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 0 84 1 3 3 239
Asymmetric GARCH and the financial crisis: a preliminary study 0 0 0 42 1 2 3 77
Asymmetric GARCH and the financial crisis: a preliminary study 0 0 0 41 1 2 2 105
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 4 4 104
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 15 1 3 3 34
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 0 0 2 2 8
Country and industry effects in CEE stock market networks: Preliminary results 0 0 0 27 5 5 5 44
Country effects in CEE3 stock market networks: a preliminary study 0 0 0 13 0 3 5 65
Fear of the coronavirus and the stock markets 0 0 0 35 0 3 9 133
From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks 0 0 0 122 4 11 15 345
Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment 0 1 1 72 2 6 7 257
Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector 0 0 1 158 2 5 9 538
Industry Concentration Dynamics and Structural Changes: The Case of Aerospace & Defence 1 1 1 56 2 3 4 152
Network-based asset allocation strategies 0 0 0 48 2 4 7 182
Networks of Volatility Spillovers among Stock Markets 0 0 0 57 3 3 4 89
Networks of volatility spillovers among stock markets 0 0 0 96 1 2 5 190
On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries 0 0 0 47 2 2 2 124
Return spillovers around the globe: A network approach 0 0 0 49 0 4 5 96
Social aspirations in European banks: peer-influenced risk behavior 0 0 0 34 2 2 4 108
Stablecoins as a crypto safe haven? Not all of them! 0 1 2 62 7 13 21 220
Stock returns and real activity: the dynamic conditional lagged correlation approach 0 0 0 22 1 2 3 83
The instability of the correlation structure of the S&P 500 0 0 0 105 1 3 7 98
Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries 0 1 1 94 3 10 11 284
YOLO trading: Riding with the herd during the GameStop episode 0 1 1 71 2 8 16 224
Total Working Papers 1 5 7 1,375 45 105 156 3,799

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 0 1 4 13
Beneish Model for the Detection of Tax Manipulation: Evidence from Slovakia 0 0 1 13 3 4 13 34
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 9 4 4 9 29
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 2 9 4 6 16 42
Fear of the coronavirus and the stock markets 0 0 0 15 0 0 7 95
Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility 0 1 2 12 3 5 13 35
Granger causality stock market networks: Temporal proximity and preferential attachment 0 0 1 34 1 3 10 286
Guest Editors’ Introduction to the Special Issue 0 0 0 8 0 2 3 22
Integrácia akciových trhov: DCC MV-GARCH model 0 0 0 184 1 2 5 445
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach 0 0 0 10 4 9 12 39
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach 0 0 5 27 4 5 14 83
Network-based asset allocation strategies 0 0 2 22 2 4 10 107
Networks of volatility spillovers among stock markets 0 0 0 24 1 4 5 98
No shortfall of ES estimators: Insights from cryptocurrency portfolios 0 0 2 2 2 5 11 11
Predicting risk in energy markets: Low-frequency data still matter 0 0 1 11 1 1 4 47
Return spillovers around the globe: A network approach 0 0 0 11 0 1 7 62
Scale-free distribution of firm-size distribution in emerging economies 0 0 0 3 0 1 1 21
Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets 0 0 0 40 1 1 3 110
Social aspirations in European banks: peer-influenced risk behaviour 0 0 0 0 1 1 2 24
Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects 0 1 2 162 12 17 27 546
Stock market networks: The dynamic conditional correlation approach 1 1 2 42 1 2 5 142
Stock market volatility forecasting: Do we need high-frequency data? 0 2 6 37 1 6 27 117
The Stock Markets and Real Economic Activity 0 0 0 69 2 2 3 216
The looming crisis in the Chinese stock market? Left-tail exposure analysis of Chinese stocks to Evergrande 0 0 0 6 2 7 10 23
To bet or not to bet: a reality check for tennis betting market efficiency 2 3 6 34 5 6 19 105
Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group 0 0 0 46 1 3 7 176
What Drives the Stock Market Integration in the CEE-3? 0 0 0 5 0 2 2 76
YOLO trading: Riding with the herd during the GameStop episode 0 0 3 9 10 17 41 96
Total Journal Articles 3 8 35 857 66 121 291 3,197

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Statistics updated 2026-01-09