatility spill over across petroleum markets? 0 0 1 101 1 3 6 311
Modeling and forecasting exchange rate volatility in time-frequency domain 0 0 2 267 3 4 14 567
Modeling and forecasting exchange rate volatility in time-frequency domain 0 1 1 38 1 4 10 109
Monte Carlo-Based Tail Exponent Estimator 0 0 0 39 1 5 6 174
Monte Carlo-based tail exponent estimator 0 0 0 29 0 1 3 82
Predicting the volatility of major energy commodity prices: the dynamic persistence model 4 11 42 90 6 20 114 182
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 1 2 3 195 2 4 9 410
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 0 21 2 5 7 70
Tail Behavior of the Central European Stock Markets during the Financial Crisis 0 0 0 47 1 2 2 125
The Dynamic Persistence of Economic Shocks 4 28 100 188 13 67 204 343
Time-Frequency Dynamics of Biofuels-Fuels-Food System 0 0 0 42 0 5 6 105
Time-Frequency Dynamics of Biofuels-Fuels-Food System 0 0 0 48 1 2 3 198
Time-Frequency Response Analysis of Monetary Policy Transmission 0 0 0 49 0 0 1 87
Time-scale analysis of co-movement in EU sovereign bond markets 0 0 1 32 0 0 3 67
Time-scale analysis of sovereign bonds market co-movement in the EU 0 0 1 36 0 0 1 70
Volatility spillovers across petroleum markets 0 0 0 225 1 3 11 663
Wavelet Analysis of Central European Stock Market Behaviour During the Crisis 0 0 0 114 1 1 1 263
Wavelet Applications to Heterogeneous Agents Model 0 0 0 100 0 0 1 281
Total Working Papers 15 57 184 3,260 84 204 567 8,690

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers 1 2 11 104 9 17 53 368
Asymmetric volatility connectedness on the forex market 0 1 4 51 5 12 32 210
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis 1 1 1 64 3 7 23 250
Comovement and disintegration of EU sovereign bond markets during the crisis 0 0 0 3 2 3 3 21
Contagion among Central and Eastern European Stock Markets during the Financial Crisis 0 0 0 31 1 4 14 171
Do co-jumps impact correlations in currency markets? 0 0 0 9 2 2 6 65
Dynamical Agents' Strategies and the Fractal Market Hypothesis 0 0 0 61 1 3 3 228
Fractal Properties of the Financial Market 0 0 0 26 0 1 1 94
Gold, oil, and stocks: Dynamic correlations 0 0 4 65 0 2 12 183
Growth cycle synchronization of the Visegrad Four and the European Union 0 0 2 9 2 3 13 40
Heterogeneous Agents Model with the Worst Out Algorithm 0 0 0 31 0 2 2 243
Heterogeneous agent model with memory and asset price behaviour 0 0 0 28 0 0 2 117
How do skilled traders change the structure of the market 0 0 0 10 1 1 2 65
Local Stability and Bifurcations in Kaldor Model 0 0 1 38 1 1 3 113
Modeling and forecasting exchange rate volatility in time-frequency domain 0 0 0 25 2 3 7 93
Monte Carlo-based tail exponent estimator 0 0 0 6 2 3 7 40
Predicting the volatility of major energy commodity prices: The dynamic persistence model 0 1 4 4 1 4 15 15
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 0 11 0 0 2 30
Smart Agents and Sentiment in the Heterogeneous Agent Model 0 0 0 19 0 2 2 126
Smart predictors in the heterogeneous agent model 0 0 0 20 0 0 1 143
Tail Behavior of the Central European Stock Markets during the Financial Crisis 0 0 0 21 1 1 5 140
Time–frequency dynamics of biofuel–fuel–food system 0 0 0 18 2 2 3 111
Volatility Spillovers Across Petroleum Markets 0 0 0 66 2 3 13 260
Wavelet Decomposition of the Financial Market 0 0 0 50 1 1 2 171
Total Journal Articles 2 5 27 770 38 77 226 3,297
2 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Wavelet-Based Correlation Analysis of the Key Traded Assets 0 0 0 0 0 2 3 8
Total Chapters 0 0 0 0 0 2 3 8

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