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 0 0 0 109 2 3 7 413
Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? 0 1 9 338 3 7 31 871
Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? 0 0 0 42 0 3 8 165
Asymmetric volatility connectedness on forex markets 0 2 6 281 0 2 22 733
Asymmetric volatility connectedness on the forex market 0 0 0 49 1 1 2 129
Business cycle synchronization of the Visegrad Four and the European Union 0 0 0 34 1 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 0 1 10 110
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis 2 2 4 76 3 3 10 232
Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data 1 1 1 109 2 2 4 271
Contagion among Central and Eastern European stock markets during the financial crisis 0 0 0 66 1 1 1 121
Do co-jumps impact correlations in currency markets? 0 3 5 161 2 5 11 415
Gold, Oil, and Stocks 0 0 0 27 0 1 5 191
Gold, Oil, and Stocks 0 0 0 123 0 0 0 245
Gold, Oil, and Stocks: Dynamic Correlations 0 2 2 87 1 3 9 278
Heterogeneous Agents Model with the Worst Out Algorithm 0 0 1 46 0 0 1 228
How does bad and good volatility spill over across petroleum markets? 0 0 1 101 0 3 5 310
Modeling and forecasting exchange rate volatility in time-frequency domain 0 1 3 267 1 3 12 564
Modeling and forecasting exchange rate volatility in time-frequency domain 1 1 1 38 3 4 9 108
Monte Carlo-Based Tail Exponent Estimator 0 0 0 39 3 4 5 173
Monte Carlo-based tail exponent estimator 0 0 0 29 1 2 3 82
Predicting the volatility of major energy commodity prices: the dynamic persistence model 3 9 46 86 9 23 121 176
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 0 21 2 3 5 68
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 1 1 3 194 1 2 8 408
Tail Behavior of the Central European Stock Markets during the Financial Crisis 0 0 0 47 0 1 1 124
The Dynamic Persistence of Economic Shocks 12 33 108 184 30 67 210 330
Time-Frequency Dynamics of Biofuels-Fuels-Food System 0 0 0 42 4 5 6 105
Time-Frequency Dynamics of Biofuels-Fuels-Food System 0 0 0 48 1 2 2 197
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 1 225 1 2 12 662
Wavelet Analysis of Central European Stock Market Behaviour During the Crisis 0 0 0 114 0 0 0 262
Wavelet Applications to Heterogeneous Agents Model 0 0 0 100 0 1 1 281
Total Working Papers 20 57 196 3,245 72 156 532 8,606

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 10 103 4 13 45 359
Asymmetric volatility connectedness on the forex market 1 2 4 51 4 10 27 205
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis 0 0 0 63 4 9 21 247
Comovement and disintegration of EU sovereign bond markets during the crisis 0 0 0 3 1 1 1 19
Contagion among Central and Eastern European Stock Markets during the Financial Crisis 0 0 0 31 2 4 13 170
Do co-jumps impact correlations in currency markets? 0 0 0 9 0 1 4 63
Dynamical Agents' Strategies and the Fractal Market Hypothesis 0 0 0 61 1 2 2 227
Fractal Properties of the Financial Market 0 0 0 26 0 1 1 94
Gold, oil, and stocks: Dynamic correlations 0 0 5 65 1 6 14 183
Growth cycle synchronization of the Visegrad Four and the European Union 0 0 2 9 1 1 11 38
Heterogeneous Agents Model with the Worst Out Algorithm 0 0 0 31 2 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 0 0 1 64
Local Stability and Bifurcations in Kaldor Model 0 0 1 38 0 0 2 112
Modeling and forecasting exchange rate volatility in time-frequency domain 0 0 0 25 1 1 5 91
Monte Carlo-based tail exponent estimator 0 0 0 6 1 2 5 38
Predicting the volatility of major energy commodity prices: The dynamic persistence model 1 1 4 4 3 3 14 14
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 0 11 0 1 2 30
Smart Agents and Sentiment in the Heterogeneous Agent Model 0 0 0 19 2 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 0 0 4 139
Time–frequency dynamics of biofuel–fuel–food system 0 0 0 18 0 0 2 109
Volatility Spillovers Across Petroleum Markets 0 0 0 66 0 4 12 258
Wavelet Decomposition of the Financial Market 0 0 0 50 0 1 1 170
Total Journal Articles 3 5 26 768 27 64 194 3,259
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 2 2 3 8
Total Chapters 0 0 0 0 2 2 3 8

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