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	2	2	14	250
Asymmetric GARCH and the financial crisis: a preliminary study	0	0	0	42	1	5	13	87
Asymmetric GARCH and the financial crisis: a preliminary study	0	0	0	41	0	2	5	108
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	4	11	111
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks	0	0	0	15	0	2	15	46
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks	0	0	0	0	1	2	9	15
Country and industry effects in CEE stock market networks: Preliminary results	0	0	0	27	0	2	18	57
Country effects in CEE3 stock market networks: a preliminary study	0	0	0	13	0	4	8	70
Fear of the coronavirus and the stock markets	0	0	0	35	0	0	10	139
From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks	0	0	0	122	0	4	22	355
Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment	0	0	1	72	1	4	16	266
Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector	0	0	0	158	0	5	21	552
Industry Concentration Dynamics and Structural Changes: The Case of Aerospace & Defence	0	0	1	56	0	2	16	165
Network-based asset allocation strategies	1	1	1	49	1	3	21	196
Networks of Volatility Spillovers among Stock Markets	0	0	1	58	0	2	12	98
Networks of volatility spillovers among stock markets	0	0	0	96	1	6	11	197
On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries	0	0	0	47	1	3	9	131
Return spillovers around the globe: A network approach	0	0	0	49	0	3	14	106
Social aspirations in European banks: peer-influenced risk behavior	0	0	0	34	0	4	18	122
Stablecoins as a crypto safe haven? Not all of them!	0	0	3	64	0	3	35	241
Stock returns and real activity: the dynamic conditional lagged correlation approach	0	0	0	22	0	6	9	90
The instability of the correlation structure of the S&P 500	0	0	0	105	0	9	19	112
Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries	0	0	1	94	1	6	39	313
YOLO trading: Riding with the herd during the GameStop episode	0	1	2	72	4	16	56	270
Total Working Papers	1	2	10	1,380	13	99	421	4,097

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	1	3	10	21
Beneish Model for the Detection of Tax Manipulation: Evidence from Slovakia	0	0	4	16	1	8	21	50
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks	0	0	0	9	1	4	13	35
Defection of Traditional Standard Deviation Scaling of Capital Asset Returns	0	0	0	11	0	3	9	106
FX market volatility modelling: Can we use low-frequency data?	0	1	1	10	0	8	31	64
Fear of the coronavirus and the stock markets	0	0	0	15	0	8	15	109
Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility	1	2	3	14	1	9	19	47
Granger causality stock market networks: Temporal proximity and preferential attachment	0	0	0	34	2	5	15	294
Guest Editors’ Introduction to the Special Issue	0	0	0	8	0	3	9	28
Integrácia akciových trhov: DCC MV-GARCH model	0	0	0	184	0	3	7	450
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach	0	0	0	10	0	6	23	52
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach	0	2	3	29	1	12	33	109
Network-based asset allocation strategies	0	1	2	24	0	4	17	119
Networks of volatility spillovers among stock markets	0	0	0	24	0	1	11	105
No shortfall of ES estimators: Insights from cryptocurrency portfolios	0	1	3	3	0	6	15	19
Predicting risk in energy markets: Low-frequency data still matter	0	0	0	11	0	7	12	57
Return spillovers around the globe: A network approach	0	0	0	11	1	6	13	70
Scale-free distribution of firm-size distribution in emerging economies	0	0	0	3	1	6	13	33
Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets	0	0	0	40	0	1	4	113
Social aspirations in European banks: peer-influenced risk behaviour	0	0	0	0	0	4	12	35
Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects	0	0	2	163	10	13	56	581
Stock market networks: The dynamic conditional correlation approach	0	0	3	43	1	2	11	149
Stock market volatility forecasting: Do we need high-frequency data?	0	1	6	39	2	9	42	140
The Stock Markets and Real Economic Activity	0	0	0	69	1	2	10	224
The looming crisis in the Chinese stock market? Left-tail exposure analysis of Chinese stocks to Evergrande	0	0	0	6	2	6	18	33
To bet or not to bet: a reality check for tennis betting market efficiency	0	0	5	35	14	32	61	152
Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group	0	1	1	47	1	6	15	186
What Drives the Stock Market Integration in the CEE-3?	0	0	0	5	1	4	7	81
YOLO trading: Riding with the herd during the GameStop episode	0	1	3	11	1	9	47	118
Total Journal Articles	1	10	36	876	42	190	569	3,580

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Statistics updated 2026-07-10