Access Statistics for Tomáš Výrost

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 1 1 3 237
Asymmetric GARCH and the financial crisis: a preliminary study 0 0 0 42 1 2 2 76
Asymmetric GARCH and the financial crisis: a preliminary study 0 0 0 41 0 0 0 103
Breakdowns and revivals: the long-run relationship between the stock market and real economic activity in the G-7 countries 0 0 0 25 2 2 2 102
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 15 1 1 1 32
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 0 1 1 1 7
Country and industry effects in CEE stock market networks: Preliminary results 0 0 0 27 0 0 0 39
Country effects in CEE3 stock market networks: a preliminary study 0 0 0 13 1 1 3 63
Fear of the coronavirus and the stock markets 0 0 0 35 3 3 9 133
From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks 0 0 1 122 1 2 7 335
Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment 0 0 0 71 1 2 2 252
Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector 0 0 1 158 0 1 5 533
Industry Concentration Dynamics and Structural Changes: The Case of Aerospace & Defence 0 0 1 55 0 0 2 149
Network-based asset allocation strategies 0 0 1 48 1 4 6 179
Networks of Volatility Spillovers among Stock Markets 0 0 0 57 0 0 1 86
Networks of volatility spillovers among stock markets 0 0 0 96 0 2 3 188
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
Return spillovers around the globe: A network approach 0 0 0 49 0 0 1 92
Social aspirations in European banks: peer-influenced risk behavior 0 0 0 34 0 1 2 106
Stablecoins as a crypto safe haven? Not all of them! 0 0 2 61 2 2 12 209
Stock returns and real activity: the dynamic conditional lagged correlation approach 0 0 0 22 0 0 1 81
The instability of the correlation structure of the S&P 500 0 0 0 105 1 3 5 96
Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries 1 1 1 94 3 3 4 277
YOLO trading: Riding with the herd during the GameStop episode 0 0 0 70 5 6 14 221
Total Working Papers 1 1 8 1,371 24 37 86 3,718

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 1 2 4 13
Beneish Model for the Detection of Tax Manipulation: Evidence from Slovakia 0 1 1 13 1 2 11 31
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 9 0 3 5 25
Defection of Traditional Standard Deviation Scaling of Capital Asset Returns 0 0 0 11 0 0 1 97
FX market volatility modelling: Can we use low-frequency data? 0 0 3 9 0 3 15 36
Fear of the coronavirus and the stock markets 0 0 0 15 0 1 9 95
Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility 1 1 5 12 2 3 19 32
Granger causality stock market networks: Temporal proximity and preferential attachment 0 0 1 34 0 4 9 283
Guest Editors’ Introduction to the Special Issue 0 0 0 8 1 1 2 21
Integrácia akciových trhov: DCC MV-GARCH model 0 0 1 184 1 1 6 444
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach 0 0 1 10 2 3 6 32
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach 0 1 9 27 1 2 14 79
Network-based asset allocation strategies 0 0 2 22 2 3 8 105
Networks of volatility spillovers among stock markets 0 0 0 24 3 3 4 97
No shortfall of ES estimators: Insights from cryptocurrency portfolios 0 2 2 2 0 2 6 6
Predicting risk in energy markets: Low-frequency data still matter 0 0 1 11 0 1 3 46
Return spillovers around the globe: A network approach 0 0 0 11 1 2 7 62
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
Social aspirations in European banks: peer-influenced risk behaviour 0 0 0 0 0 0 1 23
Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects 0 0 3 161 1 3 13 530
Stock market networks: The dynamic conditional correlation approach 0 1 1 41 0 2 3 140
Stock market volatility forecasting: Do we need high-frequency data? 0 1 5 35 1 8 23 112
The Stock Markets and Real Economic Activity 0 0 0 69 0 0 1 214
The looming crisis in the Chinese stock market? Left-tail exposure analysis of Chinese stocks to Evergrande 0 0 0 6 1 1 4 17
To bet or not to bet: a reality check for tennis betting market efficiency 0 0 3 31 0 3 14 99
Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group 0 0 0 46 1 3 5 174
What Drives the Stock Market Integration in the CEE-3? 0 0 0 5 0 0 0 74
YOLO trading: Riding with the herd during the GameStop episode 0 0 3 9 1 6 30 80
Total Journal Articles 1 7 41 850 20 62 225 3,096

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Statistics updated 2025-11-08