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 5 12 91 2 10 30 243
Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? 0 1 3 37 1 3 14 96
Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? 7 12 50 178 13 30 122 380
Asymmetric volatility connectedness on forex markets 6 14 49 137 16 44 135 325
Asymmetric volatility connectedness on the forex market 1 3 4 45 1 10 25 97
Business cycle synchronization of the Visegrad Four and the European Union 0 0 1 33 1 2 15 70
Business cycle synchronization of the Visegrad Four and the European Union 0 0 0 7 0 0 9 33
Business cycle synchronization within the European Union: A wavelet cohesion approach 0 0 0 30 1 2 8 86
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis 0 0 2 57 0 1 13 165
Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data 0 1 3 101 0 1 7 243
Contagion among Central and Eastern European stock markets during the financial crisis 0 0 0 66 0 0 5 109
Do co-jumps impact correlations in currency markets? 0 6 27 75 7 21 77 186
Gold, Oil, and Stocks 0 0 0 122 2 3 8 231
Gold, Oil, and Stocks 0 0 0 26 2 6 14 174
Gold, Oil, and Stocks: Dynamic Correlations 0 0 6 70 3 10 32 205
Heterogeneous Agents Model with the Worst Out Algorithm 0 0 0 45 3 4 13 223
How does bad and good volatility spill over across petroleum markets? 0 2 5 89 2 10 20 225
Modeling and forecasting exchange rate volatility in time-frequency domain 0 0 1 36 3 9 21 79
Modeling and forecasting exchange rate volatility in time-frequency domain 2 8 24 192 5 15 63 395
Monte Carlo-Based Tail Exponent Estimator 0 0 0 38 0 2 5 136
Monte Carlo-based tail exponent estimator 0 0 0 29 1 2 7 73
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 1 8 152 1 3 25 315
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 1 21 5 7 12 56
Tail Behavior of the Central European Stock Markets during the Financial Crisis 0 0 1 47 1 3 9 122
Time-Frequency Dynamics of Biofuels-Fuels-Food System 0 0 0 48 1 1 8 188
Time-Frequency Dynamics of Biofuels-Fuels-Food System 0 0 0 41 2 2 9 91
Time-Frequency Response Analysis of Monetary Policy Transmission 0 0 3 44 5 6 24 58
Time-scale analysis of co-movement in EU sovereign bond markets 1 2 2 30 3 6 11 57
Time-scale analysis of sovereign bonds market co-movement in the EU 0 0 2 35 0 1 8 62
Volatility spillovers across petroleum markets 2 7 32 123 8 22 92 314
Wavelet Analysis of Central European Stock Market Behaviour During the Crisis 0 0 2 112 0 0 7 256
Wavelet Applications to Heterogeneous Agents Model 0 0 0 97 0 1 8 275
Total Working Papers 19 62 238 2,254 89 237 856 5,568

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 4 11 52 2 8 35 139
Asymmetric volatility connectedness on the forex market 0 2 5 28 2 11 36 98
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis 2 3 7 48 2 6 19 165
Comovement and disintegration of EU sovereign bond markets during the crisis 0 0 0 0 1 2 7 7
Contagion among Central and Eastern European Stock Markets during the Financial Crisis 0 0 0 28 0 2 11 122
Do co-jumps impact correlations in currency markets? 0 0 1 3 0 2 11 27
Dynamical Agents' Strategies and the Fractal Market Hypothesis 0 0 0 60 0 1 12 216
Fractal Properties of the Financial Market 0 0 0 23 0 0 2 87
Gold, oil, and stocks: Dynamic correlations 1 2 8 40 3 8 25 110
Growth cycle synchronization of the Visegrad Four and the European Union 0 0 1 1 2 5 9 9
Heterogeneous Agent Model And Numerical Analysis Of Learning 0 0 2 24 1 6 15 90
Heterogeneous Agents Model with the Worst Out Algorithm 0 0 0 31 0 1 5 235
Heterogeneous agent model with memory and asset price behaviour 0 0 0 27 0 1 9 107
How do skilled traders change the structure of the market 0 0 0 9 0 1 4 59
Local Stability and Bifurcations in Kaldor Model 0 0 0 31 0 0 7 96
Modeling and forecasting exchange rate volatility in time-frequency domain 0 2 3 18 0 7 15 63
Monte Carlo-based tail exponent estimator 0 0 0 4 0 0 4 22
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 0 0 0 7 0 0 2 18
Smart Agents and Sentiment in the Heterogeneous Agent Model 1 1 1 17 1 1 3 116
Smart predictors in the heterogeneous agent model 1 1 1 19 1 2 7 134
Tail Behavior of the Central European Stock Markets during the Financial Crisis 0 0 0 21 1 2 8 133
Time–frequency dynamics of biofuel–fuel–food system 0 0 1 14 0 0 14 91
Volatility Spillovers Across Petroleum Markets 2 4 17 42 8 18 66 176
Wavelet Decomposition of the Financial Market 0 2 3 48 0 4 11 160
Wavelets and Sentiment in the Heterogeneous Agents Model 0 0 0 31 1 1 5 98
Total Journal Articles 8 21 61 626 25 89 342 2,578

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Statistics updated 2020-09-04