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 3 5 6 242
Asymmetric GARCH and the financial crisis: a preliminary study 0 0 0 42 4 5 7 81
Asymmetric GARCH and the financial crisis: a preliminary study 0 0 0 41 1 3 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 2 4 6 106
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 0 2 3 4 10
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 15 8 10 11 42
Country and industry effects in CEE stock market networks: Preliminary results 0 0 0 27 7 12 12 51
Country effects in CEE3 stock market networks: a preliminary study 0 0 0 13 1 3 5 66
Fear of the coronavirus and the stock markets 0 0 0 35 4 4 12 137
From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks 0 0 0 122 3 13 18 348
Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment 0 1 1 72 2 7 9 259
Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector 0 0 1 158 3 8 12 541
Industry Concentration Dynamics and Structural Changes: The Case of Aerospace & Defence 0 1 1 56 6 9 10 158
Network-based asset allocation strategies 0 0 0 48 5 8 12 187
Networks of Volatility Spillovers among Stock Markets 0 0 0 57 5 8 9 94
Networks of volatility spillovers among stock markets 0 0 0 96 0 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 4 4 126
Return spillovers around the globe: A network approach 0 0 0 49 4 8 9 100
Social aspirations in European banks: peer-influenced risk behavior 0 0 0 34 5 7 9 113
Stablecoins as a crypto safe haven? Not all of them! 1 2 2 63 10 21 29 230
Stock returns and real activity: the dynamic conditional lagged correlation approach 0 0 0 22 1 3 4 84
The instability of the correlation structure of the S&P 500 0 0 0 105 3 5 9 101
Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries 0 0 1 94 14 21 25 298
YOLO trading: Riding with the herd during the GameStop episode 0 1 1 71 9 12 25 233
Total Working Papers 1 5 7 1,376 104 185 255 3,903

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 3 3 7 16
Beneish Model for the Detection of Tax Manipulation: Evidence from Slovakia 1 1 2 14 5 8 18 39
Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks 0 0 0 9 0 4 9 29
Defection of Traditional Standard Deviation Scaling of Capital Asset Returns 0 0 0 11 5 5 6 102
FX market volatility modelling: Can we use low-frequency data? 0 0 1 9 12 18 26 54
Fear of the coronavirus and the stock markets 0 0 0 15 5 5 10 100
Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility 0 0 2 12 3 6 16 38
Granger causality stock market networks: Temporal proximity and preferential attachment 0 0 1 34 0 3 9 286
Guest Editors’ Introduction to the Special Issue 0 0 0 8 3 4 6 25
Integrácia akciových trhov: DCC MV-GARCH model 0 0 0 184 1 2 5 446
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach 0 0 0 10 4 11 16 43
Measuring systemic risk in the global banking sector: A cross-quantilogram network approach 0 0 5 27 11 15 25 94
Network-based asset allocation strategies 0 0 2 22 3 5 13 110
Networks of volatility spillovers among stock markets 0 0 0 24 2 3 7 100
No shortfall of ES estimators: Insights from cryptocurrency portfolios 0 0 2 2 2 7 13 13
Predicting risk in energy markets: Low-frequency data still matter 0 0 1 11 3 4 7 50
Return spillovers around the globe: A network approach 0 0 0 11 2 2 9 64
Scale-free distribution of firm-size distribution in emerging economies 0 0 0 3 5 6 6 26
Shift contagion with endogenously detected volatility breaks: the case of CEE stock markets 0 0 0 40 2 3 5 112
Social aspirations in European banks: peer-influenced risk behaviour 0 0 0 0 7 8 9 31
Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects 1 2 3 163 15 31 40 561
Stock market networks: The dynamic conditional correlation approach 0 1 2 42 3 5 8 145
Stock market volatility forecasting: Do we need high-frequency data? 1 3 7 38 9 14 36 126
The Stock Markets and Real Economic Activity 0 0 0 69 5 7 8 221
The looming crisis in the Chinese stock market? Left-tail exposure analysis of Chinese stocks to Evergrande 0 0 0 6 2 8 12 25
To bet or not to bet: a reality check for tennis betting market efficiency 0 3 6 34 3 9 22 108
Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group 0 0 0 46 3 5 10 179
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 1 1 4 10 4 20 45 100
Total Journal Articles 4 11 38 861 122 223 405 3,319

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Statistics updated 2026-02-12