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 2 6 8 244
Asymmetric GARCH and the financial crisis: a preliminary study 0 0 0 42 1 6 8 82
Asymmetric GARCH and the financial crisis: a preliminary study 0 0 0 41 0 2 3 106
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 6 106
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 0 1 3 5 11
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 15 1 10 12 43
Country and industry effects in CEE stock market networks: Preliminary results 0 0 0 27 1 13 13 52
Country effects in CEE3 stock market networks: a preliminary study 0 0 0 13 0 1 5 66
Fear of the coronavirus and the stock markets 0 0 0 35 2 6 11 139
From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks 0 0 0 122 2 9 20 350
Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment 0 0 1 72 1 5 10 260
Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector 0 0 0 158 0 5 10 541
Industry Concentration Dynamics and Structural Changes: The Case of Aerospace & Defence 0 1 1 56 4 12 14 162
Network-based asset allocation strategies 0 0 0 48 2 9 14 189
Networks of Volatility Spillovers among Stock Markets 0 0 0 57 0 8 9 94
Networks of volatility spillovers among stock markets 0 0 0 96 1 2 5 191
On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries 0 0 0 47 2 6 6 128
Return spillovers around the globe: A network approach 0 0 0 49 2 6 11 102
Social aspirations in European banks: peer-influenced risk behavior 0 0 0 34 5 12 14 118
Stablecoins as a crypto safe haven? Not all of them! 1 2 3 64 6 23 35 236
Stock returns and real activity: the dynamic conditional lagged correlation approach 0 0 0 22 0 2 4 84
The instability of the correlation structure of the S&P 500 0 0 0 105 2 6 11 103
Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries 0 0 1 94 7 24 32 305
YOLO trading: Riding with the herd during the GameStop episode 0 0 1 71 7 18 31 240
Total Working Papers 1 3 7 1,377 49 198 297 3,952

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 2 5 9 18
Beneish Model for the Detection of Tax Manipulation: Evidence from Slovakia 1 2 3 15 2 10 18 41
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 9 1 5 10 30
Defection of Traditional Standard Deviation Scaling of Capital Asset Returns 0 0 0 11 0 5 5 102
FX market volatility modelling: Can we use low-frequency data? 0 0 1 9 1 17 27 55
Fear of the coronavirus and the stock markets 0 0 0 15 0 5 9 100
Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility 0 0 1 12 0 6 15 38
Granger causality stock market networks: Temporal proximity and preferential attachment 0 0 1 34 1 2 9 287
Guest Editors’ Introduction to the Special Issue 0 0 0 8 0 3 6 25
Integrácia akciových trhov: DCC MV-GARCH model 0 0 0 184 0 2 4 446
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach 0 0 4 27 2 17 26 96
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach 0 0 0 10 2 10 18 45
Network-based asset allocation strategies 1 1 3 23 1 6 14 111
Networks of volatility spillovers among stock markets 0 0 0 24 2 5 9 102
No shortfall of ES estimators: Insights from cryptocurrency portfolios 0 0 2 2 0 4 10 13
Predicting risk in energy markets: Low-frequency data still matter 0 0 0 11 0 4 6 50
Return spillovers around the globe: A network approach 0 0 0 11 0 2 9 64
Scale-free distribution of firm-size distribution in emerging economies 0 0 0 3 1 6 7 27
Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets 0 0 0 40 0 3 3 112
Social aspirations in European banks: peer-influenced risk behaviour 0 0 0 0 0 8 9 31
Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects 0 1 2 163 2 29 41 563
Stock market networks: The dynamic conditional correlation approach 1 2 3 43 1 5 8 146
Stock market volatility forecasting: Do we need high-frequency data? 0 1 7 38 1 11 36 127
The Stock Markets and Real Economic Activity 0 0 0 69 1 8 9 222
The looming crisis in the Chinese stock market? Left-tail exposure analysis of Chinese stocks to Evergrande 0 0 0 6 1 5 13 26
To bet or not to bet: a reality check for tennis betting market efficiency 1 3 7 35 3 11 24 111
Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group 0 0 0 46 0 4 10 179
What Drives the Stock Market Integration in the CEE-3? 0 0 0 5 0 0 2 76
YOLO trading: Riding with the herd during the GameStop episode 0 1 4 10 2 16 47 102
Total Journal Articles 4 11 38 865 26 214 413 3,345

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Statistics updated 2026-03-04