Access Statistics for Tomáš Výrost

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	0	84	0	2	14	250
Asymmetric GARCH and the financial crisis: a preliminary study	0	0	0	42	0	1	12	87
Asymmetric GARCH and the financial crisis: a preliminary study	0	0	0	41	1	2	7	110
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	11	111
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks	0	0	0	15	1	1	16	47
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks	0	0	0	0	0	1	9	15
Country and industry effects in CEE stock market networks: Preliminary results	0	0	0	27	0	0	18	57
Country effects in CEE3 stock market networks: a preliminary study	0	0	0	13	0	0	8	70
Fear of the coronavirus and the stock markets	0	0	0	35	2	3	12	142
From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks	0	0	0	122	2	2	24	357
Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment	0	0	1	72	2	3	17	268
Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector	0	0	0	158	1	1	20	553
Industry Concentration Dynamics and Structural Changes: The Case of Aerospace & Defence	0	0	1	56	0	0	16	165
Network-based asset allocation strategies	0	1	1	49	2	4	21	199
Networks of Volatility Spillovers among Stock Markets	0	0	1	58	2	2	14	100
Networks of volatility spillovers among stock markets	0	0	0	96	0	1	9	197
On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries	0	0	0	47	1	2	10	132
Return spillovers around the globe: A network approach	0	0	0	49	1	1	15	107
Social aspirations in European banks: peer-influenced risk behavior	0	0	0	34	0	0	16	122
Stablecoins as a crypto safe haven? Not all of them!	0	0	3	64	1	1	35	242
Stock returns and real activity: the dynamic conditional lagged correlation approach	0	0	0	22	1	1	10	91
The instability of the correlation structure of the S&P 500	0	0	0	105	2	2	21	114
Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries	0	0	1	94	1	2	40	314
YOLO trading: Riding with the herd during the GameStop episode	0	0	2	72	3	7	57	273
Total Working Papers	0	1	10	1,380	23	39	432	4,123

Journal Article	File Downloads				Abstract Views
Journal Article	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	9	21
Beneish Model for the Detection of Tax Manipulation: Evidence from Slovakia	0	0	4	16	0	2	22	51
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks	0	0	0	9	0	1	11	35
Defection of Traditional Standard Deviation Scaling of Capital Asset Returns	0	0	0	11	0	0	9	106
FX market volatility modelling: Can we use low-frequency data?	0	0	1	10	0	0	28	64
Fear of the coronavirus and the stock markets	0	0	0	15	3	3	18	112
Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility	1	2	4	15	2	4	20	50
Granger causality stock market networks: Temporal proximity and preferential attachment	0	0	0	34	1	4	17	296
Guest Editors’ Introduction to the Special Issue	0	0	0	8	0	1	9	29
Integrácia akciových trhov: DCC MV-GARCH model	0	0	0	184	0	0	7	450
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach	0	0	2	29	2	3	33	111
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach	0	0	0	10	0	0	23	52
Network-based asset allocation strategies	0	0	2	24	0	1	18	120
Networks of volatility spillovers among stock markets	0	0	0	24	0	2	13	107
No shortfall of ES estimators: Insights from cryptocurrency portfolios	0	1	4	4	1	2	17	21
Predicting risk in energy markets: Low-frequency data still matter	0	0	0	11	0	0	11	57
Return spillovers around the globe: A network approach	0	0	0	11	4	6	14	75
Scale-free distribution of firm-size distribution in emerging economies	0	0	0	3	0	1	13	33
Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets	0	0	0	40	0	0	4	113
Social aspirations in European banks: peer-influenced risk behaviour	0	0	0	0	0	0	12	35
Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects	0	0	2	163	2	13	57	584
Stock market networks: The dynamic conditional correlation approach	0	0	3	43	0	1	10	149
Stock market volatility forecasting: Do we need high-frequency data?	1	1	6	40	23	27	59	165
The Stock Markets and Real Economic Activity	0	0	0	69	0	3	12	226
The looming crisis in the Chinese stock market? Left-tail exposure analysis of Chinese stocks to Evergrande	0	0	0	6	0	2	17	33
To bet or not to bet: a reality check for tennis betting market efficiency	0	1	5	36	10	33	73	171
Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group	0	0	1	47	0	1	14	186
What Drives the Stock Market Integration in the CEE-3?	0	0	0	5	1	3	9	83
YOLO trading: Riding with the herd during the GameStop episode	0	0	2	11	2	5	47	122
Total Journal Articles	2	5	36	880	51	119	606	3,657

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage statistics for services based on the RePEc data set.

LogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-09-10