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	41	1	1	6	109
Asymmetric GARCH and the financial crisis: a preliminary study	0	0	0	42	0	2	13	87
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	0	1	15	46
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks	0	0	0	0	0	2	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	1	8	70
Fear of the coronavirus and the stock markets	0	0	0	35	1	1	10	140
From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks	0	0	0	122	0	1	22	355
Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment	0	0	1	72	0	1	16	266
Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector	0	0	0	158	0	2	20	552
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	1	3	22	197
Networks of Volatility Spillovers among Stock Markets	0	0	1	58	0	0	12	98
Networks of volatility spillovers among stock markets	0	0	0	96	0	3	11	197
On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries	0	0	0	47	0	1	9	131
Return spillovers around the globe: A network approach	0	0	0	49	0	1	14	106
Social aspirations in European banks: peer-influenced risk behavior	0	0	0	34	0	0	17	122
Stablecoins as a crypto safe haven? Not all of them!	0	0	3	64	0	0	34	241
Stock returns and real activity: the dynamic conditional lagged correlation approach	0	0	0	22	0	1	9	90
The instability of the correlation structure of the S&P 500	0	0	0	105	0	0	19	112
Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries	0	0	1	94	0	3	39	313
YOLO trading: Riding with the herd during the GameStop episode	0	1	2	72	0	8	55	270
Total Working Papers	0	2	10	1,380	3	34	419	4,100

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	2	10	21
Beneish Model for the Detection of Tax Manipulation: Evidence from Slovakia	0	0	4	16	1	3	22	51
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks	0	0	0	9	0	1	13	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	1	1	10	0	4	31	64
Fear of the coronavirus and the stock markets	0	0	0	15	0	2	15	109
Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility	0	2	3	14	1	6	19	48
Granger causality stock market networks: Temporal proximity and preferential attachment	0	0	0	34	1	5	16	295
Guest Editors’ Introduction to the Special Issue	0	0	0	8	1	3	9	29
Integrácia akciových trhov: DCC MV-GARCH model	0	0	0	184	0	1	7	450
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach	0	0	0	10	0	0	23	52
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach	0	2	3	29	0	5	32	109
Network-based asset allocation strategies	0	0	2	24	1	1	18	120
Networks of volatility spillovers among stock markets	0	0	0	24	2	2	13	107
No shortfall of ES estimators: Insights from cryptocurrency portfolios	1	2	4	4	1	3	16	20
Predicting risk in energy markets: Low-frequency data still matter	0	0	0	11	0	2	12	57
Return spillovers around the globe: A network approach	0	0	0	11	1	3	11	71
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	1	12	35
Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects	0	0	2	163	1	11	55	582
Stock market networks: The dynamic conditional correlation approach	0	0	3	43	0	2	11	149
Stock market volatility forecasting: Do we need high-frequency data?	0	1	5	39	2	6	38	142
The Stock Markets and Real Economic Activity	0	0	0	69	2	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	5	17	33
To bet or not to bet: a reality check for tennis betting market efficiency	1	1	5	36	9	29	65	161
Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group	0	0	1	47	0	1	15	186
What Drives the Stock Market Integration in the CEE-3?	0	0	0	5	1	2	8	82
YOLO trading: Riding with the herd during the GameStop episode	0	1	2	11	2	5	46	120
Total Journal Articles	2	10	35	878	26	109	572	3,606

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Statistics updated 2026-08-07